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Trade: ONE/USDT/240/VWMA/MIDPOINT/9954

Strategy
ONE/USDT/240/VWMA/MIDPOINT/9954
Pair
ONE_USDT
Interval
4h
Score
661686
Daily Profit
0.831505
Profit Factor
7.629707
Profitability
40.000000
Streak
45.901766
Best Strategy
Training Data Length
2316.330000
Evaluation Time
2025-10-03 20:38
Expiration Time
2025-12-12 05:45

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 2105949.5313 1926040.3135 179909.2178 9198562.6725 5183853.1335 4014709.539
Total P&L (%) 2105.9495 1926.0403 179.9092 9198.5627 5183.8531 4014.7095
Avg Daily Profit (%) 0.9092 0.8315 0.0777 0.1959 0.1714 0.1606
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -83244 -112448 -85827 -3156106 -3618229 -1851921
Profit Factor 5.0244 7.6297 1.7729 1.6364 1.5956 1.6982
Total Trades 69 35 34 69 35 34
Winning Trades 31 14 17 31 14 17
Losing Trades 38 21 17 38 21 17
Profitability (%) 44.9275 40 50 44.9275 40 50
Ratio Avg Win / Avg Loss 6.1589 11.4446 1.7729 2.0059 2.3934 1.6982
Largest Winning Trade 1591812 1591812 79475 3823628 3409837 3823628
Largest Losing Trade -42923 -42923 -32368 -1933162 -1933162 -1652451
Avg Bars in Trades 192 176 209 192 176 209
Avg Bars in Winners 296 297 295 296 297 295
Avg Bars in Losers 107 95 122 107 95 122
Bars Traded 13290 6176 7114 13290 6176 7114
Profit Streak 45.9018 45.9018 80.9018 45.9018 45.9018 80.9018
Trades During Streak 2 1 1 2 1 1
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score -86188 661686 -85343 -96161 268319 412538
Evaluation Data
{
    "trading_pair": "ONE_USDT",
    "interval": "4h",
    "packets": 25000,
    "actual_packets": 13898,
    "evaluation_days": 2316.33,
    "actual_first_datapoint_time": 1559361600000,
    "first_datapoint_time": 1563048000000,
    "last_datapoint_time": 1759507200000,
    "evaluation_time": 1759513112548,
    "expiration_time": 1765511136000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "vwma",
        "factors": {
            "length": 197,
            "offset": 60
        }
    },
    "second_band": {
        "type": "midpoint",
        "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": [
        [
            2105949.5313432864,
            1926040.3135446396,
            179909.2177986476,
            9198562.672498597,
            5183853.13353833,
            4014709.5389602664
        ],
        [
            2105.949531,
            1926.040314,
            179.909218,
            9198.562672,
            5183.853134,
            4014.709539
        ],
        [
            0.909175,
            0.831505,
            0.07767,
            0.195865,
            0.171419,
            0.160605
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -83244,
            -112448,
            -85827,
            -3156106,
            -3618229,
            -1851921
        ],
        [
            5.024401,
            7.629707,
            1.772877,
            1.636389,
            1.595581,
            1.698156
        ],
        [
            69,
            35,
            34,
            69,
            35,
            34
        ],
        [
            31,
            14,
            17,
            31,
            14,
            17
        ],
        [
            38,
            21,
            17,
            38,
            21,
            17
        ],
        [
            44.927536,
            40,
            50,
            44.927536,
            40,
            50
        ],
        [
            6.158944,
            11.444561,
            1.772877,
            2.005896,
            2.393371,
            1.698156
        ],
        [
            1591812,
            1591812,
            79475,
            3823628,
            3409837,
            3823628
        ],
        [
            -42923,
            -42923,
            -32368,
            -1933162,
            -1933162,
            -1652451
        ],
        [
            192,
            176,
            209,
            192,
            176,
            209
        ],
        [
            296,
            297,
            295,
            296,
            297,
            295
        ],
        [
            107,
            95,
            122,
            107,
            95,
            122
        ],
        [
            13290,
            6176,
            7114,
            13290,
            6176,
            7114
        ],
        [
            45.901765,
            45.901766,
            80.901766,
            45.901766,
            45.901766,
            80.901766
        ],
        [
            2,
            1,
            1,
            2,
            1,
            1
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            -86188,
            661686,
            -85343,
            -96161,
            268319,
            412538
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "ONE_USDT",
    "interval": "4h",
    "packets": 25000,
    "actual_packets": 13898,
    "evaluation_days": 2316.33,
    "actual_first_datapoint_time": 1559361600000,
    "first_datapoint_time": 1563048000000,
    "last_datapoint_time": 1759507200000,
    "evaluation_time": 1759513112548,
    "expiration_time": 1765511136000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "vwma",
        "factors": {
            "length": 197,
            "offset": 60
        }
    },
    "second_band": {
        "type": "midpoint",
        "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)