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Trade: NEAR/USDT/360/PWMA/VWAP/5586

Strategy
NEAR/USDT/360/PWMA/VWAP/5586
Pair
NEAR_USDT
Interval
6h
Score
459738
Daily Profit
0.609603
Profit Factor
4.385238
Profitability
35.164835
Streak
11.520194
Best Strategy
Training Data Length
1806.750000
Evaluation Time
2025-09-25 15:29
Expiration Time
2025-11-17 18:51

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 1101400.1937 934357.4932 167042.7005 17588527.3324 13026700.5091 4561826.8233
Total P&L (%) 1101.4002 934.3575 167.0427 17588.5273 13026.7005 4561.8268
Avg Daily Profit (%) 0.6096 0.5171 0.0925 0.2869 0.2703 0.2129
Buy And Hold Return (%) 212.8759 212.8759 212.8759 212.8759 212.8759 212.8759
Max Trade Drawdown -54910 -39394 -35602 -7011285 -5911664 -5150886
Profit Factor 4.3852 7.6128 1.9076 1.7386 2.2584 1.3388
Total Trades 91 45 46 91 45 46
Winning Trades 32 16 16 32 16 16
Losing Trades 59 29 30 59 29 30
Profitability (%) 35.1648 35.5556 34.7826 35.1648 35.5556 34.7826
Ratio Avg Win / Avg Loss 8.0853 13.7982 3.5767 3.2055 4.0933 2.5103
Largest Winning Trade 419961 419961 72745 9439595 9439595 7911322
Largest Losing Trade -17630 -17489 -17630 -3006600 -2535232 -3006600
Avg Bars in Trades 75 66 85 75 66 85
Avg Bars in Winners 172 162 182 172 162 182
Avg Bars in Losers 23 13 33 23 13 33
Bars Traded 6913 3004 3910 6913 3004 3910
Profit Streak 11.5202 0 12.5202 11.5202 0 12.5202
Trades During Streak 1 0 1 1 0 1
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 459738 426570 -236917 258516 265903 156647

Evaluation Data

{
    "trading_pair": "NEAR_USDT",
    "interval": "6h",
    "packets": 25000,
    "actual_packets": 7227,
    "evaluation_days": 1806.75,
    "actual_first_datapoint_time": 1602633600000,
    "first_datapoint_time": 1607990400000,
    "last_datapoint_time": 1758715200000,
    "evaluation_time": 1758803344751,
    "expiration_time": 1763398296000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}

Factors

{
    "first_band": {
        "type": "pwma",
        "factors": {
            "length": 249,
            "offset": 0
        }
    },
    "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": [
        [
            1101400.193673753,
            934357.4931987075,
            167042.7004750451,
            17588527.332431823,
            13026700.509098653,
            4561826.823333159
        ],
        [
            1101.400194,
            934.357493,
            167.0427,
            17588.527332,
            13026.700509,
            4561.826823
        ],
        [
            0.609603,
            0.517148,
            0.092455,
            0.286864,
            0.27031,
            0.212873
        ],
        [
            212.87593,
            212.87593,
            212.87593,
            212.87593,
            212.87593,
            212.87593
        ],
        [
            -54910,
            -39394,
            -35602,
            -7011285,
            -5911664,
            -5150886
        ],
        [
            4.385238,
            7.612805,
            1.907552,
            1.738553,
            2.258365,
            1.338848
        ],
        [
            91,
            45,
            46,
            91,
            45,
            46
        ],
        [
            32,
            16,
            16,
            32,
            16,
            16
        ],
        [
            59,
            29,
            30,
            59,
            29,
            30
        ],
        [
            35.164835,
            35.555556,
            34.782609,
            35.164835,
            35.555556,
            34.782609
        ],
        [
            8.085283,
            13.798209,
            3.576659,
            3.205458,
            4.093286,
            2.51034
        ],
        [
            419961,
            419961,
            72745,
            9439595,
            9439595,
            7911322
        ],
        [
            -17630,
            -17489,
            -17630,
            -3006600,
            -2535232,
            -3006600
        ],
        [
            75,
            66,
            85,
            75,
            66,
            85
        ],
        [
            172,
            162,
            182,
            172,
            162,
            182
        ],
        [
            23,
            13,
            33,
            23,
            13,
            33
        ],
        [
            6913,
            3004,
            3910,
            6913,
            3004,
            3910
        ],
        [
            11.520194,
            0,
            12.520194,
            11.520194,
            0,
            12.520194
        ],
        [
            1,
            0,
            1,
            1,
            0,
            1
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            459738,
            426570,
            -236917,
            258516,
            265903,
            156647
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "NEAR_USDT",
    "interval": "6h",
    "packets": 25000,
    "actual_packets": 7227,
    "evaluation_days": 1806.75,
    "actual_first_datapoint_time": 1602633600000,
    "first_datapoint_time": 1607990400000,
    "last_datapoint_time": 1758715200000,
    "evaluation_time": 1758803344751,
    "expiration_time": 1763398296000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "pwma",
        "factors": {
            "length": 249,
            "offset": 0
        }
    },
    "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)