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Trade: ATOM/USDT/360/VWMA/SSF/3141

Strategy
ATOM/USDT/360/VWMA/SSF/3141
Pair
ATOM_USDT
Interval
6h
Score
443223
Daily Profit
0.177136
Profit Factor
2.540248
Profitability
50.000000
Streak
0.000000
Best Strategy
Training Data Length
2357.250000
Evaluation Time
2025-10-11 14:27
Expiration Time
2025-12-21 01:13

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 459643.7677 417552.7638 42091.0039 -232145.6647 569423.2724 -801568.9371
Total P&L (%) 459.6438 417.5528 42.091 -232.1457 569.4233 -801.5689
Avg Daily Profit (%) 0.195 0.1771 0.0179 0 0.0807 0
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -154382 -86554 -159926 -1879295 -426703 -1653931
Profit Factor 1.6234 2.5402 1.0903 0.9484 1.4602 0.7542
Total Trades 85 42 43 85 42 43
Winning Trades 46 21 25 50 25 25
Losing Trades 39 21 18 35 17 18
Profitability (%) 54.1176 50 58.1395 58.8235 59.5238 58.1395
Ratio Avg Win / Avg Loss 1.3763 2.5402 0.785 0.6639 0.993 0.543
Largest Winning Trade 144486 144486 59346 476401 275496 476401
Largest Losing Trade -115238 -44097 -115238 -1174097 -240542 -1174097
Avg Bars in Trades 107 87 126 107 87 126
Avg Bars in Winners 116 100 129 119 101 136
Avg Bars in Losers 96 74 122 90 67 112
Bars Traded 9121 3680 5441 9121 3680 5441
Profit Streak 12.2275 0 77.7275 0 242.7275 0
Trades During Streak 1 0 2 0 4 0
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 393166 443223 -291859 -579407 -82754 -579672
Evaluation Data
{
    "trading_pair": "ATOM_USDT",
    "interval": "6h",
    "packets": 25000,
    "actual_packets": 9429,
    "evaluation_days": 2357.25,
    "actual_first_datapoint_time": 1556496000000,
    "first_datapoint_time": 1560945600000,
    "last_datapoint_time": 1760162400000,
    "evaluation_time": 1760182054443,
    "expiration_time": 1766272392000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "vwma",
        "factors": {
            "length": 206,
            "offset": 0
        }
    },
    "second_band": {
        "type": "ssf",
        "factors": {
            "length": 179,
            "offset": 0,
            "poles": 3
        }
    }
}
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": [
        [
            459643.7676871943,
            417552.7638003325,
            42091.0038868617,
            -232145.6646786955,
            569423.2723742259,
            -801568.9370529212
        ],
        [
            459.643768,
            417.552764,
            42.091004,
            -232.145665,
            569.423272,
            -801.568937
        ],
        [
            0.194992,
            0.177136,
            0.017856,
            0,
            0.080688,
            0
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -154382,
            -86554,
            -159926,
            -1879295,
            -426703,
            -1653931
        ],
        [
            1.623363,
            2.540248,
            1.090272,
            0.948396,
            1.460236,
            0.754219
        ],
        [
            85,
            42,
            43,
            85,
            42,
            43
        ],
        [
            46,
            21,
            25,
            50,
            25,
            25
        ],
        [
            39,
            21,
            18,
            35,
            17,
            18
        ],
        [
            54.117647,
            50,
            58.139535,
            58.823529,
            59.52381,
            58.139535
        ],
        [
            1.37633,
            2.540248,
            0.784996,
            0.663877,
            0.99296,
            0.543038
        ],
        [
            144486,
            144486,
            59346,
            476401,
            275496,
            476401
        ],
        [
            -115238,
            -44097,
            -115238,
            -1174097,
            -240542,
            -1174097
        ],
        [
            107,
            87,
            126,
            107,
            87,
            126
        ],
        [
            116,
            100,
            129,
            119,
            101,
            136
        ],
        [
            96,
            74,
            122,
            90,
            67,
            112
        ],
        [
            9121,
            3680,
            5441,
            9121,
            3680,
            5441
        ],
        [
            12.227482,
            0,
            77.727482,
            0,
            242.727482,
            0
        ],
        [
            1,
            0,
            2,
            0,
            4,
            0
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            393166,
            443223,
            -291859,
            -579407,
            -82754,
            -579672
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "ATOM_USDT",
    "interval": "6h",
    "packets": 25000,
    "actual_packets": 9429,
    "evaluation_days": 2357.25,
    "actual_first_datapoint_time": 1556496000000,
    "first_datapoint_time": 1560945600000,
    "last_datapoint_time": 1760162400000,
    "evaluation_time": 1760182054443,
    "expiration_time": 1766272392000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "vwma",
        "factors": {
            "length": 206,
            "offset": 0
        }
    },
    "second_band": {
        "type": "ssf",
        "factors": {
            "length": 179,
            "offset": 0,
            "poles": 3
        }
    }
}

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)