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Trade: DOT/USDT/480/VWAP/SMA/6712

Strategy
DOT/USDT/480/VWAP/SMA/6712
Pair
DOT_USDT
Interval
8h
Score
410424
Daily Profit
0.209237
Profit Factor
1.496717
Profitability
48.058252
Streak
5.711699
Best Strategy
Training Data Length
1865.670000
Evaluation Time
2025-09-27 12:04
Expiration Time
2025-11-22 01:16

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 390367.5592 350086.7647 40280.7945 123698.9368 268416.2261 -144717.2892
Total P&L (%) 390.3676 350.0868 40.2808 123.6989 268.4162 -144.7173
Avg Daily Profit (%) 0.2092 0.1876 0.0216 0.0432 0.0699 0
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -109922 -82873 -83384 -1034171 -746522 -470289
Profit Factor 1.4967 1.9498 1.0965 1.0325 1.141 0.9241
Total Trades 206 103 103 206 103 103
Winning Trades 99 49 50 99 49 50
Losing Trades 107 54 53 107 54 53
Profitability (%) 48.0583 47.5728 48.5437 48.0583 47.5728 48.5437
Ratio Avg Win / Avg Loss 1.6177 2.1487 1.1623 1.1159 1.2575 0.9796
Largest Winning Trade 293711 293711 49051 630182 630182 179741
Largest Losing Trade -44973 -44973 -43420 -463711 -463711 -279379
Avg Bars in Trades 26 24 28 26 24 28
Avg Bars in Winners 33 31 34 33 31 34
Avg Bars in Losers 20 18 21 20 18 21
Bars Traded 5444 2543 2901 5444 2543 2901
Profit Streak 5.7117 0 10.7117 5.7117 0 10.7117
Trades During Streak 1 0 1 1 0 1
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 410424 369824 -280482 -318773 -165918 -580698
Evaluation Data
{
    "trading_pair": "DOT_USDT",
    "interval": "8h",
    "packets": 25000,
    "actual_packets": 5597,
    "evaluation_days": 1865.67,
    "actual_first_datapoint_time": 1597766400000,
    "first_datapoint_time": 1600934400000,
    "last_datapoint_time": 1758931200000,
    "evaluation_time": 1758963890809,
    "expiration_time": 1763767008000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "vwap",
        "factors": {
            "length": 0,
            "offset": 89
        }
    },
    "second_band": {
        "type": "sma",
        "factors": {
            "length": 111,
            "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": [
        [
            390367.5592153245,
            350086.7646885524,
            40280.7945267723,
            123698.9368497333,
            268416.2260597161,
            -144717.2892099834
        ],
        [
            390.367559,
            350.086765,
            40.280795,
            123.698937,
            268.416226,
            -144.717289
        ],
        [
            0.209237,
            0.187647,
            0.021591,
            0.043164,
            0.069921,
            0
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -109922,
            -82873,
            -83384,
            -1034171,
            -746522,
            -470289
        ],
        [
            1.496717,
            1.949774,
            1.096528,
            1.032459,
            1.14103,
            0.924139
        ],
        [
            206,
            103,
            103,
            206,
            103,
            103
        ],
        [
            99,
            49,
            50,
            99,
            49,
            50
        ],
        [
            107,
            54,
            53,
            107,
            54,
            53
        ],
        [
            48.058252,
            47.572816,
            48.543689,
            48.058252,
            47.572816,
            48.543689
        ],
        [
            1.617664,
            2.148731,
            1.16232,
            1.11589,
            1.257461,
            0.979587
        ],
        [
            293711,
            293711,
            49051,
            630182,
            630182,
            179741
        ],
        [
            -44973,
            -44973,
            -43420,
            -463711,
            -463711,
            -279379
        ],
        [
            26,
            24,
            28,
            26,
            24,
            28
        ],
        [
            33,
            31,
            34,
            33,
            31,
            34
        ],
        [
            20,
            18,
            21,
            20,
            18,
            21
        ],
        [
            5444,
            2543,
            2901,
            5444,
            2543,
            2901
        ],
        [
            5.711699,
            0,
            10.711699,
            5.711699,
            0,
            10.711699
        ],
        [
            1,
            0,
            1,
            1,
            0,
            1
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            410424,
            369824,
            -280482,
            -318773,
            -165918,
            -580698
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "DOT_USDT",
    "interval": "8h",
    "packets": 25000,
    "actual_packets": 5597,
    "evaluation_days": 1865.67,
    "actual_first_datapoint_time": 1597766400000,
    "first_datapoint_time": 1600934400000,
    "last_datapoint_time": 1758931200000,
    "evaluation_time": 1758963890809,
    "expiration_time": 1763767008000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "vwap",
        "factors": {
            "length": 0,
            "offset": 89
        }
    },
    "second_band": {
        "type": "sma",
        "factors": {
            "length": 111,
            "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)