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Trade: ONE/USDT/360/VWMA/DEMA/9832

Strategy
ONE/USDT/360/VWMA/DEMA/9832
Pair
ONE_USDT
Interval
6h
Score
324199
Daily Profit
0.371120
Profit Factor
1.606257
Profitability
37.062937
Streak
0.000000
Best Strategy
Training Data Length
2322.500000
Evaluation Time
2025-10-09 11:08
Expiration Time
2025-12-18 00:12

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 861926.6383 770037.7606 91888.8777 332797.021 280464.0308 52332.9902
Total P&L (%) 861.9266 770.0378 91.8889 332.797 280.464 52.333
Avg Daily Profit (%) 0.3711 0.3316 0.0396 0.0631 0.0576 0.0181
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -165686 -131379 -192484 -2479643 -1910607 -1158946
Profit Factor 1.6063 2.1436 1.1228 1.0349 1.056 1.0116
Total Trades 286 143 143 286 143 143
Winning Trades 106 47 59 106 47 59
Losing Trades 180 96 84 180 96 84
Profitability (%) 37.0629 32.8671 41.2587 37.0629 32.8671 41.2587
Ratio Avg Win / Avg Loss 2.7276 4.3784 1.5985 1.7574 2.1569 1.4402
Largest Winning Trade 516674 516674 69699 825461 825461 411365
Largest Losing Trade -45313 -35690 -45313 -464283 -464283 -364028
Avg Bars in Trades 32 26 38 32 26 38
Avg Bars in Winners 57 47 66 57 47 66
Avg Bars in Losers 17 16 18 17 16 18
Bars Traded 9257 3818 5439 9257 3818 5439
Profit Streak 0 0 30.0892 0 0 30.0892
Trades During Streak 0 0 1 0 0 1
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 324199 240446 -227438 -293229 -280443 -380666
Evaluation Data
{
    "trading_pair": "ONE_USDT",
    "interval": "6h",
    "packets": 25000,
    "actual_packets": 9290,
    "evaluation_days": 2322.5,
    "actual_first_datapoint_time": 1559347200000,
    "first_datapoint_time": 1559930400000,
    "last_datapoint_time": 1759989600000,
    "evaluation_time": 1759997310250,
    "expiration_time": 1766009520000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "vwma",
        "factors": {
            "length": 28,
            "offset": 0
        }
    },
    "second_band": {
        "type": "dema",
        "factors": {
            "length": 28,
            "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": [
        [
            861926.6383384917,
            770037.7606162617,
            91888.8777222299,
            332797.0209869978,
            280464.0307548493,
            52332.9902321487
        ],
        [
            861.926638,
            770.037761,
            91.888878,
            332.797021,
            280.464031,
            52.33299
        ],
        [
            0.37112,
            0.331556,
            0.039565,
            0.063103,
            0.05755,
            0.018124
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -165686,
            -131379,
            -192484,
            -2479643,
            -1910607,
            -1158946
        ],
        [
            1.606257,
            2.143576,
            1.122787,
            1.034901,
            1.056005,
            1.011558
        ],
        [
            286,
            143,
            143,
            286,
            143,
            143
        ],
        [
            106,
            47,
            59,
            106,
            47,
            59
        ],
        [
            180,
            96,
            84,
            180,
            96,
            84
        ],
        [
            37.062937,
            32.867133,
            41.258741,
            37.062937,
            32.867133,
            41.258741
        ],
        [
            2.727606,
            4.378367,
            1.598544,
            1.757379,
            2.156947,
            1.440185
        ],
        [
            516674,
            516674,
            69699,
            825461,
            825461,
            411365
        ],
        [
            -45313,
            -35690,
            -45313,
            -464283,
            -464283,
            -364028
        ],
        [
            32,
            26,
            38,
            32,
            26,
            38
        ],
        [
            57,
            47,
            66,
            57,
            47,
            66
        ],
        [
            17,
            16,
            18,
            17,
            16,
            18
        ],
        [
            9257,
            3818,
            5439,
            9257,
            3818,
            5439
        ],
        [
            0,
            0,
            30.089239,
            0,
            0,
            30.089239
        ],
        [
            0,
            0,
            1,
            0,
            0,
            1
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            324199,
            240446,
            -227438,
            -293229,
            -280443,
            -380666
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "ONE_USDT",
    "interval": "6h",
    "packets": 25000,
    "actual_packets": 9290,
    "evaluation_days": 2322.5,
    "actual_first_datapoint_time": 1559347200000,
    "first_datapoint_time": 1559930400000,
    "last_datapoint_time": 1759989600000,
    "evaluation_time": 1759997310250,
    "expiration_time": 1766009520000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "vwma",
        "factors": {
            "length": 28,
            "offset": 0
        }
    },
    "second_band": {
        "type": "dema",
        "factors": {
            "length": 28,
            "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)