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Trade: NEAR/USDT/120/BBL/VWAP/4001

Strategy
NEAR/USDT/120/BBL/VWAP/4001
Pair
NEAR_USDT
Interval
2h
Score
325897
Daily Profit
0.571892
Profit Factor
2.149214
Profitability
35.195531
Streak
95.637335
Best Strategy
Training Data Length
1806.000000
Evaluation Time
2025-09-26 06:17
Expiration Time
2025-11-28 16:23

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 1032836.1849 1009605.8695 23230.3154 535588.664 35859.0271 499729.6369
Total P&L (%) 1032.8362 1009.6059 23.2303 535.5887 35.859 499.7296
Avg Daily Profit (%) 0.5719 0.559 0.0129 0.1025 0.017 0.0992
Buy And Hold Return (%) 307.2993 307.2993 307.2993 307.2993 307.2993 307.2993
Max Trade Drawdown -152165 -168233 -37296 -2507537 -2528538 -381327
Profit Factor 2.1492 2.3015 1.1888 1.0457 1.0034 1.3829
Total Trades 179 89 90 179 89 90
Winning Trades 63 23 40 63 23 40
Losing Trades 116 66 50 116 66 50
Profitability (%) 35.1955 25.8427 44.4444 35.1955 25.8427 44.4444
Ratio Avg Win / Avg Loss 3.9573 6.6044 1.486 1.9254 2.8794 1.7286
Largest Winning Trade 454361 454361 15090 1175064 1175064 265446
Largest Losing Trade -39101 -39101 -19870 -951614 -951614 -267698
Avg Bars in Trades 116 228 5 116 228 5
Avg Bars in Winners 196 527 6 196 527 6
Avg Bars in Losers 72 124 4 72 124 4
Bars Traded 20826 20348 478 20826 20348 478
Profit Streak 95.6373 95.6373 117.3873 95.6373 95.6373 117.3873
Trades During Streak 3 1 3 3 1 3
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 325897 -13226 -355106 -236999 -577443 -69015

Evaluation Data

{
    "trading_pair": "NEAR_USDT",
    "interval": "2h",
    "packets": 25000,
    "actual_packets": 21672,
    "evaluation_days": 1806,
    "actual_first_datapoint_time": 1602648000000,
    "first_datapoint_time": 1603346400000,
    "last_datapoint_time": 1758722400000,
    "evaluation_time": 1758856665743,
    "expiration_time": 1764339782400,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}

Factors

{
    "first_band": {
        "type": "bbl",
        "factors": {
            "length": 98,
            "offset": 0,
            "std": 2.30443
        }
    },
    "second_band": {
        "type": "vwap",
        "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": [
        [
            1032836.1848623536,
            1009605.8694683041,
            23230.3153940498,
            535588.664001653,
            35859.027104475,
            499729.6368971781
        ],
        [
            1032.836185,
            1009.605869,
            23.230315,
            535.588664,
            35.859027,
            499.729637
        ],
        [
            0.571892,
            0.559029,
            0.012863,
            0.102455,
            0.01697,
            0.099236
        ],
        [
            307.29927,
            307.29927,
            307.29927,
            307.29927,
            307.29927,
            307.29927
        ],
        [
            -152165,
            -168233,
            -37296,
            -2507537,
            -2528538,
            -381327
        ],
        [
            2.149214,
            2.301539,
            1.188817,
            1.045695,
            1.003443,
            1.382888
        ],
        [
            179,
            89,
            90,
            179,
            89,
            90
        ],
        [
            63,
            23,
            40,
            63,
            23,
            40
        ],
        [
            116,
            66,
            50,
            116,
            66,
            50
        ],
        [
            35.195531,
            25.842697,
            44.444444,
            35.195531,
            25.842697,
            44.444444
        ],
        [
            3.957283,
            6.604417,
            1.486021,
            1.925408,
            2.879445,
            1.72861
        ],
        [
            454361,
            454361,
            15090,
            1175064,
            1175064,
            265446
        ],
        [
            -39101,
            -39101,
            -19870,
            -951614,
            -951614,
            -267698
        ],
        [
            116,
            228,
            5,
            116,
            228,
            5
        ],
        [
            196,
            527,
            6,
            196,
            527,
            6
        ],
        [
            72,
            124,
            4,
            72,
            124,
            4
        ],
        [
            20826,
            20348,
            478,
            20826,
            20348,
            478
        ],
        [
            95.637335,
            95.637335,
            117.387335,
            95.637335,
            95.637335,
            117.387335
        ],
        [
            3,
            1,
            3,
            3,
            1,
            3
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            325897,
            -13226,
            -355106,
            -236999,
            -577443,
            -69015
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "NEAR_USDT",
    "interval": "2h",
    "packets": 25000,
    "actual_packets": 21672,
    "evaluation_days": 1806,
    "actual_first_datapoint_time": 1602648000000,
    "first_datapoint_time": 1603346400000,
    "last_datapoint_time": 1758722400000,
    "evaluation_time": 1758856665743,
    "expiration_time": 1764339782400,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "bbl",
        "factors": {
            "length": 98,
            "offset": 0,
            "std": 2.30443
        }
    },
    "second_band": {
        "type": "vwap",
        "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)