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Trade: MATIC/USDT/720/VWAP/ALMA/9390

Strategy
MATIC/USDT/720/VWAP/ALMA/9390
Pair
MATIC_USDT
Interval
12h
Score
406424
Daily Profit
0.241530
Profit Factor
1.496935
Profitability
55.813953
Streak
599.562895
Best Strategy
Training Data Length
1964.000000
Evaluation Time
2025-10-07 16:30
Expiration Time
2024-11-08 00:04

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L -5365221.4324 65326.6402 -5430548.0725 -5896069.3332 11319787.5877 -17215856.9208
Total P&L (%) -5365.2214 65.3266 -5430.5481 -5896.0693 11319.7876 -17215.8569
Avg Daily Profit (%) -2.7318 0.0333 -2.765 0 0.2415 0
Buy And Hold Return (%) 1672.0691 1672.0691 1672.0691 1672.0691 1672.0691 1672.0691
Max Trade Drawdown -5562587 -88276 -5535965 -41696162 -13953559 -29834590
Profit Factor 0.0801 1.3459 0.0377 0.9082 1.4969 0.5848
Total Trades 86 43 43 86 43 43
Winning Trades 59 29 30 45 24 21
Losing Trades 27 14 13 41 19 22
Profitability (%) 68.6047 67.4419 69.7674 52.3256 55.814 48.8372
Ratio Avg Win / Avg Loss 0.0367 0.6497 0.0164 0.8275 1.1851 0.6127
Largest Winning Trade 33537 29549 33537 19150395 19150395 9624307
Largest Losing Trade -5475902 -59721 -5475902 -29813790 -9386591 -29813790
Avg Bars in Trades 43 44 42 43 44 42
Avg Bars in Winners 19 19 19 51 57 46
Avg Bars in Losers 96 96 96 34 29 39
Bars Traded 3762 1922 1840 3762 1922 1840
Profit Streak 411.5629 0 638.5629 0 599.5629 0
Trades During Streak 1 0 4 0 2 0
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score -577273 -313225 -576815 -580246 406424 -581179
Evaluation Data
{
    "trading_pair": "MATIC_USDT",
    "interval": "12h",
    "packets": 25000,
    "actual_packets": 3928,
    "evaluation_days": 1964,
    "actual_first_datapoint_time": 1556280000000,
    "first_datapoint_time": 1560816000000,
    "last_datapoint_time": 1725926400000,
    "evaluation_time": 1759843834141,
    "expiration_time": 1731017088000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "vwap",
        "factors": {
            "length": 0,
            "offset": 0
        }
    },
    "second_band": {
        "type": "alma",
        "factors": {
            "length": 106,
            "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": [
        [
            -5365221.432362035,
            65326.6401661127,
            -5430548.072528148,
            -5896069.33318039,
            11319787.587667828,
            -17215856.920848224
        ],
        [
            -5365.221432,
            65.32664,
            -5430.548073,
            -5896.069333,
            11319.787588,
            -17215.856921
        ],
        [
            -2.731783,
            0.033262,
            -2.765045,
            0,
            0.24153,
            0
        ],
        [
            1672.069127,
            1672.069127,
            1672.069127,
            1672.069127,
            1672.069127,
            1672.069127
        ],
        [
            -5562587,
            -88276,
            -5535965,
            -41696162,
            -13953559,
            -29834590
        ],
        [
            0.080103,
            1.345874,
            0.037741,
            0.90823,
            1.496935,
            0.584848
        ],
        [
            86,
            43,
            43,
            86,
            43,
            43
        ],
        [
            59,
            29,
            30,
            45,
            24,
            21
        ],
        [
            27,
            14,
            13,
            41,
            19,
            22
        ],
        [
            68.604651,
            67.44186,
            69.767442,
            52.325581,
            55.813953,
            48.837209
        ],
        [
            0.036657,
            0.649732,
            0.016355,
            0.827498,
            1.185073,
            0.612698
        ],
        [
            33537,
            29549,
            33537,
            19150395,
            19150395,
            9624307
        ],
        [
            -5475902,
            -59721,
            -5475902,
            -29813790,
            -9386591,
            -29813790
        ],
        [
            43,
            44,
            42,
            43,
            44,
            42
        ],
        [
            19,
            19,
            19,
            51,
            57,
            46
        ],
        [
            96,
            96,
            96,
            34,
            29,
            39
        ],
        [
            3762,
            1922,
            1840,
            3762,
            1922,
            1840
        ],
        [
            411.562895,
            0,
            638.562895,
            0,
            599.562895,
            0
        ],
        [
            1,
            0,
            4,
            0,
            2,
            0
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            -577273,
            -313225,
            -576815,
            -580246,
            406424,
            -581179
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "MATIC_USDT",
    "interval": "12h",
    "packets": 25000,
    "actual_packets": 3928,
    "evaluation_days": 1964,
    "actual_first_datapoint_time": 1556280000000,
    "first_datapoint_time": 1560816000000,
    "last_datapoint_time": 1725926400000,
    "evaluation_time": 1759843834141,
    "expiration_time": 1731017088000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "vwap",
        "factors": {
            "length": 0,
            "offset": 0
        }
    },
    "second_band": {
        "type": "alma",
        "factors": {
            "length": 106,
            "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)