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Trade: ONE/USDT/360/VWMA/RMA/5184

Strategy
ONE/USDT/360/VWMA/RMA/5184
Pair
ONE_USDT
Interval
6h
Score
660313
Daily Profit
0.203878
Profit Factor
10.727138
Profitability
63.636364
Streak
0.000000
Best Strategy
Training Data Length
2307.750000
Evaluation Time
2025-09-28 04:39
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 -1808495.6144 -100667.5361 -1707828.0784 -112541.1119 10896905.5363 -11009446.6482
Total P&L (%) -1808.4956 -100.6675 -1707.8281 -112.5411 10896.9055 -11009.4466
Avg Daily Profit (%) -0.7837 -0.0436 -0.74 0 0.2039 0
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -1933495 -234739 -1784086 -14818131 -905582 -16705540
Profit Factor 0.2521 0.7384 0.1601 0.9938 10.7271 0.3528
Total Trades 67 33 34 67 33 34
Winning Trades 41 17 24 35 21 14
Losing Trades 26 16 10 32 12 20
Profitability (%) 61.194 51.5152 70.5882 52.2388 63.6364 41.1765
Ratio Avg Win / Avg Loss 0.1599 0.6949 0.0667 0.9086 6.1298 0.5041
Largest Winning Trade 53545 53545 34614 6809732 6809732 1712218
Largest Losing Trade -1354133 -79434 -1354133 -13335063 -905582 -13335063
Avg Bars in Trades 127 149 107 127 149 107
Avg Bars in Winners 48 52 45 160 187 120
Avg Bars in Losers 253 251 256 91 81 98
Bars Traded 8567 4917 3650 8567 4917 3650
Profit Streak 77.5693 77.5693 260.5693 0 0 0
Trades During Streak 5 2 4 0 0 0
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score -698861 -579642 -576752 -701487 660313 -584226
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": 1561183200000,
    "last_datapoint_time": 1758715200000,
    "evaluation_time": 1759023585411,
    "expiration_time": 1764696888000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "vwma",
        "factors": {
            "length": 28,
            "offset": 0
        }
    },
    "second_band": {
        "type": "rma",
        "factors": {
            "length": 86,
            "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": [
        [
            -1808495.6144441478,
            -100667.536083365,
            -1707828.0783607836,
            -112541.111864076,
            10896905.536335593,
            -11009446.648199664
        ],
        [
            -1808.495614,
            -100.667536,
            -1707.828078,
            -112.541112,
            10896.905536,
            -11009.446648
        ],
        [
            -0.783662,
            -0.043622,
            -0.74004,
            0,
            0.203878,
            0
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -1933495,
            -234739,
            -1784086,
            -14818131,
            -905582,
            -16705540
        ],
        [
            0.252093,
            0.738364,
            0.160077,
            0.993793,
            10.727138,
            0.352849
        ],
        [
            67,
            33,
            34,
            67,
            33,
            34
        ],
        [
            41,
            17,
            24,
            35,
            21,
            14
        ],
        [
            26,
            16,
            10,
            32,
            12,
            20
        ],
        [
            61.19403,
            51.515152,
            70.588235,
            52.238806,
            63.636364,
            41.176471
        ],
        [
            0.159864,
            0.694931,
            0.066699,
            0.908611,
            6.129793,
            0.504071
        ],
        [
            53545,
            53545,
            34614,
            6809732,
            6809732,
            1712218
        ],
        [
            -1354133,
            -79434,
            -1354133,
            -13335063,
            -905582,
            -13335063
        ],
        [
            127,
            149,
            107,
            127,
            149,
            107
        ],
        [
            48,
            52,
            45,
            160,
            187,
            120
        ],
        [
            253,
            251,
            256,
            91,
            81,
            98
        ],
        [
            8567,
            4917,
            3650,
            8567,
            4917,
            3650
        ],
        [
            77.569275,
            77.569276,
            260.569275,
            0,
            0,
            0
        ],
        [
            5,
            2,
            4,
            0,
            0,
            0
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            -698861,
            -579642,
            -576752,
            -701487,
            660313,
            -584226
        ]
    ]
}
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": 1561183200000,
    "last_datapoint_time": 1758715200000,
    "evaluation_time": 1759023585411,
    "expiration_time": 1764696888000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "vwma",
        "factors": {
            "length": 28,
            "offset": 0
        }
    },
    "second_band": {
        "type": "rma",
        "factors": {
            "length": 86,
            "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)