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Trade: ONE/USDT/360/BBL/VWAP/6326

Strategy
ONE/USDT/360/BBL/VWAP/6326
Pair
ONE_USDT
Interval
6h
Score
599845
Daily Profit
0.445519
Profit Factor
3.032274
Profitability
51.428571
Streak
87.326625
Best Strategy
Training Data Length
2307.750000
Evaluation Time
2025-09-26 16:50
Expiration Time
2025-12-02 19:34

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 1057946.7063 1028147.6081 29799.0983 357154.7829 250433.5133 106721.2696
Total P&L (%) 1057.9467 1028.1476 29.7991 357.1548 250.4335 106.7213
Avg Daily Profit (%) 0.4584 0.4455 0.0129 0.0659 0.0544 0.0315
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -221036 -217842 -23460 -6700353 -6705987 -896562
Profit Factor 2.8973 3.0323 1.5764 1.0295 1.0226 1.1047
Total Trades 71 35 36 71 35 36
Winning Trades 40 18 22 40 18 22
Losing Trades 31 17 14 31 17 14
Profitability (%) 56.338 51.4286 61.1111 56.338 51.4286 61.1111
Ratio Avg Win / Avg Loss 2.2454 2.8638 1.0032 0.7978 0.9658 0.703
Largest Winning Trade 597468 597468 14215 3659279 3659279 417416
Largest Losing Trade -67861 -67861 -13105 -3603990 -3603990 -497998
Avg Bars in Trades 114 229 2 114 229 2
Avg Bars in Winners 79 173 2 79 173 2
Avg Bars in Losers 159 288 3 159 288 3
Bars Traded 8124 8019 105 8124 8019 105
Profit Streak 87.3266 87.3266 363.8266 87.3266 87.3266 363.8266
Trades During Streak 3 1 4 3 1 4
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score -73037 599845 -173867 -383557 -316976 -254790

Evaluation Data

{
    "trading_pair": "ONE_USDT",
    "interval": "6h",
    "packets": 25000,
    "actual_packets": 9231,
    "evaluation_days": 2307.75,
    "actual_first_datapoint_time": 1559347200000,
    "first_datapoint_time": 1560103200000,
    "last_datapoint_time": 1758715200000,
    "evaluation_time": 1758894620371,
    "expiration_time": 1764696888000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}

Factors

{
    "first_band": {
        "type": "bbl",
        "factors": {
            "length": 31,
            "offset": 184,
            "std": 4.38201
        }
    },
    "second_band": {
        "type": "vwap",
        "factors": {
            "length": 0,
            "offset": 35
        }
    }
}
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": [
        [
            1057946.7063146846,
            1028147.6080581739,
            29799.0982565104,
            357154.7829140794,
            250433.5133062642,
            106721.2696078145
        ],
        [
            1057.946706,
            1028.147608,
            29.799098,
            357.154783,
            250.433513,
            106.72127
        ],
        [
            0.458432,
            0.445519,
            0.012913,
            0.06588,
            0.054353,
            0.031473
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -221036,
            -217842,
            -23460,
            -6700353,
            -6705987,
            -896562
        ],
        [
            2.897287,
            3.032274,
            1.576383,
            1.029471,
            1.022563,
            1.104698
        ],
        [
            71,
            35,
            36,
            71,
            35,
            36
        ],
        [
            40,
            18,
            22,
            40,
            18,
            22
        ],
        [
            31,
            17,
            14,
            31,
            17,
            14
        ],
        [
            56.338028,
            51.428571,
            61.111111,
            56.338028,
            51.428571,
            61.111111
        ],
        [
            2.245398,
            2.863814,
            1.003153,
            0.79784,
            0.965754,
            0.70299
        ],
        [
            597468,
            597468,
            14215,
            3659279,
            3659279,
            417416
        ],
        [
            -67861,
            -67861,
            -13105,
            -3603990,
            -3603990,
            -497998
        ],
        [
            114,
            229,
            2,
            114,
            229,
            2
        ],
        [
            79,
            173,
            2,
            79,
            173,
            2
        ],
        [
            159,
            288,
            3,
            159,
            288,
            3
        ],
        [
            8124,
            8019,
            105,
            8124,
            8019,
            105
        ],
        [
            87.326625,
            87.326625,
            363.826625,
            87.326625,
            87.326625,
            363.826625
        ],
        [
            3,
            1,
            4,
            3,
            1,
            4
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            -73037,
            599845,
            -173867,
            -383557,
            -316976,
            -254790
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "ONE_USDT",
    "interval": "6h",
    "packets": 25000,
    "actual_packets": 9231,
    "evaluation_days": 2307.75,
    "actual_first_datapoint_time": 1559347200000,
    "first_datapoint_time": 1560103200000,
    "last_datapoint_time": 1758715200000,
    "evaluation_time": 1758894620371,
    "expiration_time": 1764696888000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "bbl",
        "factors": {
            "length": 31,
            "offset": 184,
            "std": 4.38201
        }
    },
    "second_band": {
        "type": "vwap",
        "factors": {
            "length": 0,
            "offset": 35
        }
    }
}

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)