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Trade: DOT/USDT/720/VWMA/PSAR/5225

Strategy
DOT/USDT/720/VWMA/PSAR/5225
Pair
DOT_USDT
Interval
12h
Score
506261
Daily Profit
0.293648
Profit Factor
2.968039
Profitability
47.916667
Streak
0.000000
Best Strategy
Training Data Length
1874.000000
Evaluation Time
2025-10-05 07:39
Expiration Time
2025-11-30 07:16

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 586206.5601 550296.8175 35909.7426 112349.8357 68242.6796 44107.1561
Total P&L (%) 586.2066 550.2968 35.9097 112.3498 68.2427 44.1072
Avg Daily Profit (%) 0.3128 0.2936 0.0192 0.0402 0.0278 0.0195
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -64040 -76162 -38775 -261666 -292495 -155152
Profit Factor 2.2511 2.968 1.1901 1.0742 1.0735 1.0752
Total Trades 96 48 48 96 48 48
Winning Trades 45 23 22 45 23 22
Losing Trades 51 25 26 51 25 26
Profitability (%) 46.875 47.9167 45.8333 46.875 47.9167 45.8333
Ratio Avg Win / Avg Loss 2.5513 3.2261 1.4065 1.2174 1.1668 1.2707
Largest Winning Trade 597740 597740 53218 348901 348901 132200
Largest Losing Trade -45268 -45268 -38528 -154136 -151320 -154136
Avg Bars in Trades 37 28 45 37 28 45
Avg Bars in Winners 58 39 77 58 39 77
Avg Bars in Losers 18 18 18 18 18 18
Bars Traded 3560 1370 2190 3560 1370 2190
Profit Streak 0 0 0 0 0 0
Trades During Streak 0 0 0 0 0 0
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 443785 506261 -182813 -279130 -296037 -307988
Evaluation Data
{
    "trading_pair": "DOT_USDT",
    "interval": "12h",
    "packets": 25000,
    "actual_packets": 3748,
    "evaluation_days": 1874,
    "actual_first_datapoint_time": 1597752000000,
    "first_datapoint_time": 1605441600000,
    "last_datapoint_time": 1759622400000,
    "evaluation_time": 1759639165909,
    "expiration_time": 1764479808000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "vwma",
        "factors": {
            "length": 179,
            "offset": 0
        }
    },
    "second_band": {
        "type": "psar",
        "factors": {
            "length": 0,
            "offset": 0,
            "af": 0,
            "af0": 0,
            "max_af": 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": [
        [
            586206.5600761564,
            550296.8175033726,
            35909.7425727837,
            112349.8357201468,
            68242.679608167,
            44107.1561119797
        ],
        [
            586.20656,
            550.296818,
            35.909743,
            112.349836,
            68.24268,
            44.107156
        ],
        [
            0.31281,
            0.293648,
            0.019162,
            0.040193,
            0.027765,
            0.0195
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -64040,
            -76162,
            -38775,
            -261666,
            -292495,
            -155152
        ],
        [
            2.251145,
            2.968039,
            1.19008,
            1.074156,
            1.073488,
            1.075213
        ],
        [
            96,
            48,
            48,
            96,
            48,
            48
        ],
        [
            45,
            23,
            22,
            45,
            23,
            22
        ],
        [
            51,
            25,
            26,
            51,
            25,
            26
        ],
        [
            46.875,
            47.916667,
            45.833333,
            46.875,
            47.916667,
            45.833333
        ],
        [
            2.551298,
            3.226129,
            1.406458,
            1.217376,
            1.166835,
            1.270706
        ],
        [
            597740,
            597740,
            53218,
            348901,
            348901,
            132200
        ],
        [
            -45268,
            -45268,
            -38528,
            -154136,
            -151320,
            -154136
        ],
        [
            37,
            28,
            45,
            37,
            28,
            45
        ],
        [
            58,
            39,
            77,
            58,
            39,
            77
        ],
        [
            18,
            18,
            18,
            18,
            18,
            18
        ],
        [
            3560,
            1370,
            2190,
            3560,
            1370,
            2190
        ],
        [
            0,
            0,
            0,
            0,
            0,
            0
        ],
        [
            0,
            0,
            0,
            0,
            0,
            0
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            443785,
            506261,
            -182813,
            -279130,
            -296037,
            -307988
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "DOT_USDT",
    "interval": "12h",
    "packets": 25000,
    "actual_packets": 3748,
    "evaluation_days": 1874,
    "actual_first_datapoint_time": 1597752000000,
    "first_datapoint_time": 1605441600000,
    "last_datapoint_time": 1759622400000,
    "evaluation_time": 1759639165909,
    "expiration_time": 1764479808000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "vwma",
        "factors": {
            "length": 179,
            "offset": 0
        }
    },
    "second_band": {
        "type": "psar",
        "factors": {
            "length": 0,
            "offset": 0,
            "af": 0,
            "af0": 0,
            "max_af": 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)