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Trade: OCEAN/USDT/720/VWMA/HILO/1775

Strategy
OCEAN/USDT/720/VWMA/HILO/1775
Pair
OCEAN_USDT
Interval
12h
Score
481498
Daily Profit
0.286662
Profit Factor
2.756173
Profitability
48.717949
Streak
0.000000
Best Strategy
Training Data Length
1412.500000
Evaluation Time
2025-09-29 00:36
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 432137.5923 404909.7263 27227.866 497293.8654 902163.574 -404869.7086
Total P&L (%) 432.1376 404.9097 27.2279 497.2939 902.1636 -404.8697
Avg Daily Profit (%) 0.3059 0.2867 0.0193 0.1266 0.1633 0
Buy And Hold Return (%) 58.4217 58.4217 58.4217 58.4217 58.4217 58.4217
Max Trade Drawdown -117037 -80690 -115016 -1100284 -467853 -797483
Profit Factor 1.874 2.7562 1.1032 1.1547 1.6517 0.7789
Total Trades 77 39 38 77 39 38
Winning Trades 36 19 17 36 19 17
Losing Trades 41 20 21 41 20 21
Profitability (%) 46.7532 48.7179 44.7368 46.7532 48.7179 44.7368
Ratio Avg Win / Avg Loss 2.1343 2.9012 1.3628 1.315 1.7386 0.9621
Largest Winning Trade 144329 144329 58342 785590 785590 216251
Largest Losing Trade -45809 -29615 -45809 -449606 -332401 -449606
Avg Bars in Trades 34 25 43 34 25 43
Avg Bars in Winners 45 34 57 45 34 57
Avg Bars in Losers 24 16 32 24 16 32
Bars Traded 2639 983 1656 2639 983 1656
Profit Streak 0 0 495.4003 0 0 495.4003
Trades During Streak 0 0 1 0 0 1
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score -35456 481498 -441347 -121925 383470 -582227
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": 1601208000000,
    "last_datapoint_time": 1719792000000,
    "evaluation_time": 1759095384757,
    "expiration_time": 1723453200000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "vwma",
        "factors": {
            "length": 80,
            "offset": 0
        }
    },
    "second_band": {
        "type": "hilo",
        "factors": {
            "length": 0,
            "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": [
        [
            432137.5922798181,
            404909.7263083886,
            27227.86597143,
            497293.8653738645,
            902163.5739691176,
            -404869.7085952525
        ],
        [
            432.137592,
            404.909726,
            27.227866,
            497.293865,
            902.163574,
            -404.869709
        ],
        [
            0.305938,
            0.286662,
            0.019276,
            0.12661,
            0.163301,
            0
        ],
        [
            58.421734,
            58.421734,
            58.421734,
            58.421734,
            58.421734,
            58.421734
        ],
        [
            -117037,
            -80690,
            -115016,
            -1100284,
            -467853,
            -797483
        ],
        [
            1.874034,
            2.756173,
            1.103193,
            1.154668,
            1.651705,
            0.77887
        ],
        [
            77,
            39,
            38,
            77,
            39,
            38
        ],
        [
            36,
            19,
            17,
            36,
            19,
            17
        ],
        [
            41,
            20,
            21,
            41,
            20,
            21
        ],
        [
            46.753247,
            48.717949,
            44.736842,
            46.753247,
            48.717949,
            44.736842
        ],
        [
            2.134317,
            2.901235,
            1.362768,
            1.315039,
            1.738637,
            0.962134
        ],
        [
            144329,
            144329,
            58342,
            785590,
            785590,
            216251
        ],
        [
            -45809,
            -29615,
            -45809,
            -449606,
            -332401,
            -449606
        ],
        [
            34,
            25,
            43,
            34,
            25,
            43
        ],
        [
            45,
            34,
            57,
            45,
            34,
            57
        ],
        [
            24,
            16,
            32,
            24,
            16,
            32
        ],
        [
            2639,
            983,
            1656,
            2639,
            983,
            1656
        ],
        [
            0,
            0,
            495.400286,
            0,
            0,
            495.400287
        ],
        [
            0,
            0,
            1,
            0,
            0,
            1
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            -35456,
            481498,
            -441347,
            -121925,
            383470,
            -582227
        ]
    ]
}
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": 1601208000000,
    "last_datapoint_time": 1719792000000,
    "evaluation_time": 1759095384757,
    "expiration_time": 1723453200000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "vwma",
        "factors": {
            "length": 80,
            "offset": 0
        }
    },
    "second_band": {
        "type": "hilo",
        "factors": {
            "length": 0,
            "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)