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Trade: STX/USDT/360/WMA/VWMA/3657

Strategy
STX/USDT/360/WMA/VWMA/3657
Pair
STX_USDT
Interval
6h
Score
403189
Daily Profit
0.176919
Profit Factor
1.586954
Profitability
57.575758
Streak
118.950641
Best Strategy
Training Data Length
2170.250000
Evaluation Time
2025-10-03 07:48
Expiration Time
2025-12-07 04:34

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 801119.7575 753228.6551 47891.1023 1609791.1138 4534853.2313 -2925062.1175
Total P&L (%) 801.1198 753.2287 47.8911 1609.7911 4534.8532 -2925.0621
Avg Daily Profit (%) 0.3691 0.3471 0.0221 0.1309 0.1769 0
Buy And Hold Return (%) 624.5018 624.5018 624.5018 624.5018 624.5018 624.5018
Max Trade Drawdown -168429 -104938 -99241 -7656957 -5334423 -4250005
Profit Factor 2.4521 3.8042 1.1692 1.1038 1.587 0.624
Total Trades 66 33 33 66 33 33
Winning Trades 36 19 17 36 19 17
Losing Trades 30 14 16 30 14 16
Profitability (%) 54.5455 57.5758 51.5152 54.5455 57.5758 51.5152
Ratio Avg Win / Avg Loss 2.0434 2.8031 1.1004 0.9198 1.1693 0.5873
Largest Winning Trade 220329 220329 66311 5540557 5540557 1090586
Largest Losing Trade -43367 -43367 -41542 -2526029 -2526029 -2510867
Avg Bars in Trades 127 146 108 127 146 108
Avg Bars in Winners 171 182 158 171 182 158
Avg Bars in Losers 74 96 55 74 96 55
Bars Traded 8404 4823 3581 8404 4823 3581
Profit Streak 82.4506 118.9506 82.4506 82.4506 118.9506 82.4506
Trades During Streak 2 1 1 2 1 1
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score -190583 -83914 -362874 -256289 403189 -580048
Evaluation Data
{
    "trading_pair": "STX_USDT",
    "interval": "6h",
    "packets": 25000,
    "actual_packets": 8681,
    "evaluation_days": 2170.25,
    "actual_first_datapoint_time": 1571961600000,
    "first_datapoint_time": 1576130400000,
    "last_datapoint_time": 1759449600000,
    "evaluation_time": 1759466935345,
    "expiration_time": 1765074888000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "wma",
        "factors": {
            "length": 194,
            "offset": 0
        }
    },
    "second_band": {
        "type": "vwma",
        "factors": {
            "length": 83,
            "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": [
        [
            801119.7574680636,
            753228.6551376011,
            47891.1023304627,
            1609791.1137925256,
            4534853.231322646,
            -2925062.1175301173
        ],
        [
            801.119757,
            753.228655,
            47.891102,
            1609.791114,
            4534.853231,
            -2925.062118
        ],
        [
            0.369137,
            0.34707,
            0.022067,
            0.130898,
            0.176919,
            0
        ],
        [
            624.501758,
            624.501758,
            624.501758,
            624.501758,
            624.501758,
            624.501758
        ],
        [
            -168429,
            -104938,
            -99241,
            -7656957,
            -5334423,
            -4250005
        ],
        [
            2.45207,
            3.804166,
            1.169168,
            1.103817,
            1.586954,
            0.624026
        ],
        [
            66,
            33,
            33,
            66,
            33,
            33
        ],
        [
            36,
            19,
            17,
            36,
            19,
            17
        ],
        [
            30,
            14,
            16,
            30,
            14,
            16
        ],
        [
            54.545455,
            57.575758,
            51.515152,
            54.545455,
            57.575758,
            51.515152
        ],
        [
            2.043392,
            2.80307,
            1.100393,
            0.919847,
            1.169334,
            0.587319
        ],
        [
            220329,
            220329,
            66311,
            5540557,
            5540557,
            1090586
        ],
        [
            -43367,
            -43367,
            -41542,
            -2526029,
            -2526029,
            -2510867
        ],
        [
            127,
            146,
            108,
            127,
            146,
            108
        ],
        [
            171,
            182,
            158,
            171,
            182,
            158
        ],
        [
            74,
            96,
            55,
            74,
            96,
            55
        ],
        [
            8404,
            4823,
            3581,
            8404,
            4823,
            3581
        ],
        [
            82.45064,
            118.95064,
            82.45064,
            82.450641,
            118.950641,
            82.450641
        ],
        [
            2,
            1,
            1,
            2,
            1,
            1
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            -190583,
            -83914,
            -362874,
            -256289,
            403189,
            -580048
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "STX_USDT",
    "interval": "6h",
    "packets": 25000,
    "actual_packets": 8681,
    "evaluation_days": 2170.25,
    "actual_first_datapoint_time": 1571961600000,
    "first_datapoint_time": 1576130400000,
    "last_datapoint_time": 1759449600000,
    "evaluation_time": 1759466935345,
    "expiration_time": 1765074888000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "wma",
        "factors": {
            "length": 194,
            "offset": 0
        }
    },
    "second_band": {
        "type": "vwma",
        "factors": {
            "length": 83,
            "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)