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Trade: ATOM/USDT/720/PWMA/VWMA/2959

Strategy
ATOM/USDT/720/PWMA/VWMA/2959
Pair
ATOM_USDT
Interval
12h
Score
496983
Daily Profit
0.238806
Profit Factor
2.943065
Profitability
48.275862
Streak
33.246133
Best Strategy
Training Data Length
2355.000000
Evaluation Time
2025-10-08 20:54
Expiration Time
2025-12-18 05:36

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 611781.9737 562387.9147 49394.059 436625.7545 1065700.6123 -629074.8578
Total P&L (%) 611.782 562.3879 49.3941 436.6258 1065.7006 -629.0749
Avg Daily Profit (%) 0.2598 0.2388 0.021 0.0714 0.1043 0
Buy And Hold Return (%) 44.9862 44.9862 44.9862 44.9862 44.9862 44.9862
Max Trade Drawdown -137782 -119334 -38570 -4470235 -3530484 -982850
Profit Factor 2.3626 2.9431 1.3096 1.0557 1.191 0.7223
Total Trades 57 29 28 57 29 28
Winning Trades 30 14 16 30 14 16
Losing Trades 27 15 12 27 15 12
Profitability (%) 52.6316 48.2759 57.1429 52.6316 48.2759 57.1429
Ratio Avg Win / Avg Loss 2.1263 3.1533 0.9822 0.9501 1.2761 0.5417
Largest Winning Trade 327404 327404 31788 3346178 3346178 301102
Largest Losing Trade -58101 -58101 -36053 -1977253 -1977253 -720718
Avg Bars in Trades 77 99 56 77 99 56
Avg Bars in Winners 95 136 58 95 136 58
Avg Bars in Losers 58 64 52 58 64 52
Bars Traded 4445 2875 1570 4445 2875 1570
Profit Streak 33.2461 33.2461 75.2461 33.2461 33.2461 75.2461
Trades During Streak 2 1 1 2 1 1
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score -165115 496983 -321230 -436773 -63851 -600349
Evaluation Data
{
    "trading_pair": "ATOM_USDT",
    "interval": "12h",
    "packets": 25000,
    "actual_packets": 4710,
    "evaluation_days": 2355,
    "actual_first_datapoint_time": 1556496000000,
    "first_datapoint_time": 1566216000000,
    "last_datapoint_time": 1759924800000,
    "evaluation_time": 1759946065870,
    "expiration_time": 1766028960000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "pwma",
        "factors": {
            "length": 222,
            "offset": 0
        }
    },
    "second_band": {
        "type": "vwma",
        "factors": {
            "length": 226,
            "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": [
        [
            611781.973732435,
            562387.9147337837,
            49394.0589986515,
            436625.7544986221,
            1065700.6122601607,
            -629074.857761539
        ],
        [
            611.781974,
            562.387915,
            49.394059,
            436.625754,
            1065.700612,
            -629.074858
        ],
        [
            0.25978,
            0.238806,
            0.020974,
            0.071369,
            0.104339,
            0
        ],
        [
            44.986169,
            44.986169,
            44.986169,
            44.986169,
            44.986169,
            44.986169
        ],
        [
            -137782,
            -119334,
            -38570,
            -4470235,
            -3530484,
            -982850
        ],
        [
            2.362583,
            2.943065,
            1.309577,
            1.055665,
            1.191028,
            0.722258
        ],
        [
            57,
            29,
            28,
            57,
            29,
            28
        ],
        [
            30,
            14,
            16,
            30,
            14,
            16
        ],
        [
            27,
            15,
            12,
            27,
            15,
            12
        ],
        [
            52.631579,
            48.275862,
            57.142857,
            52.631579,
            48.275862,
            57.142857
        ],
        [
            2.126325,
            3.153284,
            0.982183,
            0.950099,
            1.276101,
            0.541694
        ],
        [
            327404,
            327404,
            31788,
            3346178,
            3346178,
            301102
        ],
        [
            -58101,
            -58101,
            -36053,
            -1977253,
            -1977253,
            -720718
        ],
        [
            77,
            99,
            56,
            77,
            99,
            56
        ],
        [
            95,
            136,
            58,
            95,
            136,
            58
        ],
        [
            58,
            64,
            52,
            58,
            64,
            52
        ],
        [
            4445,
            2875,
            1570,
            4445,
            2875,
            1570
        ],
        [
            33.246133,
            33.246133,
            75.246133,
            33.246133,
            33.246133,
            75.246133
        ],
        [
            2,
            1,
            1,
            2,
            1,
            1
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            -165115,
            496983,
            -321230,
            -436773,
            -63851,
            -600349
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "ATOM_USDT",
    "interval": "12h",
    "packets": 25000,
    "actual_packets": 4710,
    "evaluation_days": 2355,
    "actual_first_datapoint_time": 1556496000000,
    "first_datapoint_time": 1566216000000,
    "last_datapoint_time": 1759924800000,
    "evaluation_time": 1759946065870,
    "expiration_time": 1766028960000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "pwma",
        "factors": {
            "length": 222,
            "offset": 0
        }
    },
    "second_band": {
        "type": "vwma",
        "factors": {
            "length": 226,
            "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)