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Trade: ALGO/USDT/720/VWMA/DCM/9352

Strategy
ALGO/USDT/720/VWMA/DCM/9352
Pair
ALGO_USDT
Interval
12h
Score
379352
Daily Profit
0.167505
Profit Factor
1.441095
Profitability
54.263566
Streak
163.198525
Best Strategy
Training Data Length
2301.500000
Evaluation Time
2025-10-09 07:45
Expiration Time
2025-12-17 03:04

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 385513.1226 322984.764 62528.3586 30311.8155 95712.6153 -65400.7998
Total P&L (%) 385.5131 322.9848 62.5284 30.3118 95.7126 -65.4008
Avg Daily Profit (%) 0.1675 0.1403 0.0272 0.0115 0.0292 -0.0461
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -178080 -108320 -204998 -152077 -29218 -166637
Profit Factor 1.4411 1.9406 1.1178 1.073 1.6935 0.7641
Total Trades 129 64 65 129 64 65
Winning Trades 70 39 31 70 39 31
Losing Trades 59 25 34 59 25 34
Profitability (%) 54.2636 60.9375 47.6923 54.2636 60.9375 47.6923
Ratio Avg Win / Avg Loss 1.2146 1.244 1.226 0.9044 1.0856 0.838
Largest Winning Trade 85916 85916 69326 45052 35969 45052
Largest Losing Trade -79218 -40913 -79218 -46821 -46821 -46791
Avg Bars in Trades 33 39 28 33 39 28
Avg Bars in Winners 36 33 39 36 33 39
Avg Bars in Losers 31 47 19 31 47 19
Bars Traded 4374 2513 1861 4374 2513 1861
Profit Streak 163.1985 163.1985 314.1985 163.1985 163.1985 314.1985
Trades During Streak 3 1 4 3 1 4
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 379352 -140299 -378910 -320200 -288985 -711711
Evaluation Data
{
    "trading_pair": "ALGO_USDT",
    "interval": "12h",
    "packets": 25000,
    "actual_packets": 4603,
    "evaluation_days": 2301.5,
    "actual_first_datapoint_time": 1561161600000,
    "first_datapoint_time": 1564531200000,
    "last_datapoint_time": 1759968000000,
    "evaluation_time": 1759985152595,
    "expiration_time": 1765933488000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "vwma",
        "factors": {
            "length": 43,
            "offset": 0
        }
    },
    "second_band": {
        "type": "dcm",
        "factors": {
            "length": 79,
            "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": [
        [
            385513.122597341,
            322984.7639703155,
            62528.3586270256,
            30311.8155231369,
            95712.6153126672,
            -65400.7997895304
        ],
        [
            385.513123,
            322.984764,
            62.528359,
            30.311816,
            95.712615,
            -65.4008
        ],
        [
            0.167505,
            0.140337,
            0.027169,
            0.011504,
            0.02918,
            -0.046104
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -178080,
            -108320,
            -204998,
            -152077,
            -29218,
            -166637
        ],
        [
            1.441095,
            1.940575,
            1.117845,
            1.072997,
            1.693533,
            0.764101
        ],
        [
            129,
            64,
            65,
            129,
            64,
            65
        ],
        [
            70,
            39,
            31,
            70,
            39,
            31
        ],
        [
            59,
            25,
            34,
            59,
            25,
            34
        ],
        [
            54.263566,
            60.9375,
            47.692308,
            54.263566,
            60.9375,
            47.692308
        ],
        [
            1.214637,
            1.243958,
            1.226023,
            0.904383,
            1.085598,
            0.838046
        ],
        [
            85916,
            85916,
            69326,
            45052,
            35969,
            45052
        ],
        [
            -79218,
            -40913,
            -79218,
            -46821,
            -46821,
            -46791
        ],
        [
            33,
            39,
            28,
            33,
            39,
            28
        ],
        [
            36,
            33,
            39,
            36,
            33,
            39
        ],
        [
            31,
            47,
            19,
            31,
            47,
            19
        ],
        [
            4374,
            2513,
            1861,
            4374,
            2513,
            1861
        ],
        [
            163.198525,
            163.198525,
            314.198525,
            163.198525,
            163.198525,
            314.198525
        ],
        [
            3,
            1,
            4,
            3,
            1,
            4
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            379352,
            -140299,
            -378910,
            -320200,
            -288985,
            -711711
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "ALGO_USDT",
    "interval": "12h",
    "packets": 25000,
    "actual_packets": 4603,
    "evaluation_days": 2301.5,
    "actual_first_datapoint_time": 1561161600000,
    "first_datapoint_time": 1564531200000,
    "last_datapoint_time": 1759968000000,
    "evaluation_time": 1759985152595,
    "expiration_time": 1765933488000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "vwma",
        "factors": {
            "length": 43,
            "offset": 0
        }
    },
    "second_band": {
        "type": "dcm",
        "factors": {
            "length": 79,
            "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)