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Trade: MATIC/USDT/360/VWAP/DCM/5574

Strategy
MATIC/USDT/360/VWAP/DCM/5574
Pair
MATIC_USDT
Interval
6h
Score
324908
Daily Profit
0.204152
Profit Factor
1.631180
Profitability
67.010309
Streak
488.305080
Best Strategy
Training Data Length
1963.500000
Evaluation Time
2025-10-06 04:19
Expiration Time
2024-11-07 23:43

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L -1118020.8446 110176.6496 -1228197.4942 164655.3721 -5219411.7838 5384067.1559
Total P&L (%) -1118.0208 110.1767 -1228.1975 164.6554 -5219.4118 5384.0672
Avg Daily Profit (%) -0.5694 0.0561 -0.6255 0.0496 0 0.2042
Buy And Hold Return (%) 1683.733 1683.733 1683.733 1683.733 1683.733 1683.733
Max Trade Drawdown -1295336 -148009 -1355537 -9403511 -7618031 -3398876
Profit Factor 0.4559 1.2632 0.2494 1.0076 0.6038 1.6312
Total Trades 193 96 97 193 96 97
Winning Trades 143 74 69 131 66 65
Losing Trades 50 22 28 62 30 32
Profitability (%) 74.0933 77.0833 71.134 67.8756 68.75 67.0103
Ratio Avg Win / Avg Loss 0.1594 0.3756 0.1012 0.4769 0.2745 0.803
Largest Winning Trade 34972 34972 22672 7649447 1656860 7649447
Largest Losing Trade -937566 -62483 -937566 -5228016 -5228016 -2347418
Avg Bars in Trades 39 46 33 39 46 33
Avg Bars in Winners 12 12 11 13 12 14
Avg Bars in Losers 118 160 85 94 119 70
Bars Traded 7633 4430 3203 7633 4430 3203
Profit Streak 411.3051 0 488.3051 411.3051 0 488.3051
Trades During Streak 1 0 6 1 0 6
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score -576058 -282085 -576666 -502413 -578367 324908
Evaluation Data
{
    "trading_pair": "MATIC_USDT",
    "interval": "6h",
    "packets": 25000,
    "actual_packets": 7854,
    "evaluation_days": 1963.5,
    "actual_first_datapoint_time": 1556280000000,
    "first_datapoint_time": 1559260800000,
    "last_datapoint_time": 1725926400000,
    "evaluation_time": 1759713558915,
    "expiration_time": 1731015792000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "vwap",
        "factors": {
            "length": 0,
            "offset": 0
        }
    },
    "second_band": {
        "type": "dcm",
        "factors": {
            "length": 138,
            "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": [
        [
            -1118020.8445917417,
            110176.6496229984,
            -1228197.4942147394,
            164655.3721365407,
            -5219411.7837873325,
            5384067.155923871
        ],
        [
            -1118.020845,
            110.17665,
            -1228.197494,
            164.655372,
            -5219.411784,
            5384.067156
        ],
        [
            -0.569402,
            0.056112,
            -0.625514,
            0.04958,
            0,
            0.204152
        ],
        [
            1683.732957,
            1683.732957,
            1683.732957,
            1683.732957,
            1683.732957,
            1683.732957
        ],
        [
            -1295336,
            -148009,
            -1355537,
            -9403511,
            -7618031,
            -3398876
        ],
        [
            0.455936,
            1.263222,
            0.249439,
            1.007586,
            0.603816,
            1.63118
        ],
        [
            193,
            96,
            97,
            193,
            96,
            97
        ],
        [
            143,
            74,
            69,
            131,
            66,
            65
        ],
        [
            50,
            22,
            28,
            62,
            30,
            32
        ],
        [
            74.093264,
            77.083333,
            71.134021,
            67.875648,
            68.75,
            67.010309
        ],
        [
            0.159418,
            0.375552,
            0.101222,
            0.476873,
            0.274462,
            0.803042
        ],
        [
            34972,
            34972,
            22672,
            7649447,
            1656860,
            7649447
        ],
        [
            -937566,
            -62483,
            -937566,
            -5228016,
            -5228016,
            -2347418
        ],
        [
            39,
            46,
            33,
            39,
            46,
            33
        ],
        [
            12,
            12,
            11,
            13,
            12,
            14
        ],
        [
            118,
            160,
            85,
            94,
            119,
            70
        ],
        [
            7633,
            4430,
            3203,
            7633,
            4430,
            3203
        ],
        [
            411.30508,
            0,
            488.30508,
            411.30508,
            0,
            488.30508
        ],
        [
            1,
            0,
            6,
            1,
            0,
            6
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            -576058,
            -282085,
            -576666,
            -502413,
            -578367,
            324908
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "MATIC_USDT",
    "interval": "6h",
    "packets": 25000,
    "actual_packets": 7854,
    "evaluation_days": 1963.5,
    "actual_first_datapoint_time": 1556280000000,
    "first_datapoint_time": 1559260800000,
    "last_datapoint_time": 1725926400000,
    "evaluation_time": 1759713558915,
    "expiration_time": 1731015792000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "vwap",
        "factors": {
            "length": 0,
            "offset": 0
        }
    },
    "second_band": {
        "type": "dcm",
        "factors": {
            "length": 138,
            "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)