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Trade: ALGO/USDT/120/EMA/VWMA/8018

Strategy
ALGO/USDT/120/EMA/VWMA/8018
Pair
ALGO_USDT
Interval
2h
Score
392840
Daily Profit
0.270307
Profit Factor
1.643345
Profitability
45.098039
Streak
0.000000
Best Strategy
Training Data Length
2083.080000
Evaluation Time
2025-10-06 06:45
Expiration Time
2025-12-20 03:47

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 563072.1115 438080.8979 124991.2136 684404.1758 557512.0758 126892.1001
Total P&L (%) 563.0721 438.0809 124.9912 684.4042 557.5121 126.8921
Avg Daily Profit (%) 0.2703 0.2103 0.06 0.0989 0.0905 0.0393
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -96423 -134830 -63995 -928477 -992105 -527323
Profit Factor 1.6433 1.8331 1.3578 1.1061 1.1399 1.0514
Total Trades 204 102 102 204 102 102
Winning Trades 92 43 49 92 43 49
Losing Trades 112 59 53 112 59 53
Profitability (%) 45.098 42.1569 48.0392 45.098 42.1569 48.0392
Ratio Avg Win / Avg Loss 2.0006 2.5152 1.4686 1.3465 1.5641 1.1373
Largest Winning Trade 186874 186874 35012 895225 895225 267095
Largest Losing Trade -36275 -36275 -22031 -331535 -331535 -267559
Avg Bars in Trades 119 123 115 119 123 115
Avg Bars in Winners 151 161 142 151 161 142
Avg Bars in Losers 93 96 89 93 96 89
Bars Traded 24326 12589 11737 24326 12589 11737
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 392840 282772 -113410 -165169 -140628 -305361
Evaluation Data
{
    "trading_pair": "ALGO_USDT",
    "interval": "2h",
    "packets": 25000,
    "actual_packets": 24997,
    "evaluation_days": 2083.08,
    "actual_first_datapoint_time": 1579672800000,
    "first_datapoint_time": 1580680800000,
    "last_datapoint_time": 1759716000000,
    "evaluation_time": 1759722325420,
    "expiration_time": 1766195222400,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "ema",
        "factors": {
            "length": 141,
            "offset": 0
        }
    },
    "second_band": {
        "type": "vwma",
        "factors": {
            "length": 97,
            "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": [
        [
            563072.1115354705,
            438080.8979235222,
            124991.213611948,
            684404.1758425612,
            557512.0757669088,
            126892.1000756529
        ],
        [
            563.072112,
            438.080898,
            124.991214,
            684.404176,
            557.512076,
            126.8921
        ],
        [
            0.270307,
            0.210304,
            0.060003,
            0.098929,
            0.09045,
            0.039339
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -96423,
            -134830,
            -63995,
            -928477,
            -992105,
            -527323
        ],
        [
            1.643345,
            1.833098,
            1.357751,
            1.106073,
            1.139918,
            1.051423
        ],
        [
            204,
            102,
            102,
            204,
            102,
            102
        ],
        [
            92,
            43,
            49,
            92,
            43,
            49
        ],
        [
            112,
            59,
            53,
            112,
            59,
            53
        ],
        [
            45.098039,
            42.156863,
            48.039216,
            45.098039,
            42.156863,
            48.039216
        ],
        [
            2.000594,
            2.515181,
            1.468588,
            1.346524,
            1.564073,
            1.137253
        ],
        [
            186874,
            186874,
            35012,
            895225,
            895225,
            267095
        ],
        [
            -36275,
            -36275,
            -22031,
            -331535,
            -331535,
            -267559
        ],
        [
            119,
            123,
            115,
            119,
            123,
            115
        ],
        [
            151,
            161,
            142,
            151,
            161,
            142
        ],
        [
            93,
            96,
            89,
            93,
            96,
            89
        ],
        [
            24326,
            12589,
            11737,
            24326,
            12589,
            11737
        ],
        [
            0,
            0,
            0,
            0,
            0,
            0
        ],
        [
            0,
            0,
            0,
            0,
            0,
            0
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            392840,
            282772,
            -113410,
            -165169,
            -140628,
            -305361
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "ALGO_USDT",
    "interval": "2h",
    "packets": 25000,
    "actual_packets": 24997,
    "evaluation_days": 2083.08,
    "actual_first_datapoint_time": 1579672800000,
    "first_datapoint_time": 1580680800000,
    "last_datapoint_time": 1759716000000,
    "evaluation_time": 1759722325420,
    "expiration_time": 1766195222400,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "ema",
        "factors": {
            "length": 141,
            "offset": 0
        }
    },
    "second_band": {
        "type": "vwma",
        "factors": {
            "length": 97,
            "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)