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Trade: STX/USDT/720/VWAP/MIDPOINT/6202

Strategy
STX/USDT/720/VWAP/MIDPOINT/6202
Pair
STX_USDT
Interval
12h
Score
474254
Daily Profit
0.150881
Profit Factor
2.027078
Profitability
52.380952
Streak
143.909600
Best Strategy
Training Data Length
2179.500000
Evaluation Time
2025-10-12 12:49
Expiration Time
2025-12-16 11:14

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L -517522.9908 167407.8574 -684930.8482 160292.2417 2573511.676 -2413219.4343
Total P&L (%) -517.523 167.4079 -684.9308 160.2922 2573.5117 -2413.2194
Avg Daily Profit (%) -0.2375 0.0768 -0.3143 0.0439 0.1509 0
Buy And Hold Return (%) 136.5053 136.5053 136.5053 136.5053 136.5053 136.5053
Max Trade Drawdown -795673 -87843 -836612 -5816589 -2148841 -3925767
Profit Factor 0.5573 1.9494 0.31 1.0211 2.0271 0.5249
Total Trades 85 42 43 85 42 43
Winning Trades 71 34 37 45 22 23
Losing Trades 14 8 6 40 20 20
Profitability (%) 83.5294 80.9524 86.0465 52.9412 52.381 53.4884
Ratio Avg Win / Avg Loss 0.1099 0.4587 0.0503 0.9077 1.8428 0.4564
Largest Winning Trade 55797 55797 43830 4469258 4469258 922197
Largest Losing Trade -507489 -84832 -507489 -2782293 -684195 -2782293
Avg Bars in Trades 46 54 39 46 54 39
Avg Bars in Winners 13 15 11 56 76 36
Avg Bars in Losers 216 221 210 36 30 42
Bars Traded 3987 2300 1686 3987 2300 1686
Profit Streak 143.9096 143.9096 297.9096 143.9096 143.9096 297.9096
Trades During Streak 7 3 6 7 3 6
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score -574564 -179439 -574839 -442699 474254 -578863
Evaluation Data
{
    "trading_pair": "STX_USDT",
    "interval": "12h",
    "packets": 25000,
    "actual_packets": 4359,
    "evaluation_days": 2179.5,
    "actual_first_datapoint_time": 1571961600000,
    "first_datapoint_time": 1581422400000,
    "last_datapoint_time": 1760227200000,
    "evaluation_time": 1760262589436,
    "expiration_time": 1765876464000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "vwap",
        "factors": {
            "length": 0,
            "offset": 0
        }
    },
    "second_band": {
        "type": "midpoint",
        "factors": {
            "length": 220,
            "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": [
        [
            -517522.9907698035,
            167407.8574126624,
            -684930.8481824656,
            160292.2416851297,
            2573511.6759874453,
            -2413219.4343023165
        ],
        [
            -517.522991,
            167.407857,
            -684.930848,
            160.292242,
            2573.511676,
            -2413.219434
        ],
        [
            -0.23745,
            0.07681,
            -0.314261,
            0.043902,
            0.150881,
            0
        ],
        [
            136.505287,
            136.505287,
            136.505287,
            136.505287,
            136.505287,
            136.505287
        ],
        [
            -795673,
            -87843,
            -836612,
            -5816589,
            -2148841,
            -3925767
        ],
        [
            0.55727,
            1.949421,
            0.309969,
            1.021132,
            2.027078,
            0.524911
        ],
        [
            85,
            42,
            43,
            85,
            42,
            43
        ],
        [
            71,
            34,
            37,
            45,
            22,
            23
        ],
        [
            14,
            8,
            6,
            40,
            20,
            20
        ],
        [
            83.529412,
            80.952381,
            86.046512,
            52.941176,
            52.380952,
            53.488372
        ],
        [
            0.109884,
            0.458687,
            0.050265,
            0.907673,
            1.842798,
            0.456444
        ],
        [
            55797,
            55797,
            43830,
            4469258,
            4469258,
            922197
        ],
        [
            -507489,
            -84832,
            -507489,
            -2782293,
            -684195,
            -2782293
        ],
        [
            46,
            54,
            39,
            46,
            54,
            39
        ],
        [
            13,
            15,
            11,
            56,
            76,
            36
        ],
        [
            216,
            221,
            210,
            36,
            30,
            42
        ],
        [
            3987,
            2300,
            1686,
            3987,
            2300,
            1686
        ],
        [
            143.9096,
            143.9096,
            297.9096,
            143.9096,
            143.9096,
            297.9096
        ],
        [
            7,
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            7,
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        ],
        [
            0.8,
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            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            -574564,
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            -574839,
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        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "STX_USDT",
    "interval": "12h",
    "packets": 25000,
    "actual_packets": 4359,
    "evaluation_days": 2179.5,
    "actual_first_datapoint_time": 1571961600000,
    "first_datapoint_time": 1581422400000,
    "last_datapoint_time": 1760227200000,
    "evaluation_time": 1760262589436,
    "expiration_time": 1765876464000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "vwap",
        "factors": {
            "length": 0,
            "offset": 0
        }
    },
    "second_band": {
        "type": "midpoint",
        "factors": {
            "length": 220,
            "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)