← Back to list  ·  Browse strategies →  ·  Learning hub →

Trade: ONE/USDT/360/VWAP/JMA/9020

Strategy
ONE/USDT/360/VWAP/JMA/9020
Pair
ONE_USDT
Interval
6h
Score
697238
Daily Profit
0.928254
Profit Factor
4.163887
Profitability
46.206897
Streak
0.000000
Best Strategy
Training Data Length
2315.250000
Evaluation Time
2025-10-02 06:00
Expiration Time
2025-12-10 12:58

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 2149139.3989 1945339.6476 203799.7513 4462684.4922 6810891.521 -2348207.0288
Total P&L (%) 2149.1394 1945.3396 203.7998 4462.6845 6810.8915 -2348.207
Avg Daily Profit (%) 0.9283 0.8402 0.088 0.1652 0.1831 0
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -161530 -69280 -160507 -5122974 -2502272 -4962185
Profit Factor 4.1639 7.0884 1.5665 1.295 2.3862 0.7701
Total Trades 145 73 72 145 73 72
Winning Trades 67 29 38 67 29 38
Losing Trades 78 44 34 78 44 34
Profitability (%) 46.2069 39.726 52.7778 46.2069 39.726 52.7778
Ratio Avg Win / Avg Loss 4.8475 10.7548 1.4016 1.5076 3.6205 0.689
Largest Winning Trade 1519460 1519460 80075 4686963 4686963 3793929
Largest Losing Trade -92008 -39801 -92008 -4596209 -548140 -4596209
Avg Bars in Trades 61 52 69 61 52 69
Avg Bars in Winners 98 96 100 98 96 100
Avg Bars in Losers 29 24 35 29 24 35
Bars Traded 8877 3858 5019 8877 3858 5019
Profit Streak 0 0 18.6251 0 0 18.6251
Trades During Streak 0 0 1 0 0 1
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 697238 -54224 -151985 281269 -63514 -659036
Evaluation Data
{
    "trading_pair": "ONE_USDT",
    "interval": "6h",
    "packets": 25000,
    "actual_packets": 9261,
    "evaluation_days": 2315.25,
    "actual_first_datapoint_time": 1559347200000,
    "first_datapoint_time": 1562176800000,
    "last_datapoint_time": 1759363200000,
    "evaluation_time": 1759374006881,
    "expiration_time": 1765364328000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "vwap",
        "factors": {
            "length": 0,
            "offset": 131
        }
    },
    "second_band": {
        "type": "jma",
        "factors": {
            "length": 23,
            "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": [
        [
            2149139.3988838703,
            1945339.6476327295,
            203799.7512511418,
            4462684.492241655,
            6810891.521011804,
            -2348207.0287701543
        ],
        [
            2149.139399,
            1945.339648,
            203.799751,
            4462.684492,
            6810.891521,
            -2348.207029
        ],
        [
            0.928254,
            0.840229,
            0.088025,
            0.165151,
            0.183115,
            0
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -161530,
            -69280,
            -160507,
            -5122974,
            -2502272,
            -4962185
        ],
        [
            4.163887,
            7.088407,
            1.566494,
            1.295016,
            2.386223,
            0.770091
        ],
        [
            145,
            73,
            72,
            145,
            73,
            72
        ],
        [
            67,
            29,
            38,
            67,
            29,
            38
        ],
        [
            78,
            44,
            34,
            78,
            44,
            34
        ],
        [
            46.206897,
            39.726027,
            52.777778,
            46.206897,
            39.726027,
            52.777778
        ],
        [
            4.84751,
            10.754825,
            1.4016,
            1.507631,
            3.620476,
            0.689029
        ],
        [
            1519460,
            1519460,
            80075,
            4686963,
            4686963,
            3793929
        ],
        [
            -92008,
            -39801,
            -92008,
            -4596209,
            -548140,
            -4596209
        ],
        [
            61,
            52,
            69,
            61,
            52,
            69
        ],
        [
            98,
            96,
            100,
            98,
            96,
            100
        ],
        [
            29,
            24,
            35,
            29,
            24,
            35
        ],
        [
            8877,
            3858,
            5019,
            8877,
            3858,
            5019
        ],
        [
            0,
            0,
            18.62508,
            0,
            0,
            18.62508
        ],
        [
            0,
            0,
            1,
            0,
            0,
            1
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            697238,
            -54224,
            -151985,
            281269,
            -63514,
            -659036
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "ONE_USDT",
    "interval": "6h",
    "packets": 25000,
    "actual_packets": 9261,
    "evaluation_days": 2315.25,
    "actual_first_datapoint_time": 1559347200000,
    "first_datapoint_time": 1562176800000,
    "last_datapoint_time": 1759363200000,
    "evaluation_time": 1759374006881,
    "expiration_time": 1765364328000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "vwap",
        "factors": {
            "length": 0,
            "offset": 131
        }
    },
    "second_band": {
        "type": "jma",
        "factors": {
            "length": 23,
            "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)