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Trade: EGLD/USDT/240/VWMA/HILO/2685

Strategy
EGLD/USDT/240/VWMA/HILO/2685
Pair
EGLD_USDT
Interval
4h
Score
611472
Daily Profit
0.861329
Profit Factor
4.195173
Profitability
38.888889
Streak
40.317118
Best Strategy
Training Data Length
1858.000000
Evaluation Time
2025-10-05 02:36
Expiration Time
2025-11-29 15:45

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 1600349.9756 1454313.075 146036.9006 4380025.5674 122253.0483 4257772.5191
Total P&L (%) 1600.35 1454.3131 146.0369 4380.0256 122.253 4257.7725
Avg Daily Profit (%) 0.8613 0.7827 0.0786 0.2049 0.043 0.2034
Buy And Hold Return (%) 72.177 72.177 72.177 72.177 72.177 72.177
Max Trade Drawdown -79793 -59079 -57809 -3047741 -3581347 -1231814
Profit Factor 4.1952 6.8432 1.5796 1.3155 1.016 1.6836
Total Trades 126 63 63 126 63 63
Winning Trades 49 18 31 49 18 31
Losing Trades 77 45 32 77 45 32
Profitability (%) 38.8889 28.5714 49.2063 38.8889 28.5714 49.2063
Ratio Avg Win / Avg Loss 6.5924 17.1079 1.6305 2.0673 2.5399 1.7379
Largest Winning Trade 1286065 1286065 60912 2395089 2395089 1717291
Largest Losing Trade -22665 -20453 -22665 -1189316 -693766 -1189316
Avg Bars in Trades 85 66 105 85 66 105
Avg Bars in Winners 152 147 155 152 147 155
Avg Bars in Losers 43 34 56 43 34 56
Bars Traded 10821 4205 6616 10821 4205 6616
Profit Streak 40.3171 0 51.4838 40.3171 0 51.4838
Trades During Streak 1 0 2 1 0 2
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 611472 -139485 -237838 213499 -507288 -134744
Evaluation Data
{
    "trading_pair": "EGLD_USDT",
    "interval": "4h",
    "packets": 25000,
    "actual_packets": 11148,
    "evaluation_days": 1858,
    "actual_first_datapoint_time": 1599091200000,
    "first_datapoint_time": 1602316800000,
    "last_datapoint_time": 1759608000000,
    "evaluation_time": 1759620998998,
    "expiration_time": 1764423936000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "vwma",
        "factors": {
            "length": 225,
            "offset": 0
        }
    },
    "second_band": {
        "type": "hilo",
        "factors": {
            "length": 0,
            "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": [
        [
            1600349.975584936,
            1454313.074988657,
            146036.9005962797,
            4380025.56739617,
            122253.0482537107,
            4257772.519142459
        ],
        [
            1600.349976,
            1454.313075,
            146.036901,
            4380.025567,
            122.253048,
            4257.772519
        ],
        [
            0.861329,
            0.78273,
            0.078599,
            0.20485,
            0.042993,
            0.203358
        ],
        [
            72.177009,
            72.177009,
            72.177009,
            72.177009,
            72.177009,
            72.177009
        ],
        [
            -79793,
            -59079,
            -57809,
            -3047741,
            -3581347,
            -1231814
        ],
        [
            4.195173,
            6.843153,
            1.579574,
            1.315545,
            1.015975,
            1.683636
        ],
        [
            126,
            63,
            63,
            126,
            63,
            63
        ],
        [
            49,
            18,
            31,
            49,
            18,
            31
        ],
        [
            77,
            45,
            32,
            77,
            45,
            32
        ],
        [
            38.888889,
            28.571429,
            49.206349,
            38.888889,
            28.571429,
            49.206349
        ],
        [
            6.592415,
            17.107882,
            1.630528,
            2.067285,
            2.539938,
            1.737947
        ],
        [
            1286065,
            1286065,
            60912,
            2395089,
            2395089,
            1717291
        ],
        [
            -22665,
            -20453,
            -22665,
            -1189316,
            -693766,
            -1189316
        ],
        [
            85,
            66,
            105,
            85,
            66,
            105
        ],
        [
            152,
            147,
            155,
            152,
            147,
            155
        ],
        [
            43,
            34,
            56,
            43,
            34,
            56
        ],
        [
            10821,
            4205,
            6616,
            10821,
            4205,
            6616
        ],
        [
            40.317118,
            0,
            51.483785,
            40.317118,
            0,
            51.483785
        ],
        [
            1,
            0,
            2,
            1,
            0,
            2
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            611472,
            -139485,
            -237838,
            213499,
            -507288,
            -134744
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "EGLD_USDT",
    "interval": "4h",
    "packets": 25000,
    "actual_packets": 11148,
    "evaluation_days": 1858,
    "actual_first_datapoint_time": 1599091200000,
    "first_datapoint_time": 1602316800000,
    "last_datapoint_time": 1759608000000,
    "evaluation_time": 1759620998998,
    "expiration_time": 1764423936000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "vwma",
        "factors": {
            "length": 225,
            "offset": 0
        }
    },
    "second_band": {
        "type": "hilo",
        "factors": {
            "length": 0,
            "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)