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Trade: ONE/USDT/360/HILO/VWMA/2723

Strategy
ONE/USDT/360/HILO/VWMA/2723
Pair
ONE_USDT
Interval
6h
Score
392084
Daily Profit
0.512899
Profit Factor
1.642828
Profitability
35.269710
Streak
0.000000
Best Strategy
Training Data Length
2307.750000
Evaluation Time
2025-09-26 16:46
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 1183642.0421 983898.0059 199744.0361 3677226.1526 889943.5205 2787282.6321
Total P&L (%) 1183.642 983.898 199.744 3677.2262 889.9435 2787.2826
Avg Daily Profit (%) 0.5129 0.4263 0.0866 0.1575 0.0994 0.1458
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -96871 -98535 -245578 -2871397 -2302705 -1379858
Profit Factor 1.6428 2.0624 1.2183 1.2608 1.1081 1.4749
Total Trades 482 241 241 482 241 241
Winning Trades 170 73 97 170 73 97
Losing Trades 312 168 144 312 168 144
Profitability (%) 35.2697 30.2905 40.249 35.2697 30.2905 40.249
Ratio Avg Win / Avg Loss 3.0151 4.7463 1.8085 2.3139 2.5502 2.1895
Largest Winning Trade 489216 489216 60657 1636640 1636640 765630
Largest Losing Trade -24720 -18754 -24720 -739382 -739382 -545592
Avg Bars in Trades 19 18 19 19 18 19
Avg Bars in Winners 34 39 31 34 39 31
Avg Bars in Losers 10 9 10 10 9 10
Bars Traded 9176 4526 4650 9176 4526 4650
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 392084 259609 -79514 205121 -167057 54097

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": 1559779200000,
    "last_datapoint_time": 1758715200000,
    "evaluation_time": 1758894391936,
    "expiration_time": 1764696888000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}

Factors

{
    "first_band": {
        "type": "hilo",
        "factors": {
            "length": 0,
            "offset": 0
        }
    },
    "second_band": {
        "type": "vwma",
        "factors": {
            "length": 13,
            "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": [
        [
            1183642.0420650498,
            983898.0059361011,
            199744.036128949,
            3677226.152594052,
            889943.520466886,
            2787282.6321271616
        ],
        [
            1183.642042,
            983.898006,
            199.744036,
            3677.226153,
            889.94352,
            2787.282632
        ],
        [
            0.512899,
            0.426345,
            0.086554,
            0.157488,
            0.099388,
            0.145828
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -96871,
            -98535,
            -245578,
            -2871397,
            -2302705,
            -1379858
        ],
        [
            1.642828,
            2.062391,
            1.218255,
            1.260766,
            1.108102,
            1.474898
        ],
        [
            482,
            241,
            241,
            482,
            241,
            241
        ],
        [
            170,
            73,
            97,
            170,
            73,
            97
        ],
        [
            312,
            168,
            144,
            312,
            168,
            144
        ],
        [
            35.26971,
            30.290456,
            40.248963,
            35.26971,
            30.290456,
            40.248963
        ],
        [
            3.015072,
            4.746323,
            1.808543,
            2.313876,
            2.550153,
            2.189539
        ],
        [
            489216,
            489216,
            60657,
            1636640,
            1636640,
            765630
        ],
        [
            -24720,
            -18754,
            -24720,
            -739382,
            -739382,
            -545592
        ],
        [
            19,
            18,
            19,
            19,
            18,
            19
        ],
        [
            34,
            39,
            31,
            34,
            39,
            31
        ],
        [
            10,
            9,
            10,
            10,
            9,
            10
        ],
        [
            9176,
            4526,
            4650,
            9176,
            4526,
            4650
        ],
        [
            0,
            0,
            0,
            0,
            0,
            0
        ],
        [
            0,
            0,
            0,
            0,
            0,
            0
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            392084,
            259609,
            -79514,
            205121,
            -167057,
            54097
        ]
    ]
}
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": 1559779200000,
    "last_datapoint_time": 1758715200000,
    "evaluation_time": 1758894391936,
    "expiration_time": 1764696888000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "hilo",
        "factors": {
            "length": 0,
            "offset": 0
        }
    },
    "second_band": {
        "type": "vwma",
        "factors": {
            "length": 13,
            "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)