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Trade: NEAR/USDT/480/FWMA/VWAP/1374

Strategy
NEAR/USDT/480/FWMA/VWAP/1374
Pair
NEAR_USDT
Interval
8h
Score
322660
Daily Profit
0.236509
Profit Factor
1.323649
Profitability
45.865835
Streak
0.000000
Best Strategy
Training Data Length
1808.330000
Evaluation Time
2025-09-26 08:51
Expiration Time
2025-11-19 08:00

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 469650.9273 427687.0765 41963.8508 435876.6623 674953.9298 -239077.2675
Total P&L (%) 469.6509 427.6871 41.9639 435.8767 674.9539 -239.0773
Avg Daily Profit (%) 0.2597 0.2365 0.0232 0.0929 0.1133 0
Buy And Hold Return (%) 94.9293 94.9293 94.9293 94.9293 94.9293 94.9293
Max Trade Drawdown -121618 -96684 -104266 -600464 -536287 -551219
Profit Factor 1.1728 1.3236 1.0301 1.04 1.1256 0.9567
Total Trades 1281 641 640 1281 641 640
Winning Trades 594 294 300 594 294 300
Losing Trades 687 347 340 687 347 340
Profitability (%) 46.37 45.8658 46.875 46.37 45.8658 46.875
Ratio Avg Win / Avg Loss 1.3565 1.5623 1.1674 1.2029 1.3286 1.0842
Largest Winning Trade 62964 62964 36824 213167 172207 213167
Largest Losing Trade -24688 -24688 -23421 -126222 -96847 -126222
Avg Bars in Trades 4 4 4 4 4 4
Avg Bars in Winners 5 5 5 5 5 5
Avg Bars in Losers 3 3 3 3 3 3
Bars Traded 5165 2569 2597 5165 2569 2597
Profit Streak 0 0 5.9108 0 0 5.9108
Trades During Streak 0 0 1 0 0 1
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score -18307 322660 -512551 -241818 -122184 -576561

Evaluation Data

{
    "trading_pair": "NEAR_USDT",
    "interval": "8h",
    "packets": 25000,
    "actual_packets": 5425,
    "evaluation_days": 1808.33,
    "actual_first_datapoint_time": 1602633600000,
    "first_datapoint_time": 1609747200000,
    "last_datapoint_time": 1758844800000,
    "evaluation_time": 1758865895328,
    "expiration_time": 1763532000000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}

Factors

{
    "first_band": {
        "type": "fwma",
        "factors": {
            "length": 248,
            "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": [
        [
            469650.9272718971,
            427687.0764890374,
            41963.8507828602,
            435876.6622554027,
            674953.9297808484,
            -239077.2675254457
        ],
        [
            469.650927,
            427.687076,
            41.963851,
            435.876662,
            674.95393,
            -239.077268
        ],
        [
            0.259715,
            0.236509,
            0.023206,
            0.092876,
            0.113298,
            0
        ],
        [
            94.929254,
            94.929254,
            94.929254,
            94.929254,
            94.929254,
            94.929254
        ],
        [
            -121618,
            -96684,
            -104266,
            -600464,
            -536287,
            -551219
        ],
        [
            1.172837,
            1.323649,
            1.030063,
            1.040026,
            1.125641,
            0.956672
        ],
        [
            1281,
            641,
            640,
            1281,
            641,
            640
        ],
        [
            594,
            294,
            300,
            594,
            294,
            300
        ],
        [
            687,
            347,
            340,
            687,
            347,
            340
        ],
        [
            46.370023,
            45.865835,
            46.875,
            46.370023,
            45.865835,
            46.875
        ],
        [
            1.356463,
            1.562265,
            1.167405,
            1.202858,
            1.328562,
            1.084228
        ],
        [
            62964,
            62964,
            36824,
            213167,
            172207,
            213167
        ],
        [
            -24688,
            -24688,
            -23421,
            -126222,
            -96847,
            -126222
        ],
        [
            4,
            4,
            4,
            4,
            4,
            4
        ],
        [
            5,
            5,
            5,
            5,
            5,
            5
        ],
        [
            3,
            3,
            3,
            3,
            3,
            3
        ],
        [
            5165,
            2569,
            2597,
            5165,
            2569,
            2597
        ],
        [
            0,
            0,
            5.910825,
            0,
            0,
            5.910826
        ],
        [
            0,
            0,
            1,
            0,
            0,
            1
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            -18307,
            322660,
            -512551,
            -241818,
            -122184,
            -576561
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "NEAR_USDT",
    "interval": "8h",
    "packets": 25000,
    "actual_packets": 5425,
    "evaluation_days": 1808.33,
    "actual_first_datapoint_time": 1602633600000,
    "first_datapoint_time": 1609747200000,
    "last_datapoint_time": 1758844800000,
    "evaluation_time": 1758865895328,
    "expiration_time": 1763532000000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "fwma",
        "factors": {
            "length": 248,
            "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)