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Trade: OCEAN/USDT/120/VWAP/SMA/1729

Strategy
OCEAN/USDT/120/VWAP/SMA/1729
Pair
OCEAN_USDT
Interval
2h
Score
348232
Daily Profit
0.163469
Profit Factor
1.270900
Profitability
69.444444
Streak
0.000000
Best Strategy
Training Data Length
1411.330000
Evaluation Time
2025-09-30 10:49
Expiration Time
2024-08-21 00:23

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 183218.7913 230708.6603 -47489.869 -77740.937 188468.7865 -266209.7235
Total P&L (%) 183.2188 230.7087 -47.4899 -77.7409 188.4688 -266.2097
Avg Daily Profit (%) 0.1298 0.1635 -0.0336 -0.1064 0.0751 0
Buy And Hold Return (%) 22.2888 22.2888 22.2888 22.2888 22.2888 22.2888
Max Trade Drawdown -137586 -89699 -137756 -358647 -250534 -403420
Profit Factor 1.0983 1.2709 0.9531 0.9702 1.1603 0.8144
Total Trades 720 360 360 720 360 360
Winning Trades 497 250 247 497 250 247
Losing Trades 223 110 113 223 110 113
Profitability (%) 69.0278 69.4444 68.6111 69.0278 69.4444 68.6111
Ratio Avg Win / Avg Loss 0.4928 0.5592 0.436 0.4353 0.5105 0.3726
Largest Winning Trade 22086 22086 19127 43662 43662 39351
Largest Losing Trade -65580 -54737 -65580 -157565 -127933 -157565
Avg Bars in Trades 23 23 23 23 23 23
Avg Bars in Winners 13 12 13 13 12 13
Avg Bars in Losers 46 47 45 46 47 45
Bars Traded 16889 8304 8585 16889 8304 8585
Profit Streak 0 0 464.826 0 0 464.826
Trades During Streak 0 0 1 0 0 1
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score -126858 348232 -576176 -573855 -134387 -576176
Evaluation Data
{
    "trading_pair": "OCEAN_USDT",
    "interval": "2h",
    "packets": 25000,
    "actual_packets": 16936,
    "evaluation_days": 1411.33,
    "actual_first_datapoint_time": 1597824000000,
    "first_datapoint_time": 1598083200000,
    "last_datapoint_time": 1719799200000,
    "evaluation_time": 1759218564279,
    "expiration_time": 1724189011200,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "vwap",
        "factors": {
            "length": 0,
            "offset": 0
        }
    },
    "second_band": {
        "type": "sma",
        "factors": {
            "length": 37,
            "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": [
        [
            183218.7912951245,
            230708.660319116,
            -47489.8690239911,
            -77740.9369985525,
            188468.7865152809,
            -266209.7235138334
        ],
        [
            183.218791,
            230.70866,
            -47.489869,
            -77.740937,
            188.468787,
            -266.209724
        ],
        [
            0.12982,
            0.163469,
            -0.033649,
            -0.106398,
            0.075093,
            0
        ],
        [
            22.288796,
            22.288796,
            22.288796,
            22.288796,
            22.288796,
            22.288796
        ],
        [
            -137586,
            -89699,
            -137756,
            -358647,
            -250534,
            -403420
        ],
        [
            1.098297,
            1.2709,
            0.953087,
            0.970216,
            1.160331,
            0.81444
        ],
        [
            720,
            360,
            360,
            720,
            360,
            360
        ],
        [
            497,
            250,
            247,
            497,
            250,
            247
        ],
        [
            223,
            110,
            113,
            223,
            110,
            113
        ],
        [
            69.027778,
            69.444444,
            68.611111,
            69.027778,
            69.444444,
            68.611111
        ],
        [
            0.492797,
            0.559196,
            0.436027,
            0.435328,
            0.510546,
            0.372598
        ],
        [
            22086,
            22086,
            19127,
            43662,
            43662,
            39351
        ],
        [
            -65580,
            -54737,
            -65580,
            -157565,
            -127933,
            -157565
        ],
        [
            23,
            23,
            23,
            23,
            23,
            23
        ],
        [
            13,
            12,
            13,
            13,
            12,
            13
        ],
        [
            46,
            47,
            45,
            46,
            47,
            45
        ],
        [
            16889,
            8304,
            8585,
            16889,
            8304,
            8585
        ],
        [
            0,
            0,
            464.825975,
            0,
            0,
            464.825975
        ],
        [
            0,
            0,
            1,
            0,
            0,
            1
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            -126858,
            348232,
            -576176,
            -573855,
            -134387,
            -576176
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "OCEAN_USDT",
    "interval": "2h",
    "packets": 25000,
    "actual_packets": 16936,
    "evaluation_days": 1411.33,
    "actual_first_datapoint_time": 1597824000000,
    "first_datapoint_time": 1598083200000,
    "last_datapoint_time": 1719799200000,
    "evaluation_time": 1759218564279,
    "expiration_time": 1724189011200,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "vwap",
        "factors": {
            "length": 0,
            "offset": 0
        }
    },
    "second_band": {
        "type": "sma",
        "factors": {
            "length": 37,
            "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)