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Trade: OCEAN/USDT/120/VWMA/DCU/6134

Strategy
OCEAN/USDT/120/VWMA/DCU/6134
Pair
OCEAN_USDT
Interval
2h
Score
448722
Daily Profit
0.217086
Profit Factor
2.115359
Profitability
64.285714
Streak
0.000000
Best Strategy
Training Data Length
1411.330000
Evaluation Time
2025-09-27 20:24
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 313063.6819 306380.6093 6683.0726 103300.2753 332919.1349 -229618.8596
Total P&L (%) 313.0637 306.3806 6.6831 103.3003 332.9191 -229.6189
Avg Daily Profit (%) 0.2218 0.2171 0.0047 0.0503 0.1039 0
Buy And Hold Return (%) 44.8202 44.8202 44.8202 44.8202 44.8202 44.8202
Max Trade Drawdown -111654 -119678 -126740 -273477 -287379 -339322
Profit Factor 1.5996 2.1154 1.027 1.0846 1.5356 0.6173
Total Trades 85 42 43 85 42 43
Winning Trades 56 27 29 56 27 29
Losing Trades 29 15 14 29 15 14
Profitability (%) 65.8824 64.2857 67.4419 65.8824 64.2857 67.4419
Ratio Avg Win / Avg Loss 0.8284 1.1752 0.4958 0.5617 0.8531 0.298
Largest Winning Trade 61583 61583 44666 126613 126613 66648
Largest Losing Trade -72524 -72524 -55208 -230211 -230211 -154528
Avg Bars in Trades 184 309 62 184 309 62
Avg Bars in Winners 117 193 47 117 193 47
Avg Bars in Losers 314 519 94 314 519 94
Bars Traded 15712 13016 2696 15712 13016 2696
Profit Streak 492.2251 0 568.7251 492.2251 0 568.7251
Trades During Streak 1 0 3 1 0 3
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 402977 448722 -541104 -256636 -52542 -577132
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": 1599184800000,
    "last_datapoint_time": 1719799200000,
    "evaluation_time": 1758993849430,
    "expiration_time": 1724189011200,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "vwma",
        "factors": {
            "length": 64,
            "offset": 0
        }
    },
    "second_band": {
        "type": "dcu",
        "factors": {
            "length": 115,
            "offset": 75
        }
    }
}
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": [
        [
            313063.6819474963,
            306380.6093083929,
            6683.0726391032,
            103300.2752981021,
            332919.1349450422,
            -229618.8596469401
        ],
        [
            313.063682,
            306.380609,
            6.683073,
            103.300275,
            332.919135,
            -229.61886
        ],
        [
            0.221822,
            0.217086,
            0.004735,
            0.050285,
            0.103884,
            0
        ],
        [
            44.820246,
            44.820246,
            44.820246,
            44.820246,
            44.820246,
            44.820246
        ],
        [
            -111654,
            -119678,
            -126740,
            -273477,
            -287379,
            -339322
        ],
        [
            1.599628,
            2.115359,
            1.027013,
            1.084569,
            1.53561,
            0.617256
        ],
        [
            85,
            42,
            43,
            85,
            42,
            43
        ],
        [
            56,
            27,
            29,
            56,
            27,
            29
        ],
        [
            29,
            15,
            14,
            29,
            15,
            14
        ],
        [
            65.882353,
            64.285714,
            67.44186,
            65.882353,
            64.285714,
            67.44186
        ],
        [
            0.828379,
            1.1752,
            0.495799,
            0.561652,
            0.853117,
            0.297986
        ],
        [
            61583,
            61583,
            44666,
            126613,
            126613,
            66648
        ],
        [
            -72524,
            -72524,
            -55208,
            -230211,
            -230211,
            -154528
        ],
        [
            184,
            309,
            62,
            184,
            309,
            62
        ],
        [
            117,
            193,
            47,
            117,
            193,
            47
        ],
        [
            314,
            519,
            94,
            314,
            519,
            94
        ],
        [
            15712,
            13016,
            2696,
            15712,
            13016,
            2696
        ],
        [
            492.225109,
            0,
            568.725109,
            492.225109,
            0,
            568.725109
        ],
        [
            1,
            0,
            3,
            1,
            0,
            3
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            402977,
            448722,
            -541104,
            -256636,
            -52542,
            -577132
        ]
    ]
}
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": 1599184800000,
    "last_datapoint_time": 1719799200000,
    "evaluation_time": 1758993849430,
    "expiration_time": 1724189011200,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "vwma",
        "factors": {
            "length": 64,
            "offset": 0
        }
    },
    "second_band": {
        "type": "dcu",
        "factors": {
            "length": 115,
            "offset": 75
        }
    }
}

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)