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Trade: DOT/USDT/360/VWMA/HILO/1044

Strategy
DOT/USDT/360/VWMA/HILO/1044
Pair
DOT_USDT
Interval
6h
Score
382499
Daily Profit
0.229226
Profit Factor
1.769962
Profitability
47.706422
Streak
0.000000
Best Strategy
Training Data Length
1872.750000
Evaluation Time
2025-10-04 15:25
Expiration Time
2025-11-29 12:22

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 429283.3189 383641.6117 45641.7072 153938.2629 105065.8938 48872.3691
Total P&L (%) 429.2833 383.6416 45.6417 153.9383 105.0659 48.8724
Avg Daily Profit (%) 0.2292 0.2049 0.0244 0.0498 0.0384 0.0213
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -112818 -64383 -125225 -192295 -131901 -129582
Profit Factor 1.77 2.5056 1.1508 1.173 1.2494 1.1043
Total Trades 109 55 54 109 55 54
Winning Trades 52 23 29 52 23 29
Losing Trades 57 32 25 57 32 25
Profitability (%) 47.7064 41.8182 53.7037 47.7064 41.8182 53.7037
Ratio Avg Win / Avg Loss 1.9402 3.486 0.992 1.2857 1.7383 0.9519
Largest Winning Trade 314606 314606 58710 119594 119594 77131
Largest Losing Trade -46858 -40639 -46858 -59749 -33188 -59749
Avg Bars in Trades 65 49 82 65 49 82
Avg Bars in Winners 105 85 121 105 85 121
Avg Bars in Losers 29 24 36 29 24 36
Bars Traded 7179 2742 4437 7179 2742 4437
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 382499 -170798 -397956 -157319 -324017 -452994
Evaluation Data
{
    "trading_pair": "DOT_USDT",
    "interval": "6h",
    "packets": 25000,
    "actual_packets": 7491,
    "evaluation_days": 1872.75,
    "actual_first_datapoint_time": 1597773600000,
    "first_datapoint_time": 1600862400000,
    "last_datapoint_time": 1759557600000,
    "evaluation_time": 1759580722545,
    "expiration_time": 1764411768000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "vwma",
        "factors": {
            "length": 144,
            "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": [
        [
            429283.3188835492,
            383641.6117032568,
            45641.7071802922,
            153938.2628543782,
            105065.8937765227,
            48872.3690778557
        ],
        [
            429.283319,
            383.641612,
            45.641707,
            153.938263,
            105.065894,
            48.872369
        ],
        [
            0.229226,
            0.204855,
            0.024371,
            0.049775,
            0.038355,
            0.02125
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -112818,
            -64383,
            -125225,
            -192295,
            -131901,
            -129582
        ],
        [
            1.769962,
            2.505594,
            1.150768,
            1.172954,
            1.249396,
            1.104256
        ],
        [
            109,
            55,
            54,
            109,
            55,
            54
        ],
        [
            52,
            23,
            29,
            52,
            23,
            29
        ],
        [
            57,
            32,
            25,
            57,
            32,
            25
        ],
        [
            47.706422,
            41.818182,
            53.703704,
            47.706422,
            41.818182,
            53.703704
        ],
        [
            1.940151,
            3.486043,
            0.992042,
            1.285738,
            1.73829,
            0.951945
        ],
        [
            314606,
            314606,
            58710,
            119594,
            119594,
            77131
        ],
        [
            -46858,
            -40639,
            -46858,
            -59749,
            -33188,
            -59749
        ],
        [
            65,
            49,
            82,
            65,
            49,
            82
        ],
        [
            105,
            85,
            121,
            105,
            85,
            121
        ],
        [
            29,
            24,
            36,
            29,
            24,
            36
        ],
        [
            7179,
            2742,
            4437,
            7179,
            2742,
            4437
        ],
        [
            0,
            0,
            0,
            0,
            0,
            0
        ],
        [
            0,
            0,
            0,
            0,
            0,
            0
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            382499,
            -170798,
            -397956,
            -157319,
            -324017,
            -452994
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "DOT_USDT",
    "interval": "6h",
    "packets": 25000,
    "actual_packets": 7491,
    "evaluation_days": 1872.75,
    "actual_first_datapoint_time": 1597773600000,
    "first_datapoint_time": 1600862400000,
    "last_datapoint_time": 1759557600000,
    "evaluation_time": 1759580722545,
    "expiration_time": 1764411768000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "vwma",
        "factors": {
            "length": 144,
            "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)