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Trade: DOT/USDT/480/VWAP/HILO/5033

Strategy
DOT/USDT/480/VWAP/HILO/5033
Pair
DOT_USDT
Interval
8h
Score
407668
Daily Profit
0.356241
Profit Factor
2.934058
Profitability
44.545455
Streak
2.275611
Best Strategy
Training Data Length
1875.000000
Evaluation Time
2025-10-06 17:36
Expiration Time
2025-12-01 16:00

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 667951.874 578247.6089 89704.2651 542624.123 4431.5893 538192.5337
Total P&L (%) 667.9519 578.2476 89.7043 542.6241 4.4316 538.1925
Avg Daily Profit (%) 0.3562 0.3084 0.0478 0.0993 0.0023 0.0989
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -86156 -64012 -44026 -1290145 -1138612 -533705
Profit Factor 2.9341 4.1845 1.5477 1.1463 1.0021 1.3421
Total Trades 110 55 55 110 55 55
Winning Trades 49 21 28 49 21 28
Losing Trades 61 34 27 61 34 27
Profitability (%) 44.5455 38.1818 50.9091 44.5455 38.1818 50.9091
Ratio Avg Win / Avg Loss 3.6526 6.7749 1.4924 1.427 1.6224 1.2941
Largest Winning Trade 590685 590685 36764 846808 846808 441403
Largest Losing Trade -41514 -34792 -41514 -650092 -650092 -491299
Avg Bars in Trades 49 38 59 49 38 59
Avg Bars in Winners 74 53 90 74 53 90
Avg Bars in Losers 28 29 26 28 29 26
Bars Traded 5394 2144 3250 5394 2144 3250
Profit Streak 2.2756 10.9423 0 2.2756 10.9423 0
Trades During Streak 1 1 0 1 1 0
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 407668 -167847 -307356 -123276 -756642 -240118
Evaluation Data
{
    "trading_pair": "DOT_USDT",
    "interval": "8h",
    "packets": 25000,
    "actual_packets": 5625,
    "evaluation_days": 1875,
    "actual_first_datapoint_time": 1597766400000,
    "first_datapoint_time": 1603929600000,
    "last_datapoint_time": 1759737600000,
    "evaluation_time": 1759761412812,
    "expiration_time": 1764597600000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "vwap",
        "factors": {
            "length": 0,
            "offset": 214
        }
    },
    "second_band": {
        "type": "hilo",
        "factors": {
            "length": 0,
            "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": [
        [
            667951.8739918243,
            578247.6088830733,
            89704.2651087507,
            542624.1229920549,
            4431.5893140222,
            538192.5336780333
        ],
        [
            667.951874,
            578.247609,
            89.704265,
            542.624123,
            4.431589,
            538.192534
        ],
        [
            0.356241,
            0.308399,
            0.047842,
            0.09927,
            0.002313,
            0.098901
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -86156,
            -64012,
            -44026,
            -1290145,
            -1138612,
            -533705
        ],
        [
            2.934058,
            4.184488,
            1.547711,
            1.146302,
            1.002075,
            1.342079
        ],
        [
            110,
            55,
            55,
            110,
            55,
            55
        ],
        [
            49,
            21,
            28,
            49,
            21,
            28
        ],
        [
            61,
            34,
            27,
            61,
            34,
            27
        ],
        [
            44.545455,
            38.181818,
            50.909091,
            44.545455,
            38.181818,
            50.909091
        ],
        [
            3.652603,
            6.774885,
            1.492436,
            1.427029,
            1.622407,
            1.294148
        ],
        [
            590685,
            590685,
            36764,
            846808,
            846808,
            441403
        ],
        [
            -41514,
            -34792,
            -41514,
            -650092,
            -650092,
            -491299
        ],
        [
            49,
            38,
            59,
            49,
            38,
            59
        ],
        [
            74,
            53,
            90,
            74,
            53,
            90
        ],
        [
            28,
            29,
            26,
            28,
            29,
            26
        ],
        [
            5394,
            2144,
            3250,
            5394,
            2144,
            3250
        ],
        [
            2.275611,
            10.942278,
            0,
            2.275611,
            10.942278,
            0
        ],
        [
            1,
            1,
            0,
            1,
            1,
            0
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            407668,
            -167847,
            -307356,
            -123276,
            -756642,
            -240118
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "DOT_USDT",
    "interval": "8h",
    "packets": 25000,
    "actual_packets": 5625,
    "evaluation_days": 1875,
    "actual_first_datapoint_time": 1597766400000,
    "first_datapoint_time": 1603929600000,
    "last_datapoint_time": 1759737600000,
    "evaluation_time": 1759761412812,
    "expiration_time": 1764597600000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "vwap",
        "factors": {
            "length": 0,
            "offset": 214
        }
    },
    "second_band": {
        "type": "hilo",
        "factors": {
            "length": 0,
            "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)