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Trade: EGLD/USDT/120/VWMA/KCB/4500

Strategy
EGLD/USDT/120/VWMA/KCB/4500
Pair
EGLD_USDT
Interval
2h
Score
581116
Daily Profit
0.983151
Profit Factor
3.907407
Profitability
38.461538
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 1823745.6502 1730088.7745 93656.8757 1501266.3813 450372.0384 1050894.3428
Total P&L (%) 1823.7457 1730.0888 93.6569 1501.2664 450.372 1050.8943
Avg Daily Profit (%) 0.9832 0.9327 0.0505 0.1496 0.092 0.1318
Buy And Hold Return (%) 59.7997 59.7997 59.7997 59.7997 59.7997 59.7997
Max Trade Drawdown -99879 -92141 -96812 -3832020 -3132595 -1114016
Profit Factor 3.9074 7.0924 1.2728 1.1068 1.0653 1.1469
Total Trades 117 59 58 117 59 58
Winning Trades 45 20 25 45 20 25
Losing Trades 72 39 33 72 39 33
Profitability (%) 38.4615 33.8983 43.1034 38.4615 33.8983 43.1034
Ratio Avg Win / Avg Loss 6.2519 13.8301 1.6801 1.7709 2.0773 1.5139
Largest Winning Trade 1673489 1673489 64298 1965701 1965701 1098008
Largest Losing Trade -34152 -16322 -34152 -892199 -730332 -892199
Avg Bars in Trades 183 158 209 183 158 209
Avg Bars in Winners 358 337 374 358 337 374
Avg Bars in Losers 75 67 84 75 67 84
Bars Traded 21526 9361 12165 21526 9361 12165
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 581116 -161410 -316977 -98967 -400987 -257221
Evaluation Data
{
    "trading_pair": "EGLD_USDT",
    "interval": "2h",
    "packets": 25000,
    "actual_packets": 22260,
    "evaluation_days": 1855,
    "actual_first_datapoint_time": 1599098400000,
    "first_datapoint_time": 1600819200000,
    "last_datapoint_time": 1759406400000,
    "evaluation_time": 1759407740113,
    "expiration_time": 1765176192000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "vwma",
        "factors": {
            "length": 240,
            "offset": 0
        }
    },
    "second_band": {
        "type": "kcb",
        "factors": {
            "length": 47,
            "offset": 0,
            "scalar": 1
        }
    }
}
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": [
        [
            1823745.650189921,
            1730088.7745365913,
            93656.8756533302,
            1501266.3812717954,
            450372.0384373168,
            1050894.342834478
        ],
        [
            1823.74565,
            1730.088775,
            93.656876,
            1501.266381,
            450.372038,
            1050.894343
        ],
        [
            0.983151,
            0.932662,
            0.050489,
            0.14962,
            0.091979,
            0.131792
        ],
        [
            59.799681,
            59.799681,
            59.799681,
            59.799681,
            59.799681,
            59.799681
        ],
        [
            -99879,
            -92141,
            -96812,
            -3832020,
            -3132595,
            -1114016
        ],
        [
            3.907407,
            7.092362,
            1.272814,
            1.106838,
            1.065287,
            1.146908
        ],
        [
            117,
            59,
            58,
            117,
            59,
            58
        ],
        [
            45,
            20,
            25,
            45,
            20,
            25
        ],
        [
            72,
            39,
            33,
            72,
            39,
            33
        ],
        [
            38.461538,
            33.898305,
            43.103448,
            38.461538,
            33.898305,
            43.103448
        ],
        [
            6.251852,
            13.830106,
            1.680115,
            1.770941,
            2.07731,
            1.513918
        ],
        [
            1673489,
            1673489,
            64298,
            1965701,
            1965701,
            1098008
        ],
        [
            -34152,
            -16322,
            -34152,
            -892199,
            -730332,
            -892199
        ],
        [
            183,
            158,
            209,
            183,
            158,
            209
        ],
        [
            358,
            337,
            374,
            358,
            337,
            374
        ],
        [
            75,
            67,
            84,
            75,
            67,
            84
        ],
        [
            21526,
            9361,
            12165,
            21526,
            9361,
            12165
        ],
        [
            0,
            0,
            0,
            0,
            0,
            0
        ],
        [
            0,
            0,
            0,
            0,
            0,
            0
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            581116,
            -161410,
            -316977,
            -98967,
            -400987,
            -257221
        ]
    ]
}
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": 1600819200000,
    "last_datapoint_time": 1759406400000,
    "evaluation_time": 1759407740113,
    "expiration_time": 1765176192000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "vwma",
        "factors": {
            "length": 240,
            "offset": 0
        }
    },
    "second_band": {
        "type": "kcb",
        "factors": {
            "length": 47,
            "offset": 0,
            "scalar": 1
        }
    }
}

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)