← Back to list  ·  Browse strategies →  ·  Learning hub →

Trade: ONE/USDT/120/VWAP/HILO/5629

Strategy
ONE/USDT/120/VWAP/HILO/5629
Pair
ONE_USDT
Interval
2h
Score
604010
Daily Profit
0.590790
Profit Factor
2.328201
Profitability
48.880597
Streak
0.000000
Best Strategy
Training Data Length
2082.500000
Evaluation Time
2025-09-26 09:56
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 1230319.8515 1012288.8741 218030.9774 26676852.3287 -5253059.3503 31929911.679
Total P&L (%) 1230.3199 1012.2889 218.031 26676.8523 -5253.0594 31929.9117
Avg Daily Profit (%) 0.5908 0.4861 0.1047 0.2688 0 0.2774
Buy And Hold Return (%) 84.3629 84.3629 84.3629 84.3629 84.3629 84.3629
Max Trade Drawdown -108773 -111360 -77823 -86022707 -61171179 -47020258
Profit Factor 2.3282 3.0987 1.4911 1.0918 0.9674 1.2461
Total Trades 268 134 134 268 134 134
Winning Trades 131 59 72 131 59 72
Losing Trades 137 75 62 137 75 62
Profitability (%) 48.8806 44.0299 53.7313 48.8806 44.0299 53.7313
Ratio Avg Win / Avg Loss 2.4348 3.939 1.284 1.1418 1.2297 1.073
Largest Winning Trade 306811 306811 65379 32928841 32928841 24876480
Largest Losing Trade -35573 -35573 -31868 -19666756 -19666756 -12090913
Avg Bars in Trades 91 82 99 91 82 99
Avg Bars in Winners 133 135 131 133 135 131
Avg Bars in Losers 51 41 63 51 41 63
Bars Traded 24449 11051 13398 24449 11051 13398
Profit Streak 0 0 8.039 0 0 8.039
Trades During Streak 0 0 1 0 0 1
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 604010 499785 -54479 -109982 -581631 338870

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": 1580414400000,
    "last_datapoint_time": 1758722400000,
    "evaluation_time": 1758869766816,
    "expiration_time": 1765199808000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}

Factors

{
    "first_band": {
        "type": "vwap",
        "factors": {
            "length": 0,
            "offset": 234
        }
    },
    "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": [
        [
            1230319.8514508333,
            1012288.8740908196,
            218030.9773600128,
            26676852.328718305,
            -5253059.350328056,
            31929911.67904638
        ],
        [
            1230.319851,
            1012.288874,
            218.030977,
            26676.852329,
            -5253.05935,
            31929.911679
        ],
        [
            0.59079,
            0.486093,
            0.104697,
            0.268794,
            0,
            0.277419
        ],
        [
            84.362934,
            84.362934,
            84.362934,
            84.362934,
            84.362934,
            84.362934
        ],
        [
            -108773,
            -111360,
            -77823,
            -86022707,
            -61171179,
            -47020258
        ],
        [
            2.328201,
            3.098696,
            1.491101,
            1.091775,
            0.967356,
            1.246073
        ],
        [
            268,
            134,
            134,
            268,
            134,
            134
        ],
        [
            131,
            59,
            72,
            131,
            59,
            72
        ],
        [
            137,
            75,
            62,
            137,
            75,
            62
        ],
        [
            48.880597,
            44.029851,
            53.731343,
            48.880597,
            44.029851,
            53.731343
        ],
        [
            2.434836,
            3.939021,
            1.284004,
            1.14178,
            1.22969,
            1.073008
        ],
        [
            306811,
            306811,
            65379,
            32928841,
            32928841,
            24876480
        ],
        [
            -35573,
            -35573,
            -31868,
            -19666756,
            -19666756,
            -12090913
        ],
        [
            91,
            82,
            99,
            91,
            82,
            99
        ],
        [
            133,
            135,
            131,
            133,
            135,
            131
        ],
        [
            51,
            41,
            63,
            51,
            41,
            63
        ],
        [
            24449,
            11051,
            13398,
            24449,
            11051,
            13398
        ],
        [
            0,
            0,
            8.038968,
            0,
            0,
            8.038968
        ],
        [
            0,
            0,
            1,
            0,
            0,
            1
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            604010,
            499785,
            -54479,
            -109982,
            -581631,
            338870
        ]
    ]
}
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": 1580414400000,
    "last_datapoint_time": 1758722400000,
    "evaluation_time": 1758869766816,
    "expiration_time": 1765199808000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "vwap",
        "factors": {
            "length": 0,
            "offset": 234
        }
    },
    "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)