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Trade: ETC/USDT/720/SSF/VWMA/8751

Strategy
ETC/USDT/720/SSF/VWMA/8751
Pair
ETC_USDT
Interval
12h
Score
401601
Daily Profit
0.235115
Profit Factor
3.501397
Profitability
47.222222
Streak
38.016008
Best Strategy
Training Data Length
2500.500000
Evaluation Time
2025-10-12 03:23
Expiration Time
2025-12-25 14:21

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 605907.5075 587904.7286 18002.7789 585696.1097 447423.6884 138272.4213
Total P&L (%) 605.9075 587.9047 18.0028 585.6961 447.4237 138.2724
Avg Daily Profit (%) 0.2423 0.2351 0.0072 0.077 0.068 0.0347
Buy And Hold Return (%) 214.4721 214.4721 214.4721 214.4721 214.4721 214.4721
Max Trade Drawdown -94427 -65692 -97031 -600871 -494654 -271122
Profit Factor 2.1818 3.5014 1.0648 1.2207 1.2915 1.1236
Total Trades 72 36 36 72 36 36
Winning Trades 37 17 20 37 17 20
Losing Trades 35 19 16 35 19 16
Profitability (%) 51.3889 47.2222 55.5556 51.3889 47.2222 55.5556
Ratio Avg Win / Avg Loss 2.0639 3.9133 0.8519 1.1547 1.4435 0.8989
Largest Winning Trade 349813 349813 40691 544542 544542 184845
Largest Losing Trade -44995 -34261 -44995 -325923 -325923 -171903
Avg Bars in Trades 67 66 67 67 66 67
Avg Bars in Winners 94 97 91 94 97 91
Avg Bars in Losers 37 37 38 37 37 38
Bars Traded 4826 2383 2443 4826 2383 2443
Profit Streak 38.016 38.016 39.016 38.016 38.016 39.016
Trades During Streak 2 1 1 2 1 1
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score -73324 401601 -498591 -176049 -108943 -397257
Evaluation Data
{
    "trading_pair": "ETC_USDT",
    "interval": "12h",
    "packets": 25000,
    "actual_packets": 5001,
    "evaluation_days": 2500.5,
    "actual_first_datapoint_time": 1544184000000,
    "first_datapoint_time": 1545307200000,
    "last_datapoint_time": 1760184000000,
    "evaluation_time": 1760228583062,
    "expiration_time": 1766665296000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "ssf",
        "factors": {
            "length": 130,
            "offset": 0,
            "poles": 3
        }
    },
    "second_band": {
        "type": "vwma",
        "factors": {
            "length": 27,
            "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": [
        [
            605907.5075073827,
            587904.7286304665,
            18002.7788769164,
            585696.1096785904,
            447423.6883776422,
            138272.4213009485
        ],
        [
            605.907508,
            587.904729,
            18.002779,
            585.69611,
            447.423688,
            138.272421
        ],
        [
            0.242315,
            0.235115,
            0.0072,
            0.077025,
            0.068012,
            0.034729
        ],
        [
            214.472091,
            214.472091,
            214.472091,
            214.472091,
            214.472091,
            214.472091
        ],
        [
            -94427,
            -65692,
            -97031,
            -600871,
            -494654,
            -271122
        ],
        [
            2.181824,
            3.501397,
            1.064838,
            1.220718,
            1.291518,
            1.123591
        ],
        [
            72,
            36,
            36,
            72,
            36,
            36
        ],
        [
            37,
            17,
            20,
            37,
            17,
            20
        ],
        [
            35,
            19,
            16,
            35,
            19,
            16
        ],
        [
            51.388889,
            47.222222,
            55.555556,
            51.388889,
            47.222222,
            55.555556
        ],
        [
            2.063887,
            3.913326,
            0.85187,
            1.154733,
            1.443462,
            0.898873
        ],
        [
            349813,
            349813,
            40691,
            544542,
            544542,
            184845
        ],
        [
            -44995,
            -34261,
            -44995,
            -325923,
            -325923,
            -171903
        ],
        [
            67,
            66,
            67,
            67,
            66,
            67
        ],
        [
            94,
            97,
            91,
            94,
            97,
            91
        ],
        [
            37,
            37,
            38,
            37,
            37,
            38
        ],
        [
            4826,
            2383,
            2443,
            4826,
            2383,
            2443
        ],
        [
            38.016008,
            38.016008,
            39.016008,
            38.016008,
            38.016008,
            39.016008
        ],
        [
            2,
            1,
            1,
            2,
            1,
            1
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            -73324,
            401601,
            -498591,
            -176049,
            -108943,
            -397257
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "ETC_USDT",
    "interval": "12h",
    "packets": 25000,
    "actual_packets": 5001,
    "evaluation_days": 2500.5,
    "actual_first_datapoint_time": 1544184000000,
    "first_datapoint_time": 1545307200000,
    "last_datapoint_time": 1760184000000,
    "evaluation_time": 1760228583062,
    "expiration_time": 1766665296000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "ssf",
        "factors": {
            "length": 130,
            "offset": 0,
            "poles": 3
        }
    },
    "second_band": {
        "type": "vwma",
        "factors": {
            "length": 27,
            "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)