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Trade: ONE/USDT/360/MIDPOINT/VWMA/2691

Strategy
ONE/USDT/360/MIDPOINT/VWMA/2691
Pair
ONE_USDT
Interval
6h
Score
583680
Daily Profit
0.377167
Profit Factor
3.146976
Profitability
54.545455
Streak
0.000000
Best Strategy
Training Data Length
2324.000000
Evaluation Time
2025-10-11 00:47
Expiration Time
2025-12-19 13:16

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 970559.2905 876537.143 94022.1475 1809553.5631 2896144.8814 -1086591.3183
Total P&L (%) 970.5593 876.5371 94.0221 1809.5536 2896.1449 -1086.5913
Avg Daily Profit (%) 0.4176 0.3772 0.0405 0.127 0.1464 0
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -152599 -113872 -164160 -2974602 -1799988 -2999631
Profit Factor 2.2858 3.147 1.2713 1.1738 1.5345 0.7824
Total Trades 87 44 43 87 44 43
Winning Trades 47 24 23 47 24 23
Losing Trades 40 20 20 40 20 20
Profitability (%) 54.023 54.5455 53.4884 54.023 54.5455 53.4884
Ratio Avg Win / Avg Loss 1.9454 2.6225 1.1055 0.999 1.2788 0.6803
Largest Winning Trade 358773 358773 80777 1771701 1771701 1038734
Largest Losing Trade -61446 -44537 -61446 -2008681 -972190 -2008681
Avg Bars in Trades 96 79 112 96 79 112
Avg Bars in Winners 104 76 133 104 76 133
Avg Bars in Losers 86 83 88 86 83 88
Bars Traded 8367 3509 4858 8367 3509 4858
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 540121 583680 -138452 -53326 179246 -580274
Evaluation Data
{
    "trading_pair": "ONE_USDT",
    "interval": "6h",
    "packets": 25000,
    "actual_packets": 9296,
    "evaluation_days": 2324,
    "actual_first_datapoint_time": 1559347200000,
    "first_datapoint_time": 1563667200000,
    "last_datapoint_time": 1760119200000,
    "evaluation_time": 1760132837485,
    "expiration_time": 1766143008000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "midpoint",
        "factors": {
            "length": 201,
            "offset": 0
        }
    },
    "second_band": {
        "type": "vwma",
        "factors": {
            "length": 65,
            "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": [
        [
            970559.290523008,
            876537.1430210954,
            94022.1475019126,
            1809553.5630829178,
            2896144.8813699894,
            -1086591.3182870713
        ],
        [
            970.559291,
            876.537143,
            94.022148,
            1809.553563,
            2896.144881,
            -1086.591318
        ],
        [
            0.417624,
            0.377167,
            0.040457,
            0.126993,
            0.146403,
            0
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -152599,
            -113872,
            -164160,
            -2974602,
            -1799988,
            -2999631
        ],
        [
            2.285791,
            3.146976,
            1.271294,
            1.173799,
            1.534516,
            0.782399
        ],
        [
            87,
            44,
            43,
            87,
            44,
            43
        ],
        [
            47,
            24,
            23,
            47,
            24,
            23
        ],
        [
            40,
            20,
            20,
            40,
            20,
            20
        ],
        [
            54.022989,
            54.545455,
            53.488372,
            54.022989,
            54.545455,
            53.488372
        ],
        [
            1.945354,
            2.62248,
            1.105473,
            0.998978,
            1.278763,
            0.680347
        ],
        [
            358773,
            358773,
            80777,
            1771701,
            1771701,
            1038734
        ],
        [
            -61446,
            -44537,
            -61446,
            -2008681,
            -972190,
            -2008681
        ],
        [
            96,
            79,
            112,
            96,
            79,
            112
        ],
        [
            104,
            76,
            133,
            104,
            76,
            133
        ],
        [
            86,
            83,
            88,
            86,
            83,
            88
        ],
        [
            8367,
            3509,
            4858,
            8367,
            3509,
            4858
        ],
        [
            0,
            0,
            0,
            0,
            0,
            0
        ],
        [
            0,
            0,
            0,
            0,
            0,
            0
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            540121,
            583680,
            -138452,
            -53326,
            179246,
            -580274
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "ONE_USDT",
    "interval": "6h",
    "packets": 25000,
    "actual_packets": 9296,
    "evaluation_days": 2324,
    "actual_first_datapoint_time": 1559347200000,
    "first_datapoint_time": 1563667200000,
    "last_datapoint_time": 1760119200000,
    "evaluation_time": 1760132837485,
    "expiration_time": 1766143008000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "midpoint",
        "factors": {
            "length": 201,
            "offset": 0
        }
    },
    "second_band": {
        "type": "vwma",
        "factors": {
            "length": 65,
            "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)