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Trade: MATIC/USDT/720/VWMA/HILO/8655

Strategy
MATIC/USDT/720/VWMA/HILO/8655
Pair
MATIC_USDT
Interval
12h
Score
566754
Daily Profit
1.716633
Profit Factor
13.681535
Profitability
48.484848
Streak
0.000000
Best Strategy
Training Data Length
1964.000000
Evaluation Time
2025-10-05 00:28
Expiration Time
2024-11-08 00:04

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 3118073.3388 3371467.1426 -253393.8038 -93555.9 -8693.8365 -84862.0635
Total P&L (%) 3118.0733 3371.4671 -253.3938 -93.5559 -8.6938 -84.8621
Avg Daily Profit (%) 1.5876 1.7166 -0.129 -0.1395 -0.0046 -0.0961
Buy And Hold Return (%) 1595.2636 1595.2636 1595.2636 1595.2636 1595.2636 1595.2636
Max Trade Drawdown -412219 -121658 -366204 -161252 -46079 -129347
Profit Factor 5.3015 13.6815 0.448 0.5383 0.8701 0.3748
Total Trades 65 33 32 65 33 32
Winning Trades 28 16 12 28 16 12
Losing Trades 37 17 20 37 17 20
Profitability (%) 43.0769 48.4848 37.5 43.0769 48.4848 37.5
Ratio Avg Win / Avg Loss 7.0055 14.5366 0.7466 0.7114 0.9245 0.6247
Largest Winning Trade 3483643 3483643 52403 20857 14641 20857
Largest Losing Trade -72905 -55607 -72905 -59313 -33059 -59313
Avg Bars in Trades 58 46 69 58 46 69
Avg Bars in Winners 78 67 92 78 67 92
Avg Bars in Losers 42 27 56 42 27 56
Bars Traded 3773 1544 2229 3773 1544 2229
Profit Streak 0 0 593.3948 0 0 593.3948
Trades During Streak 0 0 2 0 0 2
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score -124295 566754 -584713 -719747 -581392 -584713
Evaluation Data
{
    "trading_pair": "MATIC_USDT",
    "interval": "12h",
    "packets": 25000,
    "actual_packets": 3928,
    "evaluation_days": 1964,
    "actual_first_datapoint_time": 1556280000000,
    "first_datapoint_time": 1561982400000,
    "last_datapoint_time": 1725926400000,
    "evaluation_time": 1759613313309,
    "expiration_time": 1731017088000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "vwma",
        "factors": {
            "length": 133,
            "offset": 0
        }
    },
    "second_band": {
        "type": "hilo",
        "factors": {
            "length": 0,
            "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": [
        [
            3118073.338825214,
            3371467.1425760197,
            -253393.8037508052,
            -93555.9000379277,
            -8693.8365226081,
            -84862.0635153195
        ],
        [
            3118.073339,
            3371.467143,
            -253.393804,
            -93.5559,
            -8.693837,
            -84.862064
        ],
        [
            1.587614,
            1.716633,
            -0.129019,
            -0.139516,
            -0.004631,
            -0.096082
        ],
        [
            1595.263628,
            1595.263628,
            1595.263628,
            1595.263628,
            1595.263628,
            1595.263628
        ],
        [
            -412219,
            -121658,
            -366204,
            -161252,
            -46079,
            -129347
        ],
        [
            5.30149,
            13.681535,
            0.447975,
            0.538345,
            0.870083,
            0.374796
        ],
        [
            65,
            33,
            32,
            65,
            33,
            32
        ],
        [
            28,
            16,
            12,
            28,
            16,
            12
        ],
        [
            37,
            17,
            20,
            37,
            17,
            20
        ],
        [
            43.076923,
            48.484848,
            37.5,
            43.076923,
            48.484848,
            37.5
        ],
        [
            7.00554,
            14.536631,
            0.746625,
            0.711385,
            0.924463,
            0.624659
        ],
        [
            3483643,
            3483643,
            52403,
            20857,
            14641,
            20857
        ],
        [
            -72905,
            -55607,
            -72905,
            -59313,
            -33059,
            -59313
        ],
        [
            58,
            46,
            69,
            58,
            46,
            69
        ],
        [
            78,
            67,
            92,
            78,
            67,
            92
        ],
        [
            42,
            27,
            56,
            42,
            27,
            56
        ],
        [
            3773,
            1544,
            2229,
            3773,
            1544,
            2229
        ],
        [
            0,
            0,
            593.39483,
            0,
            0,
            593.39483
        ],
        [
            0,
            0,
            2,
            0,
            0,
            2
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            -124295,
            566754,
            -584713,
            -719747,
            -581392,
            -584713
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "MATIC_USDT",
    "interval": "12h",
    "packets": 25000,
    "actual_packets": 3928,
    "evaluation_days": 1964,
    "actual_first_datapoint_time": 1556280000000,
    "first_datapoint_time": 1561982400000,
    "last_datapoint_time": 1725926400000,
    "evaluation_time": 1759613313309,
    "expiration_time": 1731017088000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "vwma",
        "factors": {
            "length": 133,
            "offset": 0
        }
    },
    "second_band": {
        "type": "hilo",
        "factors": {
            "length": 0,
            "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)