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Trade: ONE/USDT/240/BBU/VWMA/4877

Strategy
ONE/USDT/240/BBU/VWMA/4877
Pair
ONE_USDT
Interval
4h
Score
316491
Daily Profit
0.258969
Profit Factor
1.259813
Profitability
53.571429
Streak
0.000000
Best Strategy
Training Data Length
2307.170000
Evaluation Time
2025-09-26 13:54
Expiration Time
2025-12-02 19:09

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L -3348789.452 -4439.0591 -3344350.3928 -1260907.3568 38938270.4914 -40199177.8482
Total P&L (%) -3348.7895 -4.4391 -3344.3504 -1260.9074 38938.2705 -40199.1778
Avg Daily Profit (%) -1.4515 -0.0019 -1.4495 0 0.259 0
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -3596728 -63779 -3571932 -378447900 -61515464 -383374457
Profit Factor 0.275 0.9896 0.202 0.9979 1.2598 0.9112
Total Trades 167 84 83 167 84 83
Winning Trades 95 41 54 88 45 43
Losing Trades 72 43 29 79 39 40
Profitability (%) 56.8862 48.8095 65.0602 52.6946 53.5714 51.8072
Ratio Avg Win / Avg Loss 0.2084 1.0379 0.1085 0.8958 1.0918 0.8476
Largest Winning Trade 66272 41667 66272 342169761 46703881 342169761
Largest Losing Trade -3111587 -30660 -3111587 -61515464 -61515464 -59454022
Avg Bars in Trades 81 26 136 81 26 136
Avg Bars in Winners 64 23 94 66 23 112
Avg Bars in Losers 104 30 214 97 30 163
Bars Traded 13602 2258 11344 13602 2258 11344
Profit Streak 53.4548 99.1215 53.4548 0 0 0
Trades During Streak 3 2 1 0 0 0
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score -577603 -578667 -578317 -579553 316491 -580875

Evaluation Data

{
    "trading_pair": "ONE_USDT",
    "interval": "4h",
    "packets": 25000,
    "actual_packets": 13843,
    "evaluation_days": 2307.17,
    "actual_first_datapoint_time": 1559361600000,
    "first_datapoint_time": 1561176000000,
    "last_datapoint_time": 1758715200000,
    "evaluation_time": 1758884095157,
    "expiration_time": 1764695376000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}

Factors

{
    "first_band": {
        "type": "bbu",
        "factors": {
            "length": 39,
            "offset": 0,
            "std": 2.64399
        }
    },
    "second_band": {
        "type": "vwma",
        "factors": {
            "length": 127,
            "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": [
        [
            -3348789.4519517897,
            -4439.0591170884,
            -3344350.3928347006,
            -1260907.3568289916,
            38938270.491420306,
            -40199177.84824926
        ],
        [
            -3348.789452,
            -4.439059,
            -3344.350393,
            -1260.907357,
            38938.270491,
            -40199.177848
        ],
        [
            -1.451471,
            -0.001924,
            -1.449547,
            0,
            0.258969,
            0
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -3596728,
            -63779,
            -3571932,
            -378447900,
            -61515464,
            -383374457
        ],
        [
            0.274972,
            0.989622,
            0.202038,
            0.997907,
            1.259813,
            0.911156
        ],
        [
            167,
            84,
            83,
            167,
            84,
            83
        ],
        [
            95,
            41,
            54,
            88,
            45,
            43
        ],
        [
            72,
            43,
            29,
            79,
            39,
            40
        ],
        [
            56.886228,
            48.809524,
            65.060241,
            52.694611,
            53.571429,
            51.807229
        ],
        [
            0.208399,
            1.037896,
            0.108502,
            0.895848,
            1.091838,
            0.847587
        ],
        [
            66272,
            41667,
            66272,
            342169761,
            46703881,
            342169761
        ],
        [
            -3111587,
            -30660,
            -3111587,
            -61515464,
            -61515464,
            -59454022
        ],
        [
            81,
            26,
            136,
            81,
            26,
            136
        ],
        [
            64,
            23,
            94,
            66,
            23,
            112
        ],
        [
            104,
            30,
            214,
            97,
            30,
            163
        ],
        [
            13602,
            2258,
            11344,
            13602,
            2258,
            11344
        ],
        [
            53.454805,
            99.121472,
            53.454805,
            0,
            0,
            0
        ],
        [
            3,
            2,
            1,
            0,
            0,
            0
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            -577603,
            -578667,
            -578317,
            -579553,
            316491,
            -580875
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "ONE_USDT",
    "interval": "4h",
    "packets": 25000,
    "actual_packets": 13843,
    "evaluation_days": 2307.17,
    "actual_first_datapoint_time": 1559361600000,
    "first_datapoint_time": 1561176000000,
    "last_datapoint_time": 1758715200000,
    "evaluation_time": 1758884095157,
    "expiration_time": 1764695376000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "bbu",
        "factors": {
            "length": 39,
            "offset": 0,
            "std": 2.64399
        }
    },
    "second_band": {
        "type": "vwma",
        "factors": {
            "length": 127,
            "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)