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Trade: OCEAN/USDT/360/VWMA/DCM/3800

Strategy
OCEAN/USDT/360/VWMA/DCM/3800
Pair
OCEAN_USDT
Interval
6h
Score
522981
Daily Profit
0.272958
Profit Factor
2.752023
Profitability
51.724138
Streak
535.934699
Best Strategy
Training Data Length
1412.000000
Evaluation Time
2025-09-27 01:25
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 389735.2595 385416.3139 4318.9455 47717.6175 200072.7463 -152355.1288
Total P&L (%) 389.7353 385.4163 4.3189 47.7176 200.0727 -152.3551
Avg Daily Profit (%) 0.276 0.273 0.0031 0.0276 0.0779 0
Buy And Hold Return (%) 61.2589 61.2589 61.2589 61.2589 61.2589 61.2589
Max Trade Drawdown -126120 -111943 -105929 -328284 -193081 -251002
Profit Factor 1.855 2.752 1.0183 1.0593 1.5508 0.6546
Total Trades 59 29 30 59 29 30
Winning Trades 30 15 15 30 15 15
Losing Trades 29 14 15 29 14 15
Profitability (%) 50.8475 51.7241 50 50.8475 51.7241 50
Ratio Avg Win / Avg Loss 1.7932 2.5686 1.0183 1.024 1.4474 0.6546
Largest Winning Trade 308588 308588 46839 236969 236969 64537
Largest Losing Trade -60970 -60970 -42170 -148333 -145905 -148333
Avg Bars in Trades 89 116 63 89 116 63
Avg Bars in Winners 106 140 71 106 140 71
Avg Bars in Losers 73 91 56 73 91 56
Bars Traded 5307 3390 1917 5307 3390 1917
Profit Streak 535.9347 535.9347 548.6847 535.9347 535.9347 548.6847
Trades During Streak 7 3 4 7 3 4
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score -166620 522981 -553584 -654993 -88757 -579473
Evaluation Data
{
    "trading_pair": "OCEAN_USDT",
    "interval": "6h",
    "packets": 25000,
    "actual_packets": 5648,
    "evaluation_days": 1412,
    "actual_first_datapoint_time": 1597816800000,
    "first_datapoint_time": 1603022400000,
    "last_datapoint_time": 1719792000000,
    "evaluation_time": 1758925557993,
    "expiration_time": 1723451904000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "vwma",
        "factors": {
            "length": 205,
            "offset": 0
        }
    },
    "second_band": {
        "type": "dcm",
        "factors": {
            "length": 242,
            "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": [
        [
            389735.2594539982,
            385416.3139397591,
            4318.9455142391,
            47717.6174989236,
            200072.7463340475,
            -152355.1288351239
        ],
        [
            389.735259,
            385.416314,
            4.318946,
            47.717617,
            200.072746,
            -152.355129
        ],
        [
            0.276016,
            0.272958,
            0.003059,
            0.027634,
            0.077853,
            0
        ],
        [
            61.258889,
            61.258889,
            61.258889,
            61.258889,
            61.258889,
            61.258889
        ],
        [
            -126120,
            -111943,
            -105929,
            -328284,
            -193081,
            -251002
        ],
        [
            1.855024,
            2.752023,
            1.018313,
            1.059326,
            1.550753,
            0.654565
        ],
        [
            59,
            29,
            30,
            59,
            29,
            30
        ],
        [
            30,
            15,
            15,
            30,
            15,
            15
        ],
        [
            29,
            14,
            15,
            29,
            14,
            15
        ],
        [
            50.847458,
            51.724138,
            50,
            50.847458,
            51.724138,
            50
        ],
        [
            1.79319,
            2.568555,
            1.018313,
            1.024015,
            1.447369,
            0.654565
        ],
        [
            308588,
            308588,
            46839,
            236969,
            236969,
            64537
        ],
        [
            -60970,
            -60970,
            -42170,
            -148333,
            -145905,
            -148333
        ],
        [
            89,
            116,
            63,
            89,
            116,
            63
        ],
        [
            106,
            140,
            71,
            106,
            140,
            71
        ],
        [
            73,
            91,
            56,
            73,
            91,
            56
        ],
        [
            5307,
            3390,
            1917,
            5307,
            3390,
            1917
        ],
        [
            535.934699,
            535.934699,
            548.684699,
            535.934699,
            535.934699,
            548.684699
        ],
        [
            7,
            3,
            4,
            7,
            3,
            4
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            -166620,
            522981,
            -553584,
            -654993,
            -88757,
            -579473
        ]
    ]
}
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": 1603022400000,
    "last_datapoint_time": 1719792000000,
    "evaluation_time": 1758925557993,
    "expiration_time": 1723451904000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "vwma",
        "factors": {
            "length": 205,
            "offset": 0
        }
    },
    "second_band": {
        "type": "dcm",
        "factors": {
            "length": 242,
            "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)