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Trade: ONE/USDT/360/TEMA/VWAP/1667

Strategy
ONE/USDT/360/TEMA/VWAP/1667
Pair
ONE_USDT
Interval
6h
Score
302454
Daily Profit
0.473619
Profit Factor
1.782381
Profitability
30.903790
Streak
0.000000
Best Strategy
Training Data Length
2314.250000
Evaluation Time
2025-10-01 08:52
Expiration Time
2025-12-09 12:15

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 1096072.431 949649.28 146423.151 2515593.21 -1099405.508 3614998.718
Total P&L (%) 1096.0724 949.6493 146.4232 2515.5932 -1099.4055 3614.9987
Avg Daily Profit (%) 0.4736 0.4103 0.0633 0.1411 0 0.1563
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -117464 -128324 -169023 -5612681 -5443606 -1891504
Profit Factor 1.7824 2.231 1.2326 1.1181 0.9171 1.4499
Total Trades 343 172 171 343 172 171
Winning Trades 106 50 56 106 50 56
Losing Trades 237 122 115 237 122 115
Profitability (%) 30.9038 29.0698 32.7485 30.9038 29.0698 32.7485
Ratio Avg Win / Avg Loss 3.9851 5.4438 2.5312 2.4998 2.2378 2.9774
Largest Winning Trade 427167 427167 44947 3617950 3617950 1310246
Largest Losing Trade -43433 -43433 -23443 -2357945 -2357945 -713361
Avg Bars in Trades 26 29 23 26 29 23
Avg Bars in Winners 56 60 53 56 60 53
Avg Bars in Losers 12 16 8 12 16 8
Bars Traded 8975 5003 3972 8975 5003 3972
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 302454 101777 -113754 -99092 -589254 132632
Evaluation Data
{
    "trading_pair": "ONE_USDT",
    "interval": "6h",
    "packets": 25000,
    "actual_packets": 9257,
    "evaluation_days": 2314.25,
    "actual_first_datapoint_time": 1559347200000,
    "first_datapoint_time": 1562932800000,
    "last_datapoint_time": 1759276800000,
    "evaluation_time": 1759297940632,
    "expiration_time": 1765275336000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "tema",
        "factors": {
            "length": 167,
            "offset": 0
        }
    },
    "second_band": {
        "type": "vwap",
        "factors": {
            "length": 0,
            "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": [
        [
            1096072.430998576,
            949649.2800207031,
            146423.150977873,
            2515593.209950988,
            -1099405.5080273652,
            3614998.7179783536
        ],
        [
            1096.072431,
            949.64928,
            146.423151,
            2515.59321,
            -1099.405508,
            3614.998718
        ],
        [
            0.473619,
            0.410349,
            0.06327,
            0.141142,
            0,
            0.156327
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -117464,
            -128324,
            -169023,
            -5612681,
            -5443606,
            -1891504
        ],
        [
            1.782381,
            2.231046,
            1.232592,
            1.118072,
            0.917148,
            1.44985
        ],
        [
            343,
            172,
            171,
            343,
            172,
            171
        ],
        [
            106,
            50,
            56,
            106,
            50,
            56
        ],
        [
            237,
            122,
            115,
            237,
            122,
            115
        ],
        [
            30.90379,
            29.069767,
            32.748538,
            30.90379,
            29.069767,
            32.748538
        ],
        [
            3.985134,
            5.443751,
            2.531216,
            2.499841,
            2.237841,
            2.977371
        ],
        [
            427167,
            427167,
            44947,
            3617950,
            3617950,
            1310246
        ],
        [
            -43433,
            -43433,
            -23443,
            -2357945,
            -2357945,
            -713361
        ],
        [
            26,
            29,
            23,
            26,
            29,
            23
        ],
        [
            56,
            60,
            53,
            56,
            60,
            53
        ],
        [
            12,
            16,
            8,
            12,
            16,
            8
        ],
        [
            8975,
            5003,
            3972,
            8975,
            5003,
            3972
        ],
        [
            0,
            0,
            0,
            0,
            0,
            0
        ],
        [
            0,
            0,
            0,
            0,
            0,
            0
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            302454,
            101777,
            -113754,
            -99092,
            -589254,
            132632
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "ONE_USDT",
    "interval": "6h",
    "packets": 25000,
    "actual_packets": 9257,
    "evaluation_days": 2314.25,
    "actual_first_datapoint_time": 1559347200000,
    "first_datapoint_time": 1562932800000,
    "last_datapoint_time": 1759276800000,
    "evaluation_time": 1759297940632,
    "expiration_time": 1765275336000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "tema",
        "factors": {
            "length": 167,
            "offset": 0
        }
    },
    "second_band": {
        "type": "vwap",
        "factors": {
            "length": 0,
            "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)