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Trade: DOT/USDT/120/MIDPOINT/VWMA/5299

Strategy
DOT/USDT/120/MIDPOINT/VWMA/5299
Pair
DOT_USDT
Interval
2h
Score
407597
Daily Profit
0.232506
Profit Factor
1.526047
Profitability
55.416667
Streak
0.000000
Best Strategy
Training Data Length
1875.750000
Evaluation Time
2025-10-08 07:24
Expiration Time
2025-12-14 16:38

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 436124.0606 310257.6507 125866.4099 1002881.4408 299408.6218 703472.8191
Total P&L (%) 436.1241 310.2577 125.8664 1002.8814 299.4086 703.4728
Avg Daily Profit (%) 0.2325 0.1654 0.0671 0.1281 0.0739 0.1112
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -99692 -114533 -107509 -870413 -989623 -393724
Profit Factor 1.526 1.6995 1.3265 1.155 1.0792 1.2614
Total Trades 240 120 120 240 120 120
Winning Trades 133 64 69 133 64 69
Losing Trades 107 56 51 107 56 51
Profitability (%) 55.4167 53.3333 57.5 55.4167 53.3333 57.5
Ratio Avg Win / Avg Loss 1.2277 1.4871 0.9804 0.9292 0.9443 0.9323
Largest Winning Trade 91888 91888 38587 598455 598455 342909
Largest Losing Trade -39546 -19481 -39546 -298041 -298041 -178610
Avg Bars in Trades 92 82 101 92 82 101
Avg Bars in Winners 93 70 113 93 70 113
Avg Bars in Losers 90 96 85 90 96 85
Bars Traded 22092 9898 12194 22092 9898 12194
Profit Streak 0 0 27.0167 0 0 27.0167
Trades During Streak 0 0 1 0 0 1
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 407597 346729 -103480 -71436 -229215 -44727
Evaluation Data
{
    "trading_pair": "DOT_USDT",
    "interval": "2h",
    "packets": 25000,
    "actual_packets": 22509,
    "evaluation_days": 1875.75,
    "actual_first_datapoint_time": 1597788000000,
    "first_datapoint_time": 1599400800000,
    "last_datapoint_time": 1759888800000,
    "evaluation_time": 1759897444083,
    "expiration_time": 1765723132800,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "midpoint",
        "factors": {
            "length": 225,
            "offset": 0
        }
    },
    "second_band": {
        "type": "vwma",
        "factors": {
            "length": 126,
            "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": [
        [
            436124.0605801201,
            310257.6506966621,
            125866.4098834584,
            1002881.4408362324,
            299408.6217700562,
            703472.8190661763
        ],
        [
            436.124061,
            310.257651,
            125.86641,
            1002.881441,
            299.408622,
            703.472819
        ],
        [
            0.232506,
            0.165405,
            0.067102,
            0.128058,
            0.073855,
            0.111152
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -99692,
            -114533,
            -107509,
            -870413,
            -989623,
            -393724
        ],
        [
            1.526047,
            1.699541,
            1.326465,
            1.15495,
            1.079195,
            1.261357
        ],
        [
            240,
            120,
            120,
            240,
            120,
            120
        ],
        [
            133,
            64,
            69,
            133,
            64,
            69
        ],
        [
            107,
            56,
            51,
            107,
            56,
            51
        ],
        [
            55.416667,
            53.333333,
            57.5,
            55.416667,
            53.333333,
            57.5
        ],
        [
            1.227722,
            1.487098,
            0.980431,
            0.92917,
            0.944295,
            0.932307
        ],
        [
            91888,
            91888,
            38587,
            598455,
            598455,
            342909
        ],
        [
            -39546,
            -19481,
            -39546,
            -298041,
            -298041,
            -178610
        ],
        [
            92,
            82,
            101,
            92,
            82,
            101
        ],
        [
            93,
            70,
            113,
            93,
            70,
            113
        ],
        [
            90,
            96,
            85,
            90,
            96,
            85
        ],
        [
            22092,
            9898,
            12194,
            22092,
            9898,
            12194
        ],
        [
            0,
            0,
            27.016714,
            0,
            0,
            27.016714
        ],
        [
            0,
            0,
            1,
            0,
            0,
            1
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            407597,
            346729,
            -103480,
            -71436,
            -229215,
            -44727
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "DOT_USDT",
    "interval": "2h",
    "packets": 25000,
    "actual_packets": 22509,
    "evaluation_days": 1875.75,
    "actual_first_datapoint_time": 1597788000000,
    "first_datapoint_time": 1599400800000,
    "last_datapoint_time": 1759888800000,
    "evaluation_time": 1759897444083,
    "expiration_time": 1765723132800,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "midpoint",
        "factors": {
            "length": 225,
            "offset": 0
        }
    },
    "second_band": {
        "type": "vwma",
        "factors": {
            "length": 126,
            "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)