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Trade: EGLD/USDT/120/DCM/VWMA/9233

Strategy
EGLD/USDT/120/DCM/VWMA/9233
Pair
EGLD_USDT
Interval
2h
Score
518957
Daily Profit
0.354633
Profit Factor
1.778312
Profitability
51.764706
Streak
49.821591
Best Strategy
Training Data Length
1861.830000
Evaluation Time
2025-10-09 12:43
Expiration Time
2025-12-15 10:37

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 660265.7157 568344.9116 91920.8041 1482952.7916 -203188.7148 1686141.5064
Total P&L (%) 660.2657 568.3449 91.9208 1482.9528 -203.1887 1686.1415
Avg Daily Profit (%) 0.3546 0.3053 0.0494 0.1485 0 0.1549
Buy And Hold Return (%) 47.8857 47.8857 47.8857 47.8857 47.8857 47.8857
Max Trade Drawdown -201586 -120113 -84055 -4767614 -2862982 -2014225
Profit Factor 1.7783 2.2433 1.235 1.1145 0.9728 1.3071
Total Trades 170 85 85 170 85 85
Winning Trades 88 42 46 88 42 46
Losing Trades 82 43 39 82 43 39
Profitability (%) 51.7647 49.4118 54.1176 51.7647 49.4118 54.1176
Ratio Avg Win / Avg Loss 1.6571 2.2967 1.047 1.0385 0.9959 1.1082
Largest Winning Trade 228070 228070 57489 1913434 636676 1913434
Largest Losing Trade -35860 -35860 -30636 -1114429 -1114429 -706175
Avg Bars in Trades 127 115 139 127 115 139
Avg Bars in Winners 158 130 183 158 130 183
Avg Bars in Losers 94 100 87 94 100 87
Bars Traded 21667 9800 11867 21667 9800 11867
Profit Streak 49.8216 0 153.4049 49.8216 0 153.4049
Trades During Streak 1 0 3 1 0 3
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 518957 455461 -133157 -87374 -581333 336218
Evaluation Data
{
    "trading_pair": "EGLD_USDT",
    "interval": "2h",
    "packets": 25000,
    "actual_packets": 22342,
    "evaluation_days": 1861.83,
    "actual_first_datapoint_time": 1599098400000,
    "first_datapoint_time": 1600696800000,
    "last_datapoint_time": 1759996800000,
    "evaluation_time": 1760002985441,
    "expiration_time": 1765787846400,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "dcm",
        "factors": {
            "length": 223,
            "offset": 0
        }
    },
    "second_band": {
        "type": "vwma",
        "factors": {
            "length": 79,
            "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": [
        [
            660265.7156510834,
            568344.911593726,
            91920.8040573575,
            1482952.7915518982,
            -203188.7148442753,
            1686141.5063961742
        ],
        [
            660.265716,
            568.344912,
            91.920804,
            1482.952792,
            -203.188715,
            1686.141506
        ],
        [
            0.354633,
            0.305261,
            0.049371,
            0.148452,
            0,
            0.154948
        ],
        [
            47.885714,
            47.885714,
            47.885714,
            47.885714,
            47.885714,
            47.885714
        ],
        [
            -201586,
            -120113,
            -84055,
            -4767614,
            -2862982,
            -2014225
        ],
        [
            1.778312,
            2.243313,
            1.234966,
            1.114475,
            0.97278,
            1.307142
        ],
        [
            170,
            85,
            85,
            170,
            85,
            85
        ],
        [
            88,
            42,
            46,
            88,
            42,
            46
        ],
        [
            82,
            43,
            39,
            82,
            43,
            39
        ],
        [
            51.764706,
            49.411765,
            54.117647,
            51.764706,
            49.411765,
            54.117647
        ],
        [
            1.657063,
            2.296725,
            1.047036,
            1.038488,
            0.995941,
            1.108229
        ],
        [
            228070,
            228070,
            57489,
            1913434,
            636676,
            1913434
        ],
        [
            -35860,
            -35860,
            -30636,
            -1114429,
            -1114429,
            -706175
        ],
        [
            127,
            115,
            139,
            127,
            115,
            139
        ],
        [
            158,
            130,
            183,
            158,
            130,
            183
        ],
        [
            94,
            100,
            87,
            94,
            100,
            87
        ],
        [
            21667,
            9800,
            11867,
            21667,
            9800,
            11867
        ],
        [
            49.821591,
            0,
            153.404924,
            49.821591,
            0,
            153.404924
        ],
        [
            1,
            0,
            3,
            1,
            0,
            3
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            518957,
            455461,
            -133157,
            -87374,
            -581333,
            336218
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "EGLD_USDT",
    "interval": "2h",
    "packets": 25000,
    "actual_packets": 22342,
    "evaluation_days": 1861.83,
    "actual_first_datapoint_time": 1599098400000,
    "first_datapoint_time": 1600696800000,
    "last_datapoint_time": 1759996800000,
    "evaluation_time": 1760002985441,
    "expiration_time": 1765787846400,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "dcm",
        "factors": {
            "length": 223,
            "offset": 0
        }
    },
    "second_band": {
        "type": "vwma",
        "factors": {
            "length": 79,
            "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)