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Trade: OCEAN/USDT/360/VWAP/MIDPOINT/4766

Strategy
OCEAN/USDT/360/VWAP/MIDPOINT/4766
Pair
OCEAN_USDT
Interval
6h
Score
361961
Daily Profit
0.160844
Profit Factor
1.366361
Profitability
70.312500
Streak
463.705747
Best Strategy
Training Data Length
1412.000000
Evaluation Time
2025-09-26 19:56
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 162773.7618 227111.5817 -64337.8198 -107896.257 62771.7836 -170668.0406
Total P&L (%) 162.7738 227.1116 -64.3378 -107.8963 62.7718 -170.668
Avg Daily Profit (%) 0.1153 0.1608 -0.0456 0 0.0345 0
Buy And Hold Return (%) 12.1429 12.1429 12.1429 12.1429 12.1429 12.1429
Max Trade Drawdown -194784 -73803 -226461 -327426 -140832 -279893
Profit Factor 1.1208 1.3664 0.9116 0.9322 1.0808 0.7905
Total Trades 384 192 192 384 192 192
Winning Trades 268 135 133 216 110 106
Losing Trades 116 57 59 168 82 86
Profitability (%) 69.7917 70.3125 69.2708 56.25 57.2917 55.2083
Ratio Avg Win / Avg Loss 0.4851 0.5769 0.4044 0.7251 0.8057 0.6414
Largest Winning Trade 34847 34847 20504 33390 33390 24873
Largest Losing Trade -111964 -51155 -111964 -211978 -77539 -211978
Avg Bars in Trades 14 14 14 14 14 14
Avg Bars in Winners 7 7 8 12 12 12
Avg Bars in Losers 29 31 28 17 17 17
Bars Traded 5610 2826 2784 5610 2826 2784
Profit Streak 463.7057 463.7057 490.9557 0 0 0
Trades During Streak 3 1 3 0 0 0
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score -122253 361961 -576215 -577682 -279710 -579375

Evaluation Data

{
    "trading_pair": "OCEAN_USDT",
    "interval": "6h",
    "packets": 25000,
    "actual_packets": 5648,
    "evaluation_days": 1412,
    "actual_first_datapoint_time": 1597816800000,
    "first_datapoint_time": 1598335200000,
    "last_datapoint_time": 1719792000000,
    "evaluation_time": 1758905776545,
    "expiration_time": 1723451904000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}

Factors

{
    "first_band": {
        "type": "vwap",
        "factors": {
            "length": 0,
            "offset": 0
        }
    },
    "second_band": {
        "type": "midpoint",
        "factors": {
            "length": 25,
            "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": [
        [
            162773.7618423192,
            227111.5816583745,
            -64337.8198160552,
            -107896.2570377145,
            62771.7835669194,
            -170668.0406046339
        ],
        [
            162.773762,
            227.111582,
            -64.33782,
            -107.896257,
            62.771784,
            -170.668041
        ],
        [
            0.115279,
            0.160844,
            -0.045565,
            0,
            0.034509,
            0
        ],
        [
            12.142857,
            12.142857,
            12.142857,
            12.142857,
            12.142857,
            12.142857
        ],
        [
            -194784,
            -73803,
            -226461,
            -327426,
            -140832,
            -279893
        ],
        [
            1.120776,
            1.366361,
            0.911602,
            0.932231,
            1.08075,
            0.790529
        ],
        [
            384,
            192,
            192,
            384,
            192,
            192
        ],
        [
            268,
            135,
            133,
            216,
            110,
            106
        ],
        [
            116,
            57,
            59,
            168,
            82,
            86
        ],
        [
            69.791667,
            70.3125,
            69.270833,
            56.25,
            57.291667,
            55.208333
        ],
        [
            0.485112,
            0.576908,
            0.404395,
            0.725069,
            0.80565,
            0.641372
        ],
        [
            34847,
            34847,
            20504,
            33390,
            33390,
            24873
        ],
        [
            -111964,
            -51155,
            -111964,
            -211978,
            -77539,
            -211978
        ],
        [
            14,
            14,
            14,
            14,
            14,
            14
        ],
        [
            7,
            7,
            8,
            12,
            12,
            12
        ],
        [
            29,
            31,
            28,
            17,
            17,
            17
        ],
        [
            5610,
            2826,
            2784,
            5610,
            2826,
            2784
        ],
        [
            463.705747,
            463.705747,
            490.955747,
            0,
            0,
            0
        ],
        [
            3,
            1,
            3,
            0,
            0,
            0
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            -122253,
            361961,
            -576215,
            -577682,
            -279710,
            -579375
        ]
    ]
}
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": 1598335200000,
    "last_datapoint_time": 1719792000000,
    "evaluation_time": 1758905776545,
    "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": "midpoint",
        "factors": {
            "length": 25,
            "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)