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Trade: ALGO/USDT/480/VWMA/MIDPOINT/4738

Strategy
ALGO/USDT/480/VWMA/MIDPOINT/4738
Pair
ALGO_USDT
Interval
8h
Score
402131
Daily Profit
0.226510
Profit Factor
1.711946
Profitability
46.825397
Streak
18.518623
Best Strategy
Training Data Length
2301.330000
Evaluation Time
2025-10-09 07:26
Expiration Time
2025-12-17 02:57

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 521275.3023 434120.1854 87155.117 463506.7258 425073.294 38433.4317
Total P&L (%) 521.2753 434.1202 87.1551 463.5067 425.0733 38.4334
Avg Daily Profit (%) 0.2265 0.1886 0.0379 0.0752 0.0721 0.0141
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -122850 -115859 -86522 -661175 -505119 -646251
Profit Factor 1.7119 2.2519 1.2261 1.1436 1.266 1.0236
Total Trades 126 63 63 126 63 63
Winning Trades 59 28 31 59 28 31
Losing Trades 67 35 32 67 35 32
Profitability (%) 46.8254 44.4444 49.2063 46.8254 44.4444 49.2063
Ratio Avg Win / Avg Loss 1.9441 2.8149 1.2657 1.2987 1.5825 1.0566
Largest Winning Trade 173477 173477 44867 473601 473601 168938
Largest Losing Trade -36623 -36623 -35159 -297817 -201149 -297817
Avg Bars in Trades 51 50 53 51 50 53
Avg Bars in Winners 69 62 76 69 62 76
Avg Bars in Losers 36 40 31 36 40 31
Bars Traded 6547 3166 3381 6547 3166 3381
Profit Streak 18.5186 0 18.852 18.5186 0 18.852
Trades During Streak 1 0 1 1 0 1
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 402131 -137308 -289106 -155498 -244821 -517339
Evaluation Data
{
    "trading_pair": "ALGO_USDT",
    "interval": "8h",
    "packets": 25000,
    "actual_packets": 6904,
    "evaluation_days": 2301.33,
    "actual_first_datapoint_time": 1561161600000,
    "first_datapoint_time": 1564444800000,
    "last_datapoint_time": 1759968000000,
    "evaluation_time": 1759984009050,
    "expiration_time": 1765933056000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "vwma",
        "factors": {
            "length": 115,
            "offset": 0
        }
    },
    "second_band": {
        "type": "midpoint",
        "factors": {
            "length": 81,
            "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": [
        [
            521275.3023320924,
            434120.1853672878,
            87155.1169648044,
            463506.7257504021,
            425073.2940355133,
            38433.4317148885
        ],
        [
            521.275302,
            434.120185,
            87.155117,
            463.506726,
            425.073294,
            38.433432
        ],
        [
            0.22651,
            0.188639,
            0.037872,
            0.075159,
            0.072087,
            0.014133
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -122850,
            -115859,
            -86522,
            -661175,
            -505119,
            -646251
        ],
        [
            1.711946,
            2.251925,
            1.226129,
            1.143601,
            1.266008,
            1.023582
        ],
        [
            126,
            63,
            63,
            126,
            63,
            63
        ],
        [
            59,
            28,
            31,
            59,
            28,
            31
        ],
        [
            67,
            35,
            32,
            67,
            35,
            32
        ],
        [
            46.825397,
            44.444444,
            49.206349,
            46.825397,
            44.444444,
            49.206349
        ],
        [
            1.944074,
            2.814906,
            1.265682,
            1.298666,
            1.582511,
            1.056601
        ],
        [
            173477,
            173477,
            44867,
            473601,
            473601,
            168938
        ],
        [
            -36623,
            -36623,
            -35159,
            -297817,
            -201149,
            -297817
        ],
        [
            51,
            50,
            53,
            51,
            50,
            53
        ],
        [
            69,
            62,
            76,
            69,
            62,
            76
        ],
        [
            36,
            40,
            31,
            36,
            40,
            31
        ],
        [
            6547,
            3166,
            3381,
            6547,
            3166,
            3381
        ],
        [
            18.518623,
            0,
            18.851956,
            18.518623,
            0,
            18.851957
        ],
        [
            1,
            0,
            1,
            1,
            0,
            1
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            402131,
            -137308,
            -289106,
            -155498,
            -244821,
            -517339
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "ALGO_USDT",
    "interval": "8h",
    "packets": 25000,
    "actual_packets": 6904,
    "evaluation_days": 2301.33,
    "actual_first_datapoint_time": 1561161600000,
    "first_datapoint_time": 1564444800000,
    "last_datapoint_time": 1759968000000,
    "evaluation_time": 1759984009050,
    "expiration_time": 1765933056000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "vwma",
        "factors": {
            "length": 115,
            "offset": 0
        }
    },
    "second_band": {
        "type": "midpoint",
        "factors": {
            "length": 81,
            "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)