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Trade: NEAR/USDT/720/ALMA/VWAP/8604

Strategy
NEAR/USDT/720/ALMA/VWAP/8604
Pair
NEAR_USDT
Interval
12h
Score
485414
Daily Profit
0.638883
Profit Factor
3.587241
Profitability
40.186916
Streak
0.000000
Best Strategy
Training Data Length
1807.000000
Evaluation Time
2025-09-26 13:36
Expiration Time
2025-11-17 19:02

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 1154461.0503 1027518.4099 126942.6404 7695363.1887 8456782.882 -761419.6933
Total P&L (%) 1154.4611 1027.5184 126.9426 7695.3632 8456.7829 -761.4197
Avg Daily Profit (%) 0.6389 0.5686 0.0703 0.2414 0.2465 0
Buy And Hold Return (%) 241.7214 241.7214 241.7214 241.7214 241.7214 241.7214
Max Trade Drawdown -76704 -57372 -57026 -9274490 -6813687 -6049871
Profit Factor 3.5872 5.8957 1.5371 1.2869 1.7246 0.9498
Total Trades 107 53 54 107 53 54
Winning Trades 43 23 20 43 23 20
Losing Trades 64 30 34 64 30 34
Profitability (%) 40.1869 43.3962 37.037 40.1869 43.3962 37.037
Ratio Avg Win / Avg Loss 5.3391 7.6901 2.6131 1.9153 2.2495 1.6146
Largest Winning Trade 563407 563407 72531 7678016 7678016 3033090
Largest Losing Trade -37134 -37134 -24253 -1905102 -1662667 -1905102
Avg Bars in Trades 33 30 35 33 30 35
Avg Bars in Winners 61 56 68 61 56 68
Avg Bars in Losers 13 10 16 13 10 16
Bars Traded 3534 1599 1935 3534 1599 1935
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 485414 -164982 -447369 215074 -170919 -763096

Evaluation Data

{
    "trading_pair": "NEAR_USDT",
    "interval": "12h",
    "packets": 25000,
    "actual_packets": 3614,
    "evaluation_days": 1807,
    "actual_first_datapoint_time": 1602633600000,
    "first_datapoint_time": 1605268800000,
    "last_datapoint_time": 1758715200000,
    "evaluation_time": 1758882998232,
    "expiration_time": 1763398944000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}

Factors

{
    "first_band": {
        "type": "alma",
        "factors": {
            "length": 8,
            "offset": 54
        }
    },
    "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": [
        [
            1154461.0502883599,
            1027518.4099076684,
            126942.6403806914,
            7695363.1887265295,
            8456782.882048322,
            -761419.6933217947
        ],
        [
            1154.46105,
            1027.51841,
            126.94264,
            7695.363189,
            8456.782882,
            -761.419693
        ],
        [
            0.638883,
            0.568632,
            0.07025,
            0.24136,
            0.24653,
            0
        ],
        [
            241.721412,
            241.721412,
            241.721412,
            241.721412,
            241.721412,
            241.721412
        ],
        [
            -76704,
            -57372,
            -57026,
            -9274490,
            -6813687,
            -6049871
        ],
        [
            3.587241,
            5.895741,
            1.537134,
            1.286864,
            1.724637,
            0.949759
        ],
        [
            107,
            53,
            54,
            107,
            53,
            54
        ],
        [
            43,
            23,
            20,
            43,
            23,
            20
        ],
        [
            64,
            30,
            34,
            64,
            30,
            34
        ],
        [
            40.186916,
            43.396226,
            37.037037,
            40.186916,
            43.396226,
            37.037037
        ],
        [
            5.339149,
            7.690096,
            2.613128,
            1.915332,
            2.249527,
            1.614591
        ],
        [
            563407,
            563407,
            72531,
            7678016,
            7678016,
            3033090
        ],
        [
            -37134,
            -37134,
            -24253,
            -1905102,
            -1662667,
            -1905102
        ],
        [
            33,
            30,
            35,
            33,
            30,
            35
        ],
        [
            61,
            56,
            68,
            61,
            56,
            68
        ],
        [
            13,
            10,
            16,
            13,
            10,
            16
        ],
        [
            3534,
            1599,
            1935,
            3534,
            1599,
            1935
        ],
        [
            0,
            0,
            0,
            0,
            0,
            0
        ],
        [
            0,
            0,
            0,
            0,
            0,
            0
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            485414,
            -164982,
            -447369,
            215074,
            -170919,
            -763096
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "NEAR_USDT",
    "interval": "12h",
    "packets": 25000,
    "actual_packets": 3614,
    "evaluation_days": 1807,
    "actual_first_datapoint_time": 1602633600000,
    "first_datapoint_time": 1605268800000,
    "last_datapoint_time": 1758715200000,
    "evaluation_time": 1758882998232,
    "expiration_time": 1763398944000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "alma",
        "factors": {
            "length": 8,
            "offset": 54
        }
    },
    "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)