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Trade: OCEAN/USDT/720/VWAP/HWMA/9017

Strategy
OCEAN/USDT/720/VWAP/HWMA/9017
Pair
OCEAN_USDT
Interval
12h
Score
339023
Daily Profit
0.217453
Profit Factor
1.388224
Profitability
51.401869
Streak
0.000000
Best Strategy
Training Data Length
1412.500000
Evaluation Time
2025-09-27 22:05
Expiration Time
2024-08-12 12:00

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 311430.0885 307152.9931 4277.0954 6953.5467 130224.399 -123270.8524
Total P&L (%) 311.4301 307.153 4.2771 6.9535 130.2244 -123.2709
Avg Daily Profit (%) 0.2205 0.2175 0.003 0.0048 0.0591 0
Buy And Hold Return (%) 12.3692 12.3692 12.3692 12.3692 12.3692 12.3692
Max Trade Drawdown -144712 -109452 -144854 -423474 -236785 -394394
Profit Factor 1.1931 1.3882 1.0052 1.0026 1.0977 0.9113
Total Trades 427 214 213 427 214 213
Winning Trades 223 110 113 223 110 113
Losing Trades 204 104 100 204 104 100
Profitability (%) 52.2248 51.4019 53.0516 52.2248 51.4019 53.0516
Ratio Avg Win / Avg Loss 1.0915 1.3125 0.8896 0.9171 1.0379 0.8065
Largest Winning Trade 73252 73252 29315 87776 87776 84782
Largest Losing Trade -49370 -49370 -46881 -126018 -69188 -126018
Avg Bars in Trades 6 6 6 6 6 6
Avg Bars in Winners 6 6 6 6 6 6
Avg Bars in Losers 6 6 6 6 6 6
Bars Traded 2816 1433 1383 2816 1433 1383
Profit Streak 0 0 463.2955 0 0 463.2955
Trades During Streak 0 0 1 0 0 1
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 89919 339023 -569195 -568825 -226071 -578960
Evaluation Data
{
    "trading_pair": "OCEAN_USDT",
    "interval": "12h",
    "packets": 25000,
    "actual_packets": 2825,
    "evaluation_days": 1412.5,
    "actual_first_datapoint_time": 1597795200000,
    "first_datapoint_time": 1597795200000,
    "last_datapoint_time": 1719792000000,
    "evaluation_time": 1758999935074,
    "expiration_time": 1723453200000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "vwap",
        "factors": {
            "length": 0,
            "offset": 0
        }
    },
    "second_band": {
        "type": "hwma",
        "factors": {
            "length": 0,
            "offset": 0,
            "na": 0.2,
            "nb": 0.53133,
            "nc": 0.1
        }
    }
}
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": [
        [
            311430.0884765161,
            307152.9930928556,
            4277.0953836606,
            6953.5466669496,
            130224.399028044,
            -123270.852361094
        ],
        [
            311.430088,
            307.152993,
            4.277095,
            6.953547,
            130.224399,
            -123.270852
        ],
        [
            0.220481,
            0.217453,
            0.003028,
            0.004759,
            0.059053,
            0
        ],
        [
            12.369242,
            12.369242,
            12.369242,
            12.369242,
            12.369242,
            12.369242
        ],
        [
            -144712,
            -109452,
            -144854,
            -423474,
            -236785,
            -394394
        ],
        [
            1.193119,
            1.388224,
            1.005207,
            1.002554,
            1.097728,
            0.911328
        ],
        [
            427,
            214,
            213,
            427,
            214,
            213
        ],
        [
            223,
            110,
            113,
            223,
            110,
            113
        ],
        [
            204,
            104,
            100,
            204,
            104,
            100
        ],
        [
            52.224824,
            51.401869,
            53.051643,
            52.224824,
            51.401869,
            53.051643
        ],
        [
            1.091463,
            1.312503,
            0.889563,
            0.917135,
            1.037852,
            0.806485
        ],
        [
            73252,
            73252,
            29315,
            87776,
            87776,
            84782
        ],
        [
            -49370,
            -49370,
            -46881,
            -126018,
            -69188,
            -126018
        ],
        [
            6,
            6,
            6,
            6,
            6,
            6
        ],
        [
            6,
            6,
            6,
            6,
            6,
            6
        ],
        [
            6,
            6,
            6,
            6,
            6,
            6
        ],
        [
            2816,
            1433,
            1383,
            2816,
            1433,
            1383
        ],
        [
            0,
            0,
            463.295545,
            0,
            0,
            463.295545
        ],
        [
            0,
            0,
            1,
            0,
            0,
            1
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            89919,
            339023,
            -569195,
            -568825,
            -226071,
            -578960
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "OCEAN_USDT",
    "interval": "12h",
    "packets": 25000,
    "actual_packets": 2825,
    "evaluation_days": 1412.5,
    "actual_first_datapoint_time": 1597795200000,
    "first_datapoint_time": 1597795200000,
    "last_datapoint_time": 1719792000000,
    "evaluation_time": 1758999935074,
    "expiration_time": 1723453200000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "vwap",
        "factors": {
            "length": 0,
            "offset": 0
        }
    },
    "second_band": {
        "type": "hwma",
        "factors": {
            "length": 0,
            "offset": 0,
            "na": 0.2,
            "nb": 0.53133,
            "nc": 0.1
        }
    }
}

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)