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Trade: DOT/USDT/480/LINREG/VWMA/6488

Strategy
DOT/USDT/480/LINREG/VWMA/6488
Pair
DOT_USDT
Interval
8h
Score
414397
Daily Profit
0.158110
Profit Factor
1.971355
Profitability
53.488372
Streak
0.000000
Best Strategy
Training Data Length
1867.670000
Evaluation Time
2025-09-29 10:38
Expiration Time
2025-11-24 02:43

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 285288.4304 295297.7167 -10009.2863 -791616.4855 76897.7853 -868514.2708
Total P&L (%) 285.2884 295.2977 -10.0093 -791.6165 76.8978 -868.5143
Avg Daily Profit (%) 0.1528 0.1581 -0.0054 0 0.0305 0
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -257022 -78060 -230229 -1171009 -571433 -1024362
Profit Factor 1.4207 1.9714 0.9732 0.6524 1.0791 0.3347
Total Trades 86 43 43 86 43 43
Winning Trades 48 23 25 40 24 16
Losing Trades 38 20 18 46 19 27
Profitability (%) 55.814 53.4884 58.1395 46.5116 55.814 37.2093
Ratio Avg Win / Avg Loss 1.1248 1.7142 0.7007 0.7503 0.8543 0.5648
Largest Winning Trade 122966 122966 38878 233842 233842 170400
Largest Losing Trade -171900 -42199 -171900 -446191 -446191 -276822
Avg Bars in Trades 63 74 52 63 74 52
Avg Bars in Winners 64 75 54 60 70 44
Avg Bars in Losers 62 72 50 66 79 57
Bars Traded 5459 3197 2262 5459 3197 2262
Profit Streak 2.6515 0 15.9848 0 62.3181 0
Trades During Streak 1 0 1 0 2 0
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 271709 414397 -579093 -581904 -285477 -585701
Evaluation Data
{
    "trading_pair": "DOT_USDT",
    "interval": "8h",
    "packets": 25000,
    "actual_packets": 5603,
    "evaluation_days": 1867.67,
    "actual_first_datapoint_time": 1597766400000,
    "first_datapoint_time": 1601452800000,
    "last_datapoint_time": 1759104000000,
    "evaluation_time": 1759131488108,
    "expiration_time": 1763944992000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "linreg",
        "factors": {
            "length": 129,
            "offset": 0
        }
    },
    "second_band": {
        "type": "vwma",
        "factors": {
            "length": 37,
            "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": [
        [
            285288.4303988838,
            295297.716747075,
            -10009.2863481911,
            -791616.4854684385,
            76897.7853072629,
            -868514.2707757017
        ],
        [
            285.28843,
            295.297717,
            -10.009286,
            -791.616485,
            76.897785,
            -868.514271
        ],
        [
            0.152751,
            0.15811,
            -0.005359,
            0,
            0.030545,
            0
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -257022,
            -78060,
            -230229,
            -1171009,
            -571433,
            -1024362
        ],
        [
            1.420737,
            1.971355,
            0.973242,
            0.652421,
            1.079106,
            0.33469
        ],
        [
            86,
            43,
            43,
            86,
            43,
            43
        ],
        [
            48,
            23,
            25,
            40,
            24,
            16
        ],
        [
            38,
            20,
            18,
            46,
            19,
            27
        ],
        [
            55.813953,
            53.488372,
            58.139535,
            46.511628,
            55.813953,
            37.209302
        ],
        [
            1.12475,
            1.714222,
            0.700734,
            0.750284,
            0.854292,
            0.564789
        ],
        [
            122966,
            122966,
            38878,
            233842,
            233842,
            170400
        ],
        [
            -171900,
            -42199,
            -171900,
            -446191,
            -446191,
            -276822
        ],
        [
            63,
            74,
            52,
            63,
            74,
            52
        ],
        [
            64,
            75,
            54,
            60,
            70,
            44
        ],
        [
            62,
            72,
            50,
            66,
            79,
            57
        ],
        [
            5459,
            3197,
            2262,
            5459,
            3197,
            2262
        ],
        [
            2.651483,
            0,
            15.984816,
            0,
            62.318149,
            0
        ],
        [
            1,
            0,
            1,
            0,
            2,
            0
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            271709,
            414397,
            -579093,
            -581904,
            -285477,
            -585701
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "DOT_USDT",
    "interval": "8h",
    "packets": 25000,
    "actual_packets": 5603,
    "evaluation_days": 1867.67,
    "actual_first_datapoint_time": 1597766400000,
    "first_datapoint_time": 1601452800000,
    "last_datapoint_time": 1759104000000,
    "evaluation_time": 1759131488108,
    "expiration_time": 1763944992000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "linreg",
        "factors": {
            "length": 129,
            "offset": 0
        }
    },
    "second_band": {
        "type": "vwma",
        "factors": {
            "length": 37,
            "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)