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Trade: MATIC/USDT/240/VWAP/MIDPOINT/7813

Strategy
MATIC/USDT/240/VWAP/MIDPOINT/7813
Pair
MATIC_USDT
Interval
4h
Score
452579
Daily Profit
0.240231
Profit Factor
1.475204
Profitability
78.640777
Streak
443.874343
Best Strategy
Training Data Length
1963.000000
Evaluation Time
2025-10-04 23:59
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 -1815028.1059 116710.1393 -1931738.2452 1658660.9067 -9347464.8228 11006125.7295
Total P&L (%) -1815.0281 116.7101 -1931.7382 1658.6609 -9347.4648 11006.1257
Avg Daily Profit (%) -0.9246 0.0595 -0.9841 0.1462 0 0.2402
Buy And Hold Return (%) 1727.553 1727.553 1727.553 1727.553 1727.553 1727.553
Max Trade Drawdown -1989681 -123098 -2045307 -28130515 -22999197 -11984342
Profit Factor 0.3241 1.3296 0.1714 1.0286 0.7313 1.4752
Total Trades 205 102 103 205 102 103
Winning Trades 161 80 81 159 78 81
Losing Trades 44 22 22 46 24 22
Profitability (%) 78.5366 78.4314 78.6408 77.561 76.4706 78.6408
Ratio Avg Win / Avg Loss 0.0886 0.3657 0.0466 0.2976 0.225 0.4007
Largest Winning Trade 34004 34004 19053 10086905 2638510 10086905
Largest Losing Trade -1769187 -60040 -1769187 -17286556 -17286556 -7593123
Avg Bars in Trades 55 64 47 55 64 47
Avg Bars in Winners 18 19 17 19 19 19
Avg Bars in Losers 192 228 156 181 211 149
Bars Traded 11458 6593 4864 11458 6593 4864
Profit Streak 409.8743 0 443.8743 409.8743 0 443.8743
Trades During Streak 1 0 7 1 0 7
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score -575420 -277031 -575656 -348755 -577351 452579
Evaluation Data
{
    "trading_pair": "MATIC_USDT",
    "interval": "4h",
    "packets": 25000,
    "actual_packets": 11778,
    "evaluation_days": 1963,
    "actual_first_datapoint_time": 1556280000000,
    "first_datapoint_time": 1559721600000,
    "last_datapoint_time": 1725926400000,
    "evaluation_time": 1759611543215,
    "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": 238,
            "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": [
        [
            -1815028.1058526954,
            116710.1393427091,
            -1931738.2451954049,
            1658660.90666833,
            -9347464.82280862,
            11006125.729476932
        ],
        [
            -1815.028106,
            116.710139,
            -1931.738245,
            1658.660907,
            -9347.464823,
            11006.125729
        ],
        [
            -0.92462,
            0.059455,
            -0.984075,
            0.146166,
            0,
            0.240231
        ],
        [
            1727.552987,
            1727.552987,
            1727.552987,
            1727.552987,
            1727.552987,
            1727.552987
        ],
        [
            -1989681,
            -123098,
            -2045307,
            -28130515,
            -22999197,
            -11984342
        ],
        [
            0.324133,
            1.329642,
            0.171437,
            1.028624,
            0.731285,
            1.475204
        ],
        [
            205,
            102,
            103,
            205,
            102,
            103
        ],
        [
            161,
            80,
            81,
            159,
            78,
            81
        ],
        [
            44,
            22,
            22,
            46,
            24,
            22
        ],
        [
            78.536585,
            78.431373,
            78.640777,
            77.560976,
            76.470588,
            78.640777
        ],
        [
            0.088583,
            0.365652,
            0.046563,
            0.297589,
            0.225011,
            0.400673
        ],
        [
            34004,
            34004,
            19053,
            10086905,
            2638510,
            10086905
        ],
        [
            -1769187,
            -60040,
            -1769187,
            -17286556,
            -17286556,
            -7593123
        ],
        [
            55,
            64,
            47,
            55,
            64,
            47
        ],
        [
            18,
            19,
            17,
            19,
            19,
            19
        ],
        [
            192,
            228,
            156,
            181,
            211,
            149
        ],
        [
            11458,
            6593,
            4864,
            11458,
            6593,
            4864
        ],
        [
            409.874343,
            0,
            443.874343,
            409.874343,
            0,
            443.874343
        ],
        [
            1,
            0,
            7,
            1,
            0,
            7
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            -575420,
            -277031,
            -575656,
            -348755,
            -577351,
            452579
        ]
    ]
}
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": 1559721600000,
    "last_datapoint_time": 1725926400000,
    "evaluation_time": 1759611543215,
    "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": 238,
            "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)