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Trade: STX/USDT/720/BBL/VWMA/2850

Strategy
STX/USDT/720/BBL/VWMA/2850
Pair
STX_USDT
Interval
12h
Score
377841
Daily Profit
0.274006
Profit Factor
1.653648
Profitability
59.872611
Streak
20.617598
Best Strategy
Training Data Length
2173.000000
Evaluation Time
2025-10-05 17:49
Expiration Time
2025-12-09 18:33

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 595414.3448 602924.4391 -7510.0943 410067.9801 941325.9743 -531257.9942
Total P&L (%) 595.4143 602.9244 -7.5101 410.068 941.326 -531.258
Avg Daily Profit (%) 0.274 0.2775 -0.0035 0.075 0.1079 0
Buy And Hold Return (%) 199.8028 199.8028 199.8028 199.8028 199.8028 199.8028
Max Trade Drawdown -281859 -197771 -135815 -1276605 -814152 -1025310
Profit Factor 1.6536 2.0274 0.9768 1.0807 1.3123 0.7428
Total Trades 157 78 79 157 78 79
Winning Trades 94 47 47 94 47 47
Losing Trades 63 31 32 63 31 32
Profitability (%) 59.8726 60.2564 59.4937 59.8726 60.2564 59.4937
Ratio Avg Win / Avg Loss 1.1083 1.3372 0.6651 0.7243 0.8656 0.5058
Largest Winning Trade 167984 167984 21319 395501 395501 194202
Largest Losing Trade -72438 -72438 -33471 -605401 -605401 -431020
Avg Bars in Trades 26 46 6 26 46 6
Avg Bars in Winners 17 29 5 17 29 5
Avg Bars in Losers 39 73 6 39 73 6
Bars Traded 4128 3645 483 4128 3645 483
Profit Streak 20.6176 0 53.1176 20.6176 0 53.1176
Trades During Streak 1 0 2 1 0 2
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 377841 -24504 -604964 -229791 -84491 -604964
Evaluation Data
{
    "trading_pair": "STX_USDT",
    "interval": "12h",
    "packets": 25000,
    "actual_packets": 4346,
    "evaluation_days": 2173,
    "actual_first_datapoint_time": 1571961600000,
    "first_datapoint_time": 1573041600000,
    "last_datapoint_time": 1759665600000,
    "evaluation_time": 1759675760472,
    "expiration_time": 1765298016000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "bbl",
        "factors": {
            "length": 11,
            "offset": 0,
            "std": 1.25296
        }
    },
    "second_band": {
        "type": "vwma",
        "factors": {
            "length": 26,
            "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": [
        [
            595414.3447905692,
            602924.4391061089,
            -7510.0943155394,
            410067.9800796589,
            941325.9743043723,
            -531257.9942247127
        ],
        [
            595.414345,
            602.924439,
            -7.510094,
            410.06798,
            941.325974,
            -531.257994
        ],
        [
            0.274006,
            0.277462,
            -0.003456,
            0.075011,
            0.107885,
            0
        ],
        [
            199.802761,
            199.802761,
            199.802761,
            199.802761,
            199.802761,
            199.802761
        ],
        [
            -281859,
            -197771,
            -135815,
            -1276605,
            -814152,
            -1025310
        ],
        [
            1.653648,
            2.027363,
            0.976824,
            1.080728,
            1.312338,
            0.742833
        ],
        [
            157,
            78,
            79,
            157,
            78,
            79
        ],
        [
            94,
            47,
            47,
            94,
            47,
            47
        ],
        [
            63,
            31,
            32,
            63,
            31,
            32
        ],
        [
            59.872611,
            60.25641,
            59.493671,
            59.872611,
            60.25641,
            59.493671
        ],
        [
            1.108296,
            1.337197,
            0.665072,
            0.724318,
            0.865585,
            0.505758
        ],
        [
            167984,
            167984,
            21319,
            395501,
            395501,
            194202
        ],
        [
            -72438,
            -72438,
            -33471,
            -605401,
            -605401,
            -431020
        ],
        [
            26,
            46,
            6,
            26,
            46,
            6
        ],
        [
            17,
            29,
            5,
            17,
            29,
            5
        ],
        [
            39,
            73,
            6,
            39,
            73,
            6
        ],
        [
            4128,
            3645,
            483,
            4128,
            3645,
            483
        ],
        [
            20.617598,
            0,
            53.117598,
            20.617598,
            0,
            53.117598
        ],
        [
            1,
            0,
            2,
            1,
            0,
            2
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            377841,
            -24504,
            -604964,
            -229791,
            -84491,
            -604964
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "STX_USDT",
    "interval": "12h",
    "packets": 25000,
    "actual_packets": 4346,
    "evaluation_days": 2173,
    "actual_first_datapoint_time": 1571961600000,
    "first_datapoint_time": 1573041600000,
    "last_datapoint_time": 1759665600000,
    "evaluation_time": 1759675760472,
    "expiration_time": 1765298016000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "bbl",
        "factors": {
            "length": 11,
            "offset": 0,
            "std": 1.25296
        }
    },
    "second_band": {
        "type": "vwma",
        "factors": {
            "length": 26,
            "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)