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Trade: MATIC/USDT/240/VWAP/MIDPOINT/3094

Strategy
MATIC/USDT/240/VWAP/MIDPOINT/3094
Pair
MATIC_USDT
Interval
4h
Score
411408
Daily Profit
0.249040
Profit Factor
1.621920
Profitability
70.434783
Streak
0.000000
Best Strategy
Training Data Length
1963.000000
Evaluation Time
2025-10-03 10:10
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 -1778369.6556 124154.9352 -1902524.5908 273246.4362 -12823812.1734 13097058.6096
Total P&L (%) -1778.3697 124.1549 -1902.5246 273.2464 -12823.8122 13097.0586
Avg Daily Profit (%) -0.9059 0.0632 -0.9692 0.0671 0 0.249
Buy And Hold Return (%) 1713.5755 1713.5755 1713.5755 1713.5755 1713.5755 1713.5755
Max Trade Drawdown -1956983 -136237 -2015453 -13142226 -13087240 -5830768
Profit Factor 0.3605 1.3014 0.1968 1.006 0.4725 1.6219
Total Trades 230 115 115 230 115 115
Winning Trades 177 90 87 163 82 81
Losing Trades 53 25 28 67 33 34
Profitability (%) 76.9565 78.2609 75.6522 70.8696 71.3043 70.4348
Ratio Avg Win / Avg Loss 0.1079 0.3615 0.0634 0.4135 0.1902 0.6808
Largest Winning Trade 22948 22948 20232 22944333 1840629 22944333
Largest Losing Trade -1718831 -56715 -1718831 -7381670 -7381670 -4083616
Avg Bars in Trades 50 55 44 50 55 44
Avg Bars in Winners 20 23 18 22 23 20
Avg Bars in Losers 148 172 126 117 133 102
Bars Traded 11514 6377 5137 11514 6377 5137
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 -576079 -272134 -577423 -480755 -577986 411408
Evaluation Data
{
    "trading_pair": "MATIC_USDT",
    "interval": "4h",
    "packets": 25000,
    "actual_packets": 11778,
    "evaluation_days": 1963,
    "actual_first_datapoint_time": 1556280000000,
    "first_datapoint_time": 1558310400000,
    "last_datapoint_time": 1725926400000,
    "evaluation_time": 1759475434402,
    "expiration_time": 1731014496000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "vwap",
        "factors": {
            "length": 0,
            "offset": 0
        }
    },
    "second_band": {
        "type": "midpoint",
        "factors": {
            "length": 140,
            "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": [
        [
            -1778369.6555750892,
            124154.9351884523,
            -1902524.5907635412,
            273246.4361960169,
            -12823812.173405897,
            13097058.609601898
        ],
        [
            -1778.369656,
            124.154935,
            -1902.524591,
            273.246436,
            -12823.812173,
            13097.05861
        ],
        [
            -0.905945,
            0.063248,
            -0.969192,
            0.067117,
            0,
            0.24904
        ],
        [
            1713.575526,
            1713.575526,
            1713.575526,
            1713.575526,
            1713.575526,
            1713.575526
        ],
        [
            -1956983,
            -136237,
            -2015453,
            -13142226,
            -13087240,
            -5830768
        ],
        [
            0.360468,
            1.301392,
            0.196839,
            1.006022,
            0.472541,
            1.62192
        ],
        [
            230,
            115,
            115,
            230,
            115,
            115
        ],
        [
            177,
            90,
            87,
            163,
            82,
            81
        ],
        [
            53,
            25,
            28,
            67,
            33,
            34
        ],
        [
            76.956522,
            78.26087,
            75.652174,
            70.869565,
            71.304348,
            70.434783
        ],
        [
            0.107937,
            0.361498,
            0.063351,
            0.413518,
            0.190169,
            0.680806
        ],
        [
            22948,
            22948,
            20232,
            22944333,
            1840629,
            22944333
        ],
        [
            -1718831,
            -56715,
            -1718831,
            -7381670,
            -7381670,
            -4083616
        ],
        [
            50,
            55,
            44,
            50,
            55,
            44
        ],
        [
            20,
            23,
            18,
            22,
            23,
            20
        ],
        [
            148,
            172,
            126,
            117,
            133,
            102
        ],
        [
            11514,
            6377,
            5137,
            11514,
            6377,
            5137
        ],
        [
            0,
            0,
            0,
            0,
            0,
            0
        ],
        [
            0,
            0,
            0,
            0,
            0,
            0
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            -576079,
            -272134,
            -577423,
            -480755,
            -577986,
            411408
        ]
    ]
}
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": 1558310400000,
    "last_datapoint_time": 1725926400000,
    "evaluation_time": 1759475434402,
    "expiration_time": 1731014496000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "vwap",
        "factors": {
            "length": 0,
            "offset": 0
        }
    },
    "second_band": {
        "type": "midpoint",
        "factors": {
            "length": 140,
            "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)