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Trade: ONE/USDT/120/BBL/VWAP/7118

Strategy
ONE/USDT/120/BBL/VWAP/7118
Pair
ONE_USDT
Interval
2h
Score
309488
Daily Profit
0.347274
Profit Factor
1.265821
Profitability
30.981257
Streak
6.118725
Best Strategy
Training Data Length
2082.500000
Evaluation Time
2025-09-28 05:50
Expiration Time
2025-12-08 15:16

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 723197.9586 889601.5168 -166403.5583 -92417.5527 634102.8433 -726520.396
Total P&L (%) 723.198 889.6015 -166.4036 -92.4176 634.1028 -726.5204
Avg Daily Profit (%) 0.3473 0.4272 -0.0799 -0.1238 0.0958 0
Buy And Hold Return (%) 96.9072 96.9072 96.9072 96.9072 96.9072 96.9072
Max Trade Drawdown -350112 -245083 -277386 -1600691 -930431 -874027
Profit Factor 1.2658 1.5012 0.824 0.9763 1.2582 0.4986
Total Trades 907 453 454 907 453 454
Winning Trades 281 126 155 281 126 155
Losing Trades 626 327 299 626 327 299
Profitability (%) 30.9813 27.8146 34.141 30.9813 27.8146 34.141
Ratio Avg Win / Avg Loss 2.8199 3.8959 1.5896 2.175 3.2653 0.9618
Largest Winning Trade 641560 641560 44788 1388922 1388922 66467
Largest Losing Trade -24500 -24500 -21353 -165464 -126961 -165464
Avg Bars in Trades 27 44 10 27 44 10
Avg Bars in Winners 53 100 16 53 100 16
Avg Bars in Losers 15 23 6 15 23 6
Bars Traded 24776 20229 4547 24776 20229 4547
Profit Streak 6.1187 0 28.9521 6.1187 0 28.9521
Trades During Streak 1 0 3 1 0 3
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 309488 -3194 -580607 -579685 -79657 -583385
Evaluation Data
{
    "trading_pair": "ONE_USDT",
    "interval": "2h",
    "packets": 25000,
    "actual_packets": 24990,
    "evaluation_days": 2082.5,
    "actual_first_datapoint_time": 1578729600000,
    "first_datapoint_time": 1579024800000,
    "last_datapoint_time": 1758722400000,
    "evaluation_time": 1759027857902,
    "expiration_time": 1765199808000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "bbl",
        "factors": {
            "length": 152,
            "offset": 0,
            "std": 1.19148
        }
    },
    "second_band": {
        "type": "vwap",
        "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": [
        [
            723197.9585616246,
            889601.5168402863,
            -166403.5582786606,
            -92417.5527417675,
            634102.8432895902,
            -726520.3960313573
        ],
        [
            723.197959,
            889.601517,
            -166.403558,
            -92.417553,
            634.102843,
            -726.520396
        ],
        [
            0.347274,
            0.42718,
            -0.079906,
            -0.123781,
            0.095771,
            0
        ],
        [
            96.907216,
            96.907216,
            96.907216,
            96.907216,
            96.907216,
            96.907216
        ],
        [
            -350112,
            -245083,
            -277386,
            -1600691,
            -930431,
            -874027
        ],
        [
            1.265821,
            1.501186,
            0.824029,
            0.976333,
            1.258179,
            0.49857
        ],
        [
            907,
            453,
            454,
            907,
            453,
            454
        ],
        [
            281,
            126,
            155,
            281,
            126,
            155
        ],
        [
            626,
            327,
            299,
            626,
            327,
            299
        ],
        [
            30.981257,
            27.81457,
            34.140969,
            30.981257,
            27.81457,
            34.140969
        ],
        [
            2.819942,
            3.895934,
            1.589579,
            2.175034,
            3.265274,
            0.961758
        ],
        [
            641560,
            641560,
            44788,
            1388922,
            1388922,
            66467
        ],
        [
            -24500,
            -24500,
            -21353,
            -165464,
            -126961,
            -165464
        ],
        [
            27,
            44,
            10,
            27,
            44,
            10
        ],
        [
            53,
            100,
            16,
            53,
            100,
            16
        ],
        [
            15,
            23,
            6,
            15,
            23,
            6
        ],
        [
            24776,
            20229,
            4547,
            24776,
            20229,
            4547
        ],
        [
            6.118725,
            0,
            28.952059,
            6.118726,
            0,
            28.952059
        ],
        [
            1,
            0,
            3,
            1,
            0,
            3
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            309488,
            -3194,
            -580607,
            -579685,
            -79657,
            -583385
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "ONE_USDT",
    "interval": "2h",
    "packets": 25000,
    "actual_packets": 24990,
    "evaluation_days": 2082.5,
    "actual_first_datapoint_time": 1578729600000,
    "first_datapoint_time": 1579024800000,
    "last_datapoint_time": 1758722400000,
    "evaluation_time": 1759027857902,
    "expiration_time": 1765199808000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "bbl",
        "factors": {
            "length": 152,
            "offset": 0,
            "std": 1.19148
        }
    },
    "second_band": {
        "type": "vwap",
        "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)