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Trade: ONE/USDT/120/VWMA/SWMA/4566

Strategy
ONE/USDT/120/VWMA/SWMA/4566
Pair
ONE_USDT
Interval
2h
Score
432531
Daily Profit
0.333480
Profit Factor
1.695797
Profitability
46.875000
Streak
0.000000
Best Strategy
Training Data Length
2083.330000
Evaluation Time
2025-10-03 02:43
Expiration Time
2025-12-17 00:00

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 694748.5841 660773.512 33975.0721 672302.7454 1958958.4437 -1286655.6984
Total P&L (%) 694.7486 660.7735 33.9751 672.3027 1958.9584 -1286.6557
Avg Daily Profit (%) 0.3335 0.3172 0.0163 0.0982 0.1453 0
Buy And Hold Return (%) 61.8671 61.8671 61.8671 61.8671 61.8671 61.8671
Max Trade Drawdown -86482 -107715 -127751 -2145079 -1552470 -1698207
Profit Factor 1.6958 2.3931 1.0648 1.0509 1.2879 0.7987
Total Trades 160 80 80 160 80 80
Winning Trades 75 35 40 75 35 40
Losing Trades 85 45 40 85 45 40
Profitability (%) 46.875 43.75 50 46.875 43.75 50
Ratio Avg Win / Avg Loss 1.9219 3.0769 1.0648 1.1911 1.6559 0.7987
Largest Winning Trade 217152 217152 83376 1297121 1297121 856760
Largest Losing Trade -45251 -29313 -45251 -757902 -757902 -691334
Avg Bars in Trades 153 129 176 153 129 176
Avg Bars in Winners 204 158 245 204 158 245
Avg Bars in Losers 107 107 108 107 107 108
Bars Traded 24495 10361 14134 24495 10361 14134
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 432531 -8290 -505527 -226356 -19430 -600236
Evaluation Data
{
    "trading_pair": "ONE_USDT",
    "interval": "2h",
    "packets": 25000,
    "actual_packets": 25000,
    "evaluation_days": 2083.33,
    "actual_first_datapoint_time": 1579377600000,
    "first_datapoint_time": 1581098400000,
    "last_datapoint_time": 1759442400000,
    "evaluation_time": 1759448622718,
    "expiration_time": 1765922400000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "vwma",
        "factors": {
            "length": 240,
            "offset": 0
        }
    },
    "second_band": {
        "type": "swma",
        "factors": {
            "length": 93,
            "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": [
        [
            694748.584058798,
            660773.5119781868,
            33975.0720806113,
            672302.7453671963,
            1958958.4437341627,
            -1286655.6983669652
        ],
        [
            694.748584,
            660.773512,
            33.975072,
            672.302745,
            1958.958444,
            -1286.655698
        ],
        [
            0.33348,
            0.317172,
            0.016308,
            0.09817,
            0.145295,
            0
        ],
        [
            61.867089,
            61.867089,
            61.867089,
            61.867089,
            61.867089,
            61.867089
        ],
        [
            -86482,
            -107715,
            -127751,
            -2145079,
            -1552470,
            -1698207
        ],
        [
            1.695797,
            2.393117,
            1.064816,
            1.050949,
            1.287939,
            0.798712
        ],
        [
            160,
            80,
            80,
            160,
            80,
            80
        ],
        [
            75,
            35,
            40,
            75,
            35,
            40
        ],
        [
            85,
            45,
            40,
            85,
            45,
            40
        ],
        [
            46.875,
            43.75,
            50,
            46.875,
            43.75,
            50
        ],
        [
            1.921903,
            3.076865,
            1.064816,
            1.191076,
            1.655922,
            0.798712
        ],
        [
            217152,
            217152,
            83376,
            1297121,
            1297121,
            856760
        ],
        [
            -45251,
            -29313,
            -45251,
            -757902,
            -757902,
            -691334
        ],
        [
            153,
            129,
            176,
            153,
            129,
            176
        ],
        [
            204,
            158,
            245,
            204,
            158,
            245
        ],
        [
            107,
            107,
            108,
            107,
            107,
            108
        ],
        [
            24495,
            10361,
            14134,
            24495,
            10361,
            14134
        ],
        [
            0,
            0,
            0,
            0,
            0,
            0
        ],
        [
            0,
            0,
            0,
            0,
            0,
            0
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            432531,
            -8290,
            -505527,
            -226356,
            -19430,
            -600236
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "ONE_USDT",
    "interval": "2h",
    "packets": 25000,
    "actual_packets": 25000,
    "evaluation_days": 2083.33,
    "actual_first_datapoint_time": 1579377600000,
    "first_datapoint_time": 1581098400000,
    "last_datapoint_time": 1759442400000,
    "evaluation_time": 1759448622718,
    "expiration_time": 1765922400000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "vwma",
        "factors": {
            "length": 240,
            "offset": 0
        }
    },
    "second_band": {
        "type": "swma",
        "factors": {
            "length": 93,
            "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)