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Trade: ONE/USDT/360/VWMA/HMA/7588

Strategy
ONE/USDT/360/VWMA/HMA/7588
Pair
ONE_USDT
Interval
6h
Score
646252
Daily Profit
0.380371
Profit Factor
4.100335
Profitability
59.090909
Streak
0.000000
Best Strategy
Training Data Length
2307.750000
Evaluation Time
2025-09-26 08:07
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 952187.3849 877801.7643 74385.6206 -1105928.9491 13893395.3932 -14999324.3423
Total P&L (%) 952.1874 877.8018 74.3856 -1105.9289 13893.3954 -14999.3243
Avg Daily Profit (%) 0.4126 0.3804 0.0322 0 0.2143 0
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -192936 -89034 -163019 -16313725 -1714474 -16338544
Profit Factor 2.3042 4.1003 1.1664 0.9568 4.0112 0.2857
Total Trades 87 44 43 87 44 43
Winning Trades 52 26 26 51 26 25
Losing Trades 35 18 17 36 18 18
Profitability (%) 59.7701 59.0909 60.4651 58.6207 59.0909 58.1395
Ratio Avg Win / Avg Loss 1.5509 2.8387 0.7627 0.6754 2.777 0.2057
Largest Winning Trade 297641 297641 81331 5626126 5626126 827892
Largest Losing Trade -133639 -37130 -133639 -14356301 -663884 -14356301
Avg Bars in Trades 95 71 121 95 71 121
Avg Bars in Winners 104 72 136 103 76 131
Avg Bars in Losers 82 68 97 84 63 106
Bars Traded 8329 3124 5204 8329 3124 5204
Profit Streak 0 0 0 149.4639 150.2139 149.4639
Trades During Streak 0 0 0 3 2 1
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 566678 646252 -187540 -578076 627480 -579098

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": 1564077600000,
    "last_datapoint_time": 1758715200000,
    "evaluation_time": 1758863276613,
    "expiration_time": 1764696888000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}

Factors

{
    "first_band": {
        "type": "vwma",
        "factors": {
            "length": 70,
            "offset": 0
        }
    },
    "second_band": {
        "type": "hma",
        "factors": {
            "length": 207,
            "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": [
        [
            952187.3849320204,
            877801.7643054073,
            74385.620626612,
            -1105928.949144572,
            13893395.39316017,
            -14999324.342304744
        ],
        [
            952.187385,
            877.801764,
            74.385621,
            -1105.928949,
            13893.395393,
            -14999.324342
        ],
        [
            0.412604,
            0.380371,
            0.032233,
            0,
            0.214341,
            0
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -192936,
            -89034,
            -163019,
            -16313725,
            -1714474,
            -16338544
        ],
        [
            2.304235,
            4.100335,
            1.166432,
            0.956822,
            4.011183,
            0.285728
        ],
        [
            87,
            44,
            43,
            87,
            44,
            43
        ],
        [
            52,
            26,
            26,
            51,
            26,
            25
        ],
        [
            35,
            18,
            17,
            36,
            18,
            18
        ],
        [
            59.770115,
            59.090909,
            60.465116,
            58.62069,
            59.090909,
            58.139535
        ],
        [
            1.550928,
            2.838693,
            0.762667,
            0.675404,
            2.776973,
            0.205724
        ],
        [
            297641,
            297641,
            81331,
            5626126,
            5626126,
            827892
        ],
        [
            -133639,
            -37130,
            -133639,
            -14356301,
            -663884,
            -14356301
        ],
        [
            95,
            71,
            121,
            95,
            71,
            121
        ],
        [
            104,
            72,
            136,
            103,
            76,
            131
        ],
        [
            82,
            68,
            97,
            84,
            63,
            106
        ],
        [
            8329,
            3124,
            5204,
            8329,
            3124,
            5204
        ],
        [
            0,
            0,
            0,
            149.46385,
            150.21385,
            149.46385
        ],
        [
            0,
            0,
            0,
            3,
            2,
            1
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            566678,
            646252,
            -187540,
            -578076,
            627480,
            -579098
        ]
    ]
}
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": 1564077600000,
    "last_datapoint_time": 1758715200000,
    "evaluation_time": 1758863276613,
    "expiration_time": 1764696888000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "vwma",
        "factors": {
            "length": 70,
            "offset": 0
        }
    },
    "second_band": {
        "type": "hma",
        "factors": {
            "length": 207,
            "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)