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Trade: DOT/USDT/720/VWMA/MIDPRICE/3282

Strategy
DOT/USDT/720/VWMA/MIDPRICE/3282
Pair
DOT_USDT
Interval
12h
Score
362924
Daily Profit
0.242389
Profit Factor
2.244563
Profitability
42.857143
Streak
99.984956
Best Strategy
Training Data Length
1869.000000
Evaluation Time
2025-09-30 14:38
Expiration Time
2025-11-25 03:40

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 405102.549 453024.9358 -47922.3868 -64014.2368 94761.0855 -158775.3223
Total P&L (%) 405.1025 453.0249 -47.9224 -64.0142 94.7611 -158.7753
Avg Daily Profit (%) 0.2167 0.2424 -0.0256 -0.0547 0.0357 0
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -196892 -177009 -78022 -569073 -426413 -198914
Profit Factor 1.6591 2.2446 0.8088 0.944 1.1293 0.6141
Total Trades 85 42 43 85 42 43
Winning Trades 38 18 20 38 18 20
Losing Trades 47 24 23 47 24 23
Profitability (%) 44.7059 42.8571 46.5116 44.7059 42.8571 46.5116
Ratio Avg Win / Avg Loss 2.0521 2.9928 0.9301 1.1676 1.5058 0.7062
Largest Winning Trade 537104 537104 32351 499973 499973 60898
Largest Losing Trade -48018 -48018 -32854 -181235 -163715 -181235
Avg Bars in Trades 41 59 23 41 59 23
Avg Bars in Winners 51 66 37 51 66 37
Avg Bars in Losers 33 53 12 33 53 12
Bars Traded 3505 2482 1023 3505 2482 1023
Profit Streak 91.485 99.985 91.485 91.485 99.985 91.485
Trades During Streak 2 1 1 2 1 1
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 361240 362924 -581247 -579983 -224552 -581247
Evaluation Data
{
    "trading_pair": "DOT_USDT",
    "interval": "12h",
    "packets": 25000,
    "actual_packets": 3738,
    "evaluation_days": 1869,
    "actual_first_datapoint_time": 1597752000000,
    "first_datapoint_time": 1603238400000,
    "last_datapoint_time": 1759190400000,
    "evaluation_time": 1759232300205,
    "expiration_time": 1764034848000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "vwma",
        "factors": {
            "length": 128,
            "offset": 0
        }
    },
    "second_band": {
        "type": "midprice",
        "factors": {
            "length": 120,
            "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": [
        [
            405102.5490059381,
            453024.9357834471,
            -47922.3867775089,
            -64014.2367983551,
            94761.085514432,
            -158775.3223127871
        ],
        [
            405.102549,
            453.024936,
            -47.922387,
            -64.014237,
            94.761086,
            -158.775322
        ],
        [
            0.216748,
            0.242389,
            -0.025641,
            -0.054669,
            0.035673,
            0
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -196892,
            -177009,
            -78022,
            -569073,
            -426413,
            -198914
        ],
        [
            1.659109,
            2.244563,
            0.808783,
            0.944045,
            1.129346,
            0.61407
        ],
        [
            85,
            42,
            43,
            85,
            42,
            43
        ],
        [
            38,
            18,
            20,
            38,
            18,
            20
        ],
        [
            47,
            24,
            23,
            47,
            24,
            23
        ],
        [
            44.705882,
            42.857143,
            46.511628,
            44.705882,
            42.857143,
            46.511628
        ],
        [
            2.052056,
            2.992751,
            0.930101,
            1.167634,
            1.505794,
            0.70618
        ],
        [
            537104,
            537104,
            32351,
            499973,
            499973,
            60898
        ],
        [
            -48018,
            -48018,
            -32854,
            -181235,
            -163715,
            -181235
        ],
        [
            41,
            59,
            23,
            41,
            59,
            23
        ],
        [
            51,
            66,
            37,
            51,
            66,
            37
        ],
        [
            33,
            53,
            12,
            33,
            53,
            12
        ],
        [
            3505,
            2482,
            1023,
            3505,
            2482,
            1023
        ],
        [
            91.484956,
            99.984956,
            91.484956,
            91.484956,
            99.984956,
            91.484956
        ],
        [
            2,
            1,
            1,
            2,
            1,
            1
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            361240,
            362924,
            -581247,
            -579983,
            -224552,
            -581247
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "DOT_USDT",
    "interval": "12h",
    "packets": 25000,
    "actual_packets": 3738,
    "evaluation_days": 1869,
    "actual_first_datapoint_time": 1597752000000,
    "first_datapoint_time": 1603238400000,
    "last_datapoint_time": 1759190400000,
    "evaluation_time": 1759232300205,
    "expiration_time": 1764034848000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "vwma",
        "factors": {
            "length": 128,
            "offset": 0
        }
    },
    "second_band": {
        "type": "midprice",
        "factors": {
            "length": 120,
            "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)