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Trade: LINK/USDT/5/VWAP/HMA/4400

Strategy
LINK/USDT/5/VWAP/HMA/4400
Pair
LINK_USDT
Interval
5m
Score
407631
Daily Profit
0.821582
Profit Factor
1.288067
Profitability
44.866920
Streak
0.000000
Best Strategy
Training Data Length
86.810000
Evaluation Time
2025-10-11 23:50
Expiration Time
2025-12-25 22:45

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 71321.5189 54618.5995 16702.9194 51415.8485 58019.991 -6604.1425
Total P&L (%) 71.3215 54.6186 16.7029 51.4158 58.02 -6.6041
Avg Daily Profit (%) 0.8216 0.6292 0.1924 0.479 0.5285 -0.0787
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -69284 -32796 -45088 -68813 -29951 -47244
Profit Factor 1.2881 1.4873 1.1233 1.2246 1.5816 0.9489
Total Trades 263 131 132 263 131 132
Winning Trades 118 64 54 118 64 54
Losing Trades 145 67 78 145 67 78
Profitability (%) 44.8669 48.855 40.9091 44.8669 48.855 40.9091
Ratio Avg Win / Avg Loss 1.5828 1.557 1.6225 1.5048 1.6557 1.3706
Largest Winning Trade 59076 59076 47223 57111 57111 31009
Largest Losing Trade -13805 -6400 -13805 -15665 -7280 -15665
Avg Bars in Trades 93 93 94 93 93 94
Avg Bars in Winners 109 102 118 109 102 118
Avg Bars in Losers 80 84 76 80 84 76
Bars Traded 24601 12185 12416 24601 12185 12416
Profit Streak 0 1.1394 0 0 1.1394 0
Trades During Streak 0 1 0 0 1 0
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 407631 258387 -91044 249640 256299 -584797
Evaluation Data
{
    "trading_pair": "LINK_USDT",
    "interval": "5m",
    "packets": 25000,
    "actual_packets": 25000,
    "evaluation_days": 86.81,
    "actual_first_datapoint_time": 1752715800000,
    "first_datapoint_time": 1752790800000,
    "last_datapoint_time": 1760215500000,
    "evaluation_time": 1760215842311,
    "expiration_time": 1766695500000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "vwap",
        "factors": {
            "length": 0,
            "offset": 0
        }
    },
    "second_band": {
        "type": "hma",
        "factors": {
            "length": 237,
            "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": [
        [
            71321.5189005652,
            54618.5994982632,
            16702.9194023021,
            51415.8485154433,
            58019.9910273104,
            -6604.1425118671
        ],
        [
            71.321519,
            54.618599,
            16.702919,
            51.415849,
            58.019991,
            -6.604143
        ],
        [
            0.821582,
            0.629174,
            0.192408,
            0.479038,
            0.528464,
            -0.078673
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -69284,
            -32796,
            -45088,
            -68813,
            -29951,
            -47244
        ],
        [
            1.288067,
            1.487324,
            1.123262,
            1.224627,
            1.58158,
            0.948857
        ],
        [
            263,
            131,
            132,
            263,
            131,
            132
        ],
        [
            118,
            64,
            54,
            118,
            64,
            54
        ],
        [
            145,
            67,
            78,
            145,
            67,
            78
        ],
        [
            44.86692,
            48.854962,
            40.909091,
            44.86692,
            48.854962,
            40.909091
        ],
        [
            1.582794,
            1.557043,
            1.622489,
            1.504838,
            1.655717,
            1.370572
        ],
        [
            59076,
            59076,
            47223,
            57111,
            57111,
            31009
        ],
        [
            -13805,
            -6400,
            -13805,
            -15665,
            -7280,
            -15665
        ],
        [
            93,
            93,
            94,
            93,
            93,
            94
        ],
        [
            109,
            102,
            118,
            109,
            102,
            118
        ],
        [
            80,
            84,
            76,
            80,
            84,
            76
        ],
        [
            24601,
            12185,
            12416,
            24601,
            12185,
            12416
        ],
        [
            0,
            1.139378,
            0,
            0,
            1.139379,
            0
        ],
        [
            0,
            1,
            0,
            0,
            1,
            0
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            407631,
            258387,
            -91044,
            249640,
            256299,
            -584797
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "LINK_USDT",
    "interval": "5m",
    "packets": 25000,
    "actual_packets": 25000,
    "evaluation_days": 86.81,
    "actual_first_datapoint_time": 1752715800000,
    "first_datapoint_time": 1752790800000,
    "last_datapoint_time": 1760215500000,
    "evaluation_time": 1760215842311,
    "expiration_time": 1766695500000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "vwap",
        "factors": {
            "length": 0,
            "offset": 0
        }
    },
    "second_band": {
        "type": "hma",
        "factors": {
            "length": 237,
            "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)