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Trade: ONE/USDT/480/MIDPRICE/VWAP/9697

Strategy
ONE/USDT/480/MIDPRICE/VWAP/9697
Pair
ONE_USDT
Interval
8h
Score
351856
Daily Profit
0.517057
Profit Factor
2.028081
Profitability
31.141869
Streak
5.060795
Best Strategy
Training Data Length
2326.330000
Evaluation Time
2025-10-13 04:27
Expiration Time
2025-12-21 20:57

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 1202846.0866 949365.4489 253480.6377 12109310.1165 1979387.3794 10129922.7371
Total P&L (%) 1202.8461 949.3654 253.4806 12109.3101 1979.3874 10129.9227
Avg Daily Profit (%) 0.5171 0.4081 0.109 0.2068 0.1305 0.1991
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -107523 -76220 -164100 -22654784 -15780193 -11668811
Profit Factor 2.0281 2.6951 1.4156 1.1601 1.053 1.2646
Total Trades 289 144 145 289 144 145
Winning Trades 90 37 53 90 37 53
Losing Trades 199 107 92 199 107 92
Profitability (%) 31.1419 25.6944 36.5517 31.1419 25.6944 36.5517
Ratio Avg Win / Avg Loss 4.4843 7.7939 2.4573 2.5652 3.0452 2.1951
Largest Winning Trade 426692 426692 69175 11800381 11800381 7788542
Largest Losing Trade -21707 -14721 -21707 -4724744 -3472489 -4724744
Avg Bars in Trades 23 19 27 23 19 27
Avg Bars in Winners 57 49 62 57 49 62
Avg Bars in Losers 8 9 7 8 9 7
Bars Traded 6922 2879 4043 6922 2879 4043
Profit Streak 5.0608 0 25.0608 5.0608 0 25.0608
Trades During Streak 1 0 2 1 0 2
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 351856 -11691 -49720 -40015 -206099 176795
Evaluation Data
{
    "trading_pair": "ONE_USDT",
    "interval": "8h",
    "packets": 25000,
    "actual_packets": 6979,
    "evaluation_days": 2326.33,
    "actual_first_datapoint_time": 1559347200000,
    "first_datapoint_time": 1560873600000,
    "last_datapoint_time": 1760313600000,
    "evaluation_time": 1760318852669,
    "expiration_time": 1766343456000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "midprice",
        "factors": {
            "length": 54,
            "offset": 0
        }
    },
    "second_band": {
        "type": "vwap",
        "factors": {
            "length": 0,
            "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": [
        [
            1202846.0865844968,
            949365.4489094049,
            253480.6376750926,
            12109310.1164888,
            1979387.3793699406,
            10129922.737118863
        ],
        [
            1202.846087,
            949.365449,
            253.480638,
            12109.310116,
            1979.387379,
            10129.922737
        ],
        [
            0.517057,
            0.408096,
            0.108962,
            0.206753,
            0.130533,
            0.199134
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -107523,
            -76220,
            -164100,
            -22654784,
            -15780193,
            -11668811
        ],
        [
            2.028081,
            2.695084,
            1.415595,
            1.160121,
            1.05301,
            1.264587
        ],
        [
            289,
            144,
            145,
            289,
            144,
            145
        ],
        [
            90,
            37,
            53,
            90,
            37,
            53
        ],
        [
            199,
            107,
            92,
            199,
            107,
            92
        ],
        [
            31.141869,
            25.694444,
            36.551724,
            31.141869,
            25.694444,
            36.551724
        ],
        [
            4.484312,
            7.793891,
            2.457259,
            2.565156,
            3.04519,
            2.195132
        ],
        [
            426692,
            426692,
            69175,
            11800381,
            11800381,
            7788542
        ],
        [
            -21707,
            -14721,
            -21707,
            -4724744,
            -3472489,
            -4724744
        ],
        [
            23,
            19,
            27,
            23,
            19,
            27
        ],
        [
            57,
            49,
            62,
            57,
            49,
            62
        ],
        [
            8,
            9,
            7,
            8,
            9,
            7
        ],
        [
            6922,
            2879,
            4043,
            6922,
            2879,
            4043
        ],
        [
            5.060795,
            0,
            25.060795,
            5.060795,
            0,
            25.060795
        ],
        [
            1,
            0,
            2,
            1,
            0,
            2
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            351856,
            -11691,
            -49720,
            -40015,
            -206099,
            176795
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "ONE_USDT",
    "interval": "8h",
    "packets": 25000,
    "actual_packets": 6979,
    "evaluation_days": 2326.33,
    "actual_first_datapoint_time": 1559347200000,
    "first_datapoint_time": 1560873600000,
    "last_datapoint_time": 1760313600000,
    "evaluation_time": 1760318852669,
    "expiration_time": 1766343456000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "midprice",
        "factors": {
            "length": 54,
            "offset": 0
        }
    },
    "second_band": {
        "type": "vwap",
        "factors": {
            "length": 0,
            "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)