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Trade: NEAR/USDT/720/VWMA/HILO/4976

Strategy
NEAR/USDT/720/VWMA/HILO/4976
Pair
NEAR_USDT
Interval
12h
Score
316700
Daily Profit
0.317329
Profit Factor
3.083441
Profitability
39.473684
Streak
45.292830
Best Strategy
Training Data Length
1817.500000
Evaluation Time
2025-10-05 10:01
Expiration Time
2025-11-28 14:36

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 537732.8408 576744.7388 -39011.898 60464.946 716734.2593 -656269.3133
Total P&L (%) 537.7328 576.7447 -39.0119 60.4649 716.7343 -656.2693
Avg Daily Profit (%) 0.2959 0.3173 -0.0215 0.026 0.1156 0
Buy And Hold Return (%) 161.8315 161.8315 161.8315 161.8315 161.8315 161.8315
Max Trade Drawdown -147551 -99672 -113891 -1035507 -609065 -790323
Profit Factor 1.9034 3.0834 0.8775 1.0206 1.502 0.5634
Total Trades 76 38 38 76 38 38
Winning Trades 34 15 19 34 15 19
Losing Trades 42 23 19 42 23 19
Profitability (%) 44.7368 39.4737 50 44.7368 39.4737 50
Ratio Avg Win / Avg Loss 2.3513 4.7279 0.8775 1.2608 2.3031 0.5634
Largest Winning Trade 331555 331555 63237 849599 849599 150110
Largest Losing Trade -43958 -36036 -43958 -273919 -273919 -232789
Avg Bars in Trades 46 37 54 46 37 54
Avg Bars in Winners 65 55 72 65 55 72
Avg Bars in Losers 30 25 36 30 25 36
Bars Traded 3502 1419 2083 3502 1419 2083
Profit Streak 17.7928 45.2928 0 17.7928 45.2928 0
Trades During Streak 1 1 0 1 1 0
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score -45611 316700 -580764 -576978 -41168 -580764
Evaluation Data
{
    "trading_pair": "NEAR_USDT",
    "interval": "12h",
    "packets": 25000,
    "actual_packets": 3635,
    "evaluation_days": 1817.5,
    "actual_first_datapoint_time": 1602633600000,
    "first_datapoint_time": 1606132800000,
    "last_datapoint_time": 1759622400000,
    "evaluation_time": 1759647700497,
    "expiration_time": 1764333360000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "vwma",
        "factors": {
            "length": 82,
            "offset": 0
        }
    },
    "second_band": {
        "type": "hilo",
        "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": [
        [
            537732.8407539261,
            576744.738757413,
            -39011.8980034868,
            60464.9459656992,
            716734.2592869739,
            -656269.3133212752
        ],
        [
            537.732841,
            576.744739,
            -39.011898,
            60.464946,
            716.734259,
            -656.269313
        ],
        [
            0.295864,
            0.317329,
            -0.021465,
            0.026023,
            0.115618,
            0
        ],
        [
            161.831539,
            161.831539,
            161.831539,
            161.831539,
            161.831539,
            161.831539
        ],
        [
            -147551,
            -99672,
            -113891,
            -1035507,
            -609065,
            -790323
        ],
        [
            1.903417,
            3.083441,
            0.877474,
            1.020631,
            1.502042,
            0.563397
        ],
        [
            76,
            38,
            38,
            76,
            38,
            38
        ],
        [
            34,
            15,
            19,
            34,
            15,
            19
        ],
        [
            42,
            23,
            19,
            42,
            23,
            19
        ],
        [
            44.736842,
            39.473684,
            50,
            44.736842,
            39.473684,
            50
        ],
        [
            2.35128,
            4.727943,
            0.877474,
            1.26078,
            2.303131,
            0.563397
        ],
        [
            331555,
            331555,
            63237,
            849599,
            849599,
            150110
        ],
        [
            -43958,
            -36036,
            -43958,
            -273919,
            -273919,
            -232789
        ],
        [
            46,
            37,
            54,
            46,
            37,
            54
        ],
        [
            65,
            55,
            72,
            65,
            55,
            72
        ],
        [
            30,
            25,
            36,
            30,
            25,
            36
        ],
        [
            3502,
            1419,
            2083,
            3502,
            1419,
            2083
        ],
        [
            17.79283,
            45.29283,
            0,
            17.79283,
            45.29283,
            0
        ],
        [
            1,
            1,
            0,
            1,
            1,
            0
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            -45611,
            316700,
            -580764,
            -576978,
            -41168,
            -580764
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "NEAR_USDT",
    "interval": "12h",
    "packets": 25000,
    "actual_packets": 3635,
    "evaluation_days": 1817.5,
    "actual_first_datapoint_time": 1602633600000,
    "first_datapoint_time": 1606132800000,
    "last_datapoint_time": 1759622400000,
    "evaluation_time": 1759647700497,
    "expiration_time": 1764333360000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "vwma",
        "factors": {
            "length": 82,
            "offset": 0
        }
    },
    "second_band": {
        "type": "hilo",
        "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)