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Trade: OCEAN/USDT/360/VWAP/BBU/4401

Strategy
OCEAN/USDT/360/VWAP/BBU/4401
Pair
OCEAN_USDT
Interval
6h
Score
545388
Daily Profit
0.271427
Profit Factor
2.446551
Profitability
78.378378
Streak
603.053140
Best Strategy
Training Data Length
1412.000000
Evaluation Time
2025-10-08 04:16
Expiration Time
2024-08-12 11:38

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 463751.1073 383254.3972 80496.7101 1073743.5188 885239.0472 188504.4717
Total P&L (%) 463.7511 383.2544 80.4967 1073.7435 885.239 188.5045
Avg Daily Profit (%) 0.3284 0.2714 0.057 0.1746 0.1622 0.0751
Buy And Hold Return (%) 46.6236 46.6236 46.6236 46.6236 46.6236 46.6236
Max Trade Drawdown -107317 -123407 -43758 -778266 -859364 -420500
Profit Factor 2.367 2.4466 2.0832 1.4484 1.4764 1.3513
Total Trades 75 37 38 75 37 38
Winning Trades 57 29 28 57 29 28
Losing Trades 18 8 10 18 8 10
Profitability (%) 76 78.3784 73.6842 76 78.3784 73.6842
Ratio Avg Win / Avg Loss 0.7475 0.6749 0.744 0.4574 0.4073 0.4826
Largest Winning Trade 84536 84536 15308 457444 457444 96241
Largest Losing Trade -68659 -68659 -30023 -417377 -417377 -299394
Avg Bars in Trades 65 125 6 65 125 6
Avg Bars in Winners 28 51 5 28 51 5
Avg Bars in Losers 182 395 11 182 395 11
Bars Traded 4902 4643 259 4902 4643 259
Profit Streak 592.8031 603.0531 592.8031 592.8031 603.0531 592.8031
Trades During Streak 4 4 2 4 4 2
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score -45829 545388 -120003 -49134 440767 -91852
Evaluation Data
{
    "trading_pair": "OCEAN_USDT",
    "interval": "6h",
    "packets": 25000,
    "actual_packets": 5648,
    "evaluation_days": 1412,
    "actual_first_datapoint_time": 1597816800000,
    "first_datapoint_time": 1600538400000,
    "last_datapoint_time": 1719792000000,
    "evaluation_time": 1759886191278,
    "expiration_time": 1723451904000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "vwap",
        "factors": {
            "length": 0,
            "offset": 0
        }
    },
    "second_band": {
        "type": "bbu",
        "factors": {
            "length": 127,
            "offset": 0,
            "std": 2.49813
        }
    }
}
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": [
        [
            463751.1072852528,
            383254.3971630257,
            80496.7101222267,
            1073743.5188311045,
            885239.0471789541,
            188504.4716521506
        ],
        [
            463.751107,
            383.254397,
            80.49671,
            1073.743519,
            885.239047,
            188.504472
        ],
        [
            0.328436,
            0.271427,
            0.057009,
            0.17457,
            0.162151,
            0.075066
        ],
        [
            46.623563,
            46.623563,
            46.623563,
            46.623563,
            46.623563,
            46.623563
        ],
        [
            -107317,
            -123407,
            -43758,
            -778266,
            -859364,
            -420500
        ],
        [
            2.366953,
            2.446551,
            2.083177,
            1.448385,
            1.476433,
            1.351271
        ],
        [
            75,
            37,
            38,
            75,
            37,
            38
        ],
        [
            57,
            29,
            28,
            57,
            29,
            28
        ],
        [
            18,
            8,
            10,
            18,
            8,
            10
        ],
        [
            76,
            78.378378,
            73.684211,
            76,
            78.378378,
            73.684211
        ],
        [
            0.747459,
            0.674911,
            0.743992,
            0.457385,
            0.407292,
            0.482597
        ],
        [
            84536,
            84536,
            15308,
            457444,
            457444,
            96241
        ],
        [
            -68659,
            -68659,
            -30023,
            -417377,
            -417377,
            -299394
        ],
        [
            65,
            125,
            6,
            65,
            125,
            6
        ],
        [
            28,
            51,
            5,
            28,
            51,
            5
        ],
        [
            182,
            395,
            11,
            182,
            395,
            11
        ],
        [
            4902,
            4643,
            259,
            4902,
            4643,
            259
        ],
        [
            592.80314,
            603.05314,
            592.80314,
            592.80314,
            603.05314,
            592.80314
        ],
        [
            4,
            4,
            2,
            4,
            4,
            2
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            -45829,
            545388,
            -120003,
            -49134,
            440767,
            -91852
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "OCEAN_USDT",
    "interval": "6h",
    "packets": 25000,
    "actual_packets": 5648,
    "evaluation_days": 1412,
    "actual_first_datapoint_time": 1597816800000,
    "first_datapoint_time": 1600538400000,
    "last_datapoint_time": 1719792000000,
    "evaluation_time": 1759886191278,
    "expiration_time": 1723451904000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "vwap",
        "factors": {
            "length": 0,
            "offset": 0
        }
    },
    "second_band": {
        "type": "bbu",
        "factors": {
            "length": 127,
            "offset": 0,
            "std": 2.49813
        }
    }
}

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)