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Trade: EGLD/USDT/120/KCB/VWMA/2200

Strategy
EGLD/USDT/120/KCB/VWMA/2200
Pair
EGLD_USDT
Interval
2h
Score
641506
Daily Profit
0.791687
Profit Factor
3.284587
Profitability
45.217391
Streak
0.000000
Best Strategy
Training Data Length
1855.000000
Evaluation Time
2025-10-02 15:22
Expiration Time
2025-12-08 08:43

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 1468579.4196 1424963.525 43615.8946 283803.0466 271046.6721 12756.3745
Total P&L (%) 1468.5794 1424.9635 43.6159 283.803 271.0467 12.7564
Avg Daily Profit (%) 0.7917 0.7682 0.0235 0.0725 0.0707 0.0065
Buy And Hold Return (%) 24.5122 24.5122 24.5122 24.5122 24.5122 24.5122
Max Trade Drawdown -122468 -115789 -85041 -892314 -919146 -578946
Profit Factor 3.2846 5.0935 1.148 1.0726 1.131 1.0069
Total Trades 115 58 57 115 58 57
Winning Trades 52 23 29 52 23 29
Losing Trades 63 35 28 63 35 28
Profitability (%) 45.2174 39.6552 50.8772 45.2174 39.6552 50.8772
Ratio Avg Win / Avg Loss 3.9794 7.751 1.1084 1.2995 1.7211 0.9722
Largest Winning Trade 1375387 1375387 63032 959330 959330 328474
Largest Losing Trade -43316 -28231 -43316 -282530 -282530 -270676
Avg Bars in Trades 187 182 192 187 182 192
Avg Bars in Winners 252 258 247 252 258 247
Avg Bars in Losers 134 132 135 134 132 135
Bars Traded 21557 10578 10979 21557 10578 10979
Profit Streak 0 0 50.3489 0 0 50.3489
Trades During Streak 0 0 2 0 0 2
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 641506 -163598 -406503 -238291 -358169 -743470
Evaluation Data
{
    "trading_pair": "EGLD_USDT",
    "interval": "2h",
    "packets": 25000,
    "actual_packets": 22260,
    "evaluation_days": 1855,
    "actual_first_datapoint_time": 1599098400000,
    "first_datapoint_time": 1600495200000,
    "last_datapoint_time": 1759406400000,
    "evaluation_time": 1759407741795,
    "expiration_time": 1765176192000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "kcb",
        "factors": {
            "length": 195,
            "offset": 0,
            "scalar": 1
        }
    },
    "second_band": {
        "type": "vwma",
        "factors": {
            "length": 124,
            "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": [
        [
            1468579.419558729,
            1424963.5249907305,
            43615.8945679996,
            283803.0466414049,
            271046.6720943032,
            12756.3745471015
        ],
        [
            1468.57942,
            1424.963525,
            43.615895,
            283.803047,
            271.046672,
            12.756375
        ],
        [
            0.791687,
            0.768174,
            0.023513,
            0.072531,
            0.070707,
            0.006472
        ],
        [
            24.512238,
            24.512238,
            24.512238,
            24.512238,
            24.512238,
            24.512238
        ],
        [
            -122468,
            -115789,
            -85041,
            -892314,
            -919146,
            -578946
        ],
        [
            3.284587,
            5.093519,
            1.147992,
            1.072626,
            1.13103,
            1.006936
        ],
        [
            115,
            58,
            57,
            115,
            58,
            57
        ],
        [
            52,
            23,
            29,
            52,
            23,
            29
        ],
        [
            63,
            35,
            28,
            63,
            35,
            28
        ],
        [
            45.217391,
            39.655172,
            50.877193,
            45.217391,
            39.655172,
            50.877193
        ],
        [
            3.979403,
            7.751008,
            1.108406,
            1.299528,
            1.721132,
            0.972214
        ],
        [
            1375387,
            1375387,
            63032,
            959330,
            959330,
            328474
        ],
        [
            -43316,
            -28231,
            -43316,
            -282530,
            -282530,
            -270676
        ],
        [
            187,
            182,
            192,
            187,
            182,
            192
        ],
        [
            252,
            258,
            247,
            252,
            258,
            247
        ],
        [
            134,
            132,
            135,
            134,
            132,
            135
        ],
        [
            21557,
            10578,
            10979,
            21557,
            10578,
            10979
        ],
        [
            0,
            0,
            50.348863,
            0,
            0,
            50.348863
        ],
        [
            0,
            0,
            2,
            0,
            0,
            2
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            641506,
            -163598,
            -406503,
            -238291,
            -358169,
            -743470
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "EGLD_USDT",
    "interval": "2h",
    "packets": 25000,
    "actual_packets": 22260,
    "evaluation_days": 1855,
    "actual_first_datapoint_time": 1599098400000,
    "first_datapoint_time": 1600495200000,
    "last_datapoint_time": 1759406400000,
    "evaluation_time": 1759407741795,
    "expiration_time": 1765176192000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "kcb",
        "factors": {
            "length": 195,
            "offset": 0,
            "scalar": 1
        }
    },
    "second_band": {
        "type": "vwma",
        "factors": {
            "length": 124,
            "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)