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Trade: MATIC/USDT/240/SINWMA/VWMA/5863

Strategy
MATIC/USDT/240/SINWMA/VWMA/5863
Pair
MATIC_USDT
Interval
4h
Score
575404
Daily Profit
2.944329
Profit Factor
21.285633
Profitability
37.931034
Streak
0.000000
Best Strategy
Training Data Length
1963.000000
Evaluation Time
2025-10-05 08:11
Expiration Time
2024-11-07 23:21

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 5708362.9198 5779717.1205 -71354.2007 344894.9464 329247.2503 15647.696
Total P&L (%) 5708.3629 5779.7171 -71.3542 344.8949 329.2473 15.6477
Avg Daily Profit (%) 2.908 2.9443 -0.0364 0.0761 0.0742 0.0074
Buy And Hold Return (%) 1739.0693 1739.0693 1739.0693 1739.0693 1739.0693 1739.0693
Max Trade Drawdown -197101 -63506 -168636 -349764 -278425 -292513
Profit Factor 10.9231 21.2856 0.7542 1.2298 1.4274 1.0214
Total Trades 58 29 29 58 29 29
Winning Trades 23 11 12 23 11 12
Losing Trades 35 18 17 35 18 17
Profitability (%) 39.6552 37.931 41.3793 39.6552 37.931 41.3793
Ratio Avg Win / Avg Loss 16.6221 34.831 1.0685 1.8714 2.3358 1.447
Largest Winning Trade 5774976 5774976 63717 319193 319193 158700
Largest Losing Trade -63506 -63506 -52454 -257411 -193281 -257411
Avg Bars in Trades 196 198 194 196 198 194
Avg Bars in Winners 313 334 294 313 334 294
Avg Bars in Losers 120 116 124 120 116 124
Bars Traded 11415 5765 5650 11415 5765 5650
Profit Streak 0 0 0 0 0 0
Trades During Streak 0 0 0 0 0 0
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score -163136 575404 -582518 -440193 -262366 -549088
Evaluation Data
{
    "trading_pair": "MATIC_USDT",
    "interval": "4h",
    "packets": 25000,
    "actual_packets": 11778,
    "evaluation_days": 1963,
    "actual_first_datapoint_time": 1556280000000,
    "first_datapoint_time": 1559736000000,
    "last_datapoint_time": 1725926400000,
    "evaluation_time": 1759641114573,
    "expiration_time": 1731014496000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "sinwma",
        "factors": {
            "length": 239,
            "offset": 0
        }
    },
    "second_band": {
        "type": "vwma",
        "factors": {
            "length": 85,
            "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": [
        [
            5708362.919783113,
            5779717.120484966,
            -71354.2007018514,
            344894.9463653172,
            329247.2503338886,
            15647.6960314286
        ],
        [
            5708.36292,
            5779.71712,
            -71.354201,
            344.894946,
            329.24725,
            15.647696
        ],
        [
            2.907979,
            2.944329,
            -0.03635,
            0.076069,
            0.074244,
            0.007406
        ],
        [
            1739.069317,
            1739.069317,
            1739.069317,
            1739.069317,
            1739.069317,
            1739.069317
        ],
        [
            -197101,
            -63506,
            -168636,
            -349764,
            -278425,
            -292513
        ],
        [
            10.923076,
            21.285633,
            0.754243,
            1.229776,
            1.427437,
            1.021414
        ],
        [
            58,
            29,
            29,
            58,
            29,
            29
        ],
        [
            23,
            11,
            12,
            23,
            11,
            12
        ],
        [
            35,
            18,
            17,
            35,
            18,
            17
        ],
        [
            39.655172,
            37.931034,
            41.37931,
            39.655172,
            37.931034,
            41.37931
        ],
        [
            16.622072,
            34.831036,
            1.068511,
            1.871399,
            2.335806,
            1.447003
        ],
        [
            5774976,
            5774976,
            63717,
            319193,
            319193,
            158700
        ],
        [
            -63506,
            -63506,
            -52454,
            -257411,
            -193281,
            -257411
        ],
        [
            196,
            198,
            194,
            196,
            198,
            194
        ],
        [
            313,
            334,
            294,
            313,
            334,
            294
        ],
        [
            120,
            116,
            124,
            120,
            116,
            124
        ],
        [
            11415,
            5765,
            5650,
            11415,
            5765,
            5650
        ],
        [
            0,
            0,
            0,
            0,
            0,
            0
        ],
        [
            0,
            0,
            0,
            0,
            0,
            0
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            -163136,
            575404,
            -582518,
            -440193,
            -262366,
            -549088
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "MATIC_USDT",
    "interval": "4h",
    "packets": 25000,
    "actual_packets": 11778,
    "evaluation_days": 1963,
    "actual_first_datapoint_time": 1556280000000,
    "first_datapoint_time": 1559736000000,
    "last_datapoint_time": 1725926400000,
    "evaluation_time": 1759641114573,
    "expiration_time": 1731014496000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "sinwma",
        "factors": {
            "length": 239,
            "offset": 0
        }
    },
    "second_band": {
        "type": "vwma",
        "factors": {
            "length": 85,
            "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)