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Trade: ONE/USDT/120/PWMA/VWMA/1566

Strategy
ONE/USDT/120/PWMA/VWMA/1566
Pair
ONE_USDT
Interval
2h
Score
412070
Daily Profit
0.352108
Profit Factor
1.412335
Profitability
45.502646
Streak
0.000000
Best Strategy
Training Data Length
2083.330000
Evaluation Time
2025-09-29 12:52
Expiration Time
2025-12-13 10:00

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 733556.4334 820735.4751 -87179.0416 -64828.9013 208103.2278 -272932.1291
Total P&L (%) 733.5564 820.7355 -87.179 -64.8289 208.1032 -272.9321
Avg Daily Profit (%) 0.3521 0.394 -0.0418 -0.0501 0.054 0
Buy And Hold Return (%) 77.842 77.842 77.842 77.842 77.842 77.842
Max Trade Drawdown -196506 -182537 -251321 -537980 -307362 -349274
Profit Factor 1.4123 1.9108 0.9007 0.9642 1.2282 0.6964
Total Trades 378 189 189 378 189 189
Winning Trades 172 82 90 172 82 90
Losing Trades 206 107 99 206 107 99
Profitability (%) 45.5026 43.3862 47.619 45.5026 43.3862 47.619
Ratio Avg Win / Avg Loss 1.6915 2.4933 0.9908 1.1548 1.6026 0.7661
Largest Winning Trade 553370 553370 46080 423004 423004 66330
Largest Losing Trade -40196 -37388 -40196 -210331 -116997 -210331
Avg Bars in Trades 65 69 60 65 69 60
Avg Bars in Winners 85 96 74 85 96 74
Avg Bars in Losers 48 49 47 48 49 47
Bars Traded 24667 13211 11456 24667 13211 11456
Profit Streak 0 0 0 0 0 0
Trades During Streak 0 0 0 0 0 0
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 412070 402681 -581269 -578884 -125553 -581269
Evaluation Data
{
    "trading_pair": "ONE_USDT",
    "interval": "2h",
    "packets": 25000,
    "actual_packets": 25000,
    "evaluation_days": 2083.33,
    "actual_first_datapoint_time": 1579068000000,
    "first_datapoint_time": 1580580000000,
    "last_datapoint_time": 1759132800000,
    "evaluation_time": 1759139562677,
    "expiration_time": 1765612800000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "pwma",
        "factors": {
            "length": 211,
            "offset": 0
        }
    },
    "second_band": {
        "type": "vwma",
        "factors": {
            "length": 162,
            "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": [
        [
            733556.4334164897,
            820735.4750635176,
            -87179.0416470275,
            -64828.9012806569,
            208103.2278349976,
            -272932.1291156547
        ],
        [
            733.556433,
            820.735475,
            -87.179042,
            -64.828901,
            208.103228,
            -272.932129
        ],
        [
            0.352108,
            0.393954,
            -0.041846,
            -0.050145,
            0.054027,
            0
        ],
        [
            77.842004,
            77.842004,
            77.842004,
            77.842004,
            77.842004,
            77.842004
        ],
        [
            -196506,
            -182537,
            -251321,
            -537980,
            -307362,
            -349274
        ],
        [
            1.412335,
            1.910778,
            0.900695,
            0.964205,
            1.228184,
            0.696442
        ],
        [
            378,
            189,
            189,
            378,
            189,
            189
        ],
        [
            172,
            82,
            90,
            172,
            82,
            90
        ],
        [
            206,
            107,
            99,
            206,
            107,
            99
        ],
        [
            45.502646,
            43.386243,
            47.619048,
            45.502646,
            43.386243,
            47.619048
        ],
        [
            1.691517,
            2.493332,
            0.990765,
            1.154803,
            1.602631,
            0.766087
        ],
        [
            553370,
            553370,
            46080,
            423004,
            423004,
            66330
        ],
        [
            -40196,
            -37388,
            -40196,
            -210331,
            -116997,
            -210331
        ],
        [
            65,
            69,
            60,
            65,
            69,
            60
        ],
        [
            85,
            96,
            74,
            85,
            96,
            74
        ],
        [
            48,
            49,
            47,
            48,
            49,
            47
        ],
        [
            24667,
            13211,
            11456,
            24667,
            13211,
            11456
        ],
        [
            0,
            0,
            0,
            0,
            0,
            0
        ],
        [
            0,
            0,
            0,
            0,
            0,
            0
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            412070,
            402681,
            -581269,
            -578884,
            -125553,
            -581269
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "ONE_USDT",
    "interval": "2h",
    "packets": 25000,
    "actual_packets": 25000,
    "evaluation_days": 2083.33,
    "actual_first_datapoint_time": 1579068000000,
    "first_datapoint_time": 1580580000000,
    "last_datapoint_time": 1759132800000,
    "evaluation_time": 1759139562677,
    "expiration_time": 1765612800000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "pwma",
        "factors": {
            "length": 211,
            "offset": 0
        }
    },
    "second_band": {
        "type": "vwma",
        "factors": {
            "length": 162,
            "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)