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Trade: DOT/USDT/120/MIDPOINT/VWMA/3230

Strategy
DOT/USDT/120/MIDPOINT/VWMA/3230
Pair
DOT_USDT
Interval
2h
Score
453494
Daily Profit
0.270277
Profit Factor
1.638412
Profitability
55.327869
Streak
0.000000
Best Strategy
Training Data Length
1871.250000
Evaluation Time
2025-10-03 18:11
Expiration Time
2025-12-10 00:45

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 505755.7882 349227.5797 156528.2086 2003442.2534 436924.6418 1566517.6116
Total P&L (%) 505.7558 349.2276 156.5282 2003.4423 436.9246 1566.5176
Avg Daily Profit (%) 0.2703 0.1866 0.0836 0.1629 0.0899 0.1505
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -86627 -95232 -103552 -1891907 -1658793 -847342
Profit Factor 1.6384 1.8191 1.4278 1.1783 1.0674 1.3298
Total Trades 244 122 122 244 122 122
Winning Trades 135 65 70 135 65 70
Losing Trades 109 57 52 109 57 52
Profitability (%) 55.3279 53.2787 57.377 55.3279 53.2787 57.377
Ratio Avg Win / Avg Loss 1.3229 1.5952 1.0607 0.9514 0.936 0.9879
Largest Winning Trade 106690 106690 35775 1186154 1186154 729410
Largest Losing Trade -36334 -19676 -36334 -512688 -512688 -420976
Avg Bars in Trades 90 80 100 90 80 100
Avg Bars in Winners 93 68 116 93 68 116
Avg Bars in Losers 87 94 79 87 94 79
Bars Traded 22090 9831 12259 22090 9831 12259
Profit Streak 0 0 0 0 0 0
Trades During Streak 0 0 0 0 0 0
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 453494 401499 -79683 -16326 -220868 249829
Evaluation Data
{
    "trading_pair": "DOT_USDT",
    "interval": "2h",
    "packets": 25000,
    "actual_packets": 22455,
    "evaluation_days": 1871.25,
    "actual_first_datapoint_time": 1597788000000,
    "first_datapoint_time": 1599415200000,
    "last_datapoint_time": 1759500000000,
    "evaluation_time": 1759504318188,
    "expiration_time": 1765320336000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "midpoint",
        "factors": {
            "length": 227,
            "offset": 0
        }
    },
    "second_band": {
        "type": "vwma",
        "factors": {
            "length": 133,
            "offset": 0
        }
    }
}
Raw JSON (Stats)
{
    "columns": [
        "SB",
        "SL",
        "SS",
        "CB",
        "CL",
        "CS"
    ],
    "index": [
        "Total P&L",
        "Total P&L (%)",
        "Avg Daily Profit (%)",
        "Buy And Hold Return (%)",
        "Max Trade Drawdown",
        "Profit Factor",
        "Total Trades",
        "Winning Trades",
        "Losing Trades",
        "Profitability (%)",
        "Ratio Avg Win / Avg Loss",
        "Largest Winning Trade",
        "Largest Losing Trade",
        "Avg Bars in Trades",
        "Avg Bars in Winners",
        "Avg Bars in Losers",
        "Bars Traded",
        "Profit Streak",
        "Trades During Streak",
        "Trades Multiplier",
        "score"
    ],
    "data": [
        [
            505755.7882333716,
            349227.5796788526,
            156528.2085545196,
            2003442.2534261649,
            436924.6418138808,
            1566517.6116122862
        ],
        [
            505.755788,
            349.22758,
            156.528209,
            2003.442253,
            436.924642,
            1566.517612
        ],
        [
            0.270277,
            0.186628,
            0.083649,
            0.16292,
            0.089857,
            0.150458
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -86627,
            -95232,
            -103552,
            -1891907,
            -1658793,
            -847342
        ],
        [
            1.638412,
            1.819106,
            1.42784,
            1.178345,
            1.067389,
            1.329799
        ],
        [
            244,
            122,
            122,
            244,
            122,
            122
        ],
        [
            135,
            65,
            70,
            135,
            65,
            70
        ],
        [
            109,
            57,
            52,
            109,
            57,
            52
        ],
        [
            55.327869,
            53.278689,
            57.377049,
            55.327869,
            53.278689,
            57.377049
        ],
        [
            1.322866,
            1.595216,
            1.060682,
            0.951404,
            0.936018,
            0.987851
        ],
        [
            106690,
            106690,
            35775,
            1186154,
            1186154,
            729410
        ],
        [
            -36334,
            -19676,
            -36334,
            -512688,
            -512688,
            -420976
        ],
        [
            90,
            80,
            100,
            90,
            80,
            100
        ],
        [
            93,
            68,
            116,
            93,
            68,
            116
        ],
        [
            87,
            94,
            79,
            87,
            94,
            79
        ],
        [
            22090,
            9831,
            12259,
            22090,
            9831,
            12259
        ],
        [
            0,
            0,
            0,
            0,
            0,
            0
        ],
        [
            0,
            0,
            0,
            0,
            0,
            0
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            453494,
            401499,
            -79683,
            -16326,
            -220868,
            249829
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "DOT_USDT",
    "interval": "2h",
    "packets": 25000,
    "actual_packets": 22455,
    "evaluation_days": 1871.25,
    "actual_first_datapoint_time": 1597788000000,
    "first_datapoint_time": 1599415200000,
    "last_datapoint_time": 1759500000000,
    "evaluation_time": 1759504318188,
    "expiration_time": 1765320336000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "midpoint",
        "factors": {
            "length": 227,
            "offset": 0
        }
    },
    "second_band": {
        "type": "vwma",
        "factors": {
            "length": 133,
            "offset": 0
        }
    }
}

Visualization

Default 0.1% (applied once per trade) Default Flip immediately Chart only
# Side Entry time Exit time Entry price Exit price PnL PnL % (gross) PnL % (after margin) Duration Equity (Compounded 1000) Equity (Chart Exit) Δ $ (Chart - Table) Equity (Fixed 1000)