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Trade: ONE/USDT/360/VWMA/KCB/7156

Strategy
ONE/USDT/360/VWMA/KCB/7156
Pair
ONE_USDT
Interval
6h
Score
763977
Daily Profit
0.854625
Profit Factor
7.008452
Profitability
48.648649
Streak
0.000000
Best Strategy
Training Data Length
2319.000000
Evaluation Time
2025-10-05 23:16
Expiration Time
2025-12-14 09:40

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 2025550.6018 1981876.006 43674.5958 -3689254.9888 10605142.205 -14294397.1938
Total P&L (%) 2025.5506 1981.876 43.6746 -3689.255 10605.1422 -14294.3972
Avg Daily Profit (%) 0.8735 0.8546 0.0188 0 0.2017 0
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -283456 -100806 -246627 -53983354 -32204330 -34417438
Profit Factor 3.6013 7.0085 1.0973 0.972 1.1666 0.7905
Total Trades 73 37 36 73 37 36
Winning Trades 38 18 20 37 19 18
Losing Trades 35 19 16 36 18 18
Profitability (%) 52.0548 48.6486 55.5556 50.6849 51.3514 50
Ratio Avg Win / Avg Loss 3.317 7.3978 0.8778 0.9458 1.1052 0.7905
Largest Winning Trade 1577378 1577378 66011 23684012 23684012 11387280
Largest Losing Trade -152381 -34065 -152381 -14007360 -14007360 -10555584
Avg Bars in Trades 113 96 131 113 96 131
Avg Bars in Winners 144 109 175 139 119 159
Avg Bars in Losers 80 83 77 87 71 104
Bars Traded 8307 3560 4747 8307 3560 4747
Profit Streak 0 0 304.5948 85.0948 302.3448 0
Trades During Streak 0 0 3 1 3 0
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score -56012 763977 -282680 -656408 -27654 -580780
Evaluation Data
{
    "trading_pair": "ONE_USDT",
    "interval": "6h",
    "packets": 25000,
    "actual_packets": 9276,
    "evaluation_days": 2319,
    "actual_first_datapoint_time": 1559347200000,
    "first_datapoint_time": 1562781600000,
    "last_datapoint_time": 1759687200000,
    "evaluation_time": 1759695394848,
    "expiration_time": 1765698048000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "vwma",
        "factors": {
            "length": 160,
            "offset": 0
        }
    },
    "second_band": {
        "type": "kcb",
        "factors": {
            "length": 109,
            "offset": 0,
            "scalar": 3
        }
    }
}
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": [
        [
            2025550.601762821,
            1981876.0059657912,
            43674.5957970283,
            -3689254.9888326842,
            10605142.20499874,
            -14294397.193831433
        ],
        [
            2025.550602,
            1981.876006,
            43.674596,
            -3689.254989,
            10605.142205,
            -14294.397194
        ],
        [
            0.873459,
            0.854625,
            0.018833,
            0,
            0.201726,
            0
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -283456,
            -100806,
            -246627,
            -53983354,
            -32204330,
            -34417438
        ],
        [
            3.601295,
            7.008452,
            1.097309,
            0.972026,
            1.16663,
            0.790514
        ],
        [
            73,
            37,
            36,
            73,
            37,
            36
        ],
        [
            38,
            18,
            20,
            37,
            19,
            18
        ],
        [
            35,
            19,
            16,
            36,
            18,
            18
        ],
        [
            52.054795,
            48.648649,
            55.555556,
            50.684932,
            51.351351,
            50
        ],
        [
            3.316983,
            7.39781,
            0.877848,
            0.945755,
            1.105229,
            0.790514
        ],
        [
            1577378,
            1577378,
            66011,
            23684012,
            23684012,
            11387280
        ],
        [
            -152381,
            -34065,
            -152381,
            -14007360,
            -14007360,
            -10555584
        ],
        [
            113,
            96,
            131,
            113,
            96,
            131
        ],
        [
            144,
            109,
            175,
            139,
            119,
            159
        ],
        [
            80,
            83,
            77,
            87,
            71,
            104
        ],
        [
            8307,
            3560,
            4747,
            8307,
            3560,
            4747
        ],
        [
            0,
            0,
            304.594848,
            85.094848,
            302.344848,
            0
        ],
        [
            0,
            0,
            3,
            1,
            3,
            0
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            -56012,
            763977,
            -282680,
            -656408,
            -27654,
            -580780
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "ONE_USDT",
    "interval": "6h",
    "packets": 25000,
    "actual_packets": 9276,
    "evaluation_days": 2319,
    "actual_first_datapoint_time": 1559347200000,
    "first_datapoint_time": 1562781600000,
    "last_datapoint_time": 1759687200000,
    "evaluation_time": 1759695394848,
    "expiration_time": 1765698048000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "vwma",
        "factors": {
            "length": 160,
            "offset": 0
        }
    },
    "second_band": {
        "type": "kcb",
        "factors": {
            "length": 109,
            "offset": 0,
            "scalar": 3
        }
    }
}

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)