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Trade: NEAR/USDT/240/VWMA/ZLMA/7663

Strategy
NEAR/USDT/240/VWMA/ZLMA/7663
Pair
NEAR_USDT
Interval
4h
Score
387440
Daily Profit
0.432008
Profit Factor
4.063550
Profitability
40.625000
Streak
0.000000
Best Strategy
Training Data Length
1806.500000
Evaluation Time
2025-09-25 13:05
Expiration Time
2025-11-17 18:40

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 855974.1414 780421.7493 75552.3921 1878473.256 2794218.2347 -915744.9787
Total P&L (%) 855.9741 780.4217 75.5524 1878.4733 2794.2182 -915.745
Avg Daily Profit (%) 0.4738 0.432 0.0418 0.1654 0.1865 0
Buy And Hold Return (%) 224.5558 224.5558 224.5558 224.5558 224.5558 224.5558
Max Trade Drawdown -111373 -73921 -55240 -5111054 -2908258 -2737777
Profit Factor 2.7627 4.0636 1.3273 1.1707 1.5134 0.8353
Total Trades 64 32 32 64 32 32
Winning Trades 28 13 15 28 13 15
Losing Trades 36 19 17 36 19 17
Profitability (%) 43.75 40.625 46.875 43.75 40.625 46.875
Ratio Avg Win / Avg Loss 3.552 5.939 1.5042 1.5052 2.2118 0.9466
Largest Winning Trade 402799 402799 68101 3528758 3528758 944812
Largest Losing Trade -47129 -32624 -47129 -2119723 -1154864 -2119723
Avg Bars in Trades 165 144 186 165 144 186
Avg Bars in Winners 266 234 294 266 234 294
Avg Bars in Losers 86 82 90 86 82 90
Bars Traded 10562 4610 5952 10562 4610 5952
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 -132947 387440 -302706 -170065 242733 -582025

Evaluation Data

{
    "trading_pair": "NEAR_USDT",
    "interval": "4h",
    "packets": 25000,
    "actual_packets": 10839,
    "evaluation_days": 1806.5,
    "actual_first_datapoint_time": 1602648000000,
    "first_datapoint_time": 1605038400000,
    "last_datapoint_time": 1758715200000,
    "evaluation_time": 1758794729742,
    "expiration_time": 1763397648000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}

Factors

{
    "first_band": {
        "type": "vwma",
        "factors": {
            "length": 142,
            "offset": 0
        }
    },
    "second_band": {
        "type": "zlma",
        "factors": {
            "length": 167,
            "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": [
        [
            855974.1413751375,
            780421.7492714069,
            75552.3921037305,
            1878473.2560027,
            2794218.2346638534,
            -915744.978661153
        ],
        [
            855.974141,
            780.421749,
            75.552392,
            1878.473256,
            2794.218235,
            -915.744979
        ],
        [
            0.47383,
            0.432008,
            0.041823,
            0.165368,
            0.186462,
            0
        ],
        [
            224.555838,
            224.555838,
            224.555838,
            224.555838,
            224.555838,
            224.555838
        ],
        [
            -111373,
            -73921,
            -55240,
            -5111054,
            -2908258,
            -2737777
        ],
        [
            2.762663,
            4.06355,
            1.327251,
            1.170743,
            1.513351,
            0.835259
        ],
        [
            64,
            32,
            32,
            64,
            32,
            32
        ],
        [
            28,
            13,
            15,
            28,
            13,
            15
        ],
        [
            36,
            19,
            17,
            36,
            19,
            17
        ],
        [
            43.75,
            40.625,
            46.875,
            43.75,
            40.625,
            46.875
        ],
        [
            3.551995,
            5.939034,
            1.504218,
            1.505241,
            2.211821,
            0.946626
        ],
        [
            402799,
            402799,
            68101,
            3528758,
            3528758,
            944812
        ],
        [
            -47129,
            -32624,
            -47129,
            -2119723,
            -1154864,
            -2119723
        ],
        [
            165,
            144,
            186,
            165,
            144,
            186
        ],
        [
            266,
            234,
            294,
            266,
            234,
            294
        ],
        [
            86,
            82,
            90,
            86,
            82,
            90
        ],
        [
            10562,
            4610,
            5952,
            10562,
            4610,
            5952
        ],
        [
            0,
            0,
            0,
            0,
            0,
            0
        ],
        [
            0,
            0,
            0,
            0,
            0,
            0
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            -132947,
            387440,
            -302706,
            -170065,
            242733,
            -582025
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "NEAR_USDT",
    "interval": "4h",
    "packets": 25000,
    "actual_packets": 10839,
    "evaluation_days": 1806.5,
    "actual_first_datapoint_time": 1602648000000,
    "first_datapoint_time": 1605038400000,
    "last_datapoint_time": 1758715200000,
    "evaluation_time": 1758794729742,
    "expiration_time": 1763397648000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "vwma",
        "factors": {
            "length": 142,
            "offset": 0
        }
    },
    "second_band": {
        "type": "zlma",
        "factors": {
            "length": 167,
            "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)