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Trade: ONE/USDT/480/VWMA/HILO/2470

Strategy
ONE/USDT/480/VWMA/HILO/2470
Pair
ONE_USDT
Interval
8h
Score
571388
Daily Profit
0.468563
Profit Factor
2.144788
Profitability
53.299492
Streak
0.000000
Best Strategy
Training Data Length
2315.670000
Evaluation Time
2025-10-02 12:52
Expiration Time
2025-12-10 21:16

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 1085036.9242 880636.7602 204400.1639 12952814.4235 7601425.076 5351389.3476
Total P&L (%) 1085.0369 880.6368 204.4002 12952.8144 7601.4251 5351.3893
Avg Daily Profit (%) 0.4686 0.3803 0.0883 0.2106 0.1878 0.1728
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -146977 -78935 -116312 -53649067 -30949079 -32432089
Profit Factor 2.1448 2.9878 1.4049 1.0623 1.0703 1.0536
Total Trades 197 99 98 197 99 98
Winning Trades 105 51 54 105 51 54
Losing Trades 92 48 44 92 48 44
Profitability (%) 53.2995 51.5152 55.102 53.2995 51.5152 55.102
Ratio Avg Win / Avg Loss 1.8792 2.8121 1.1447 0.9308 1.0073 0.8585
Largest Winning Trade 298933 298933 84862 22347184 22347184 18568984
Largest Losing Trade -69499 -28169 -69499 -13107344 -9886544 -13107344
Avg Bars in Trades 34 25 43 34 25 43
Avg Bars in Winners 42 28 56 42 28 56
Avg Bars in Losers 24 21 26 24 21 26
Bars Traded 6710 2490 4220 6710 2490 4220
Profit Streak 0 0 0 0 0 0
Trades During Streak 0 0 0 0 0 0
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 571388 556894 -74022 -144090 -135108 -155029
Evaluation Data
{
    "trading_pair": "ONE_USDT",
    "interval": "8h",
    "packets": 25000,
    "actual_packets": 6947,
    "evaluation_days": 2315.67,
    "actual_first_datapoint_time": 1559347200000,
    "first_datapoint_time": 1561564800000,
    "last_datapoint_time": 1759392000000,
    "evaluation_time": 1759398773203,
    "expiration_time": 1765394208000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "vwma",
        "factors": {
            "length": 78,
            "offset": 0
        }
    },
    "second_band": {
        "type": "hilo",
        "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": [
        [
            1085036.9241698855,
            880636.7602396751,
            204400.1639302105,
            12952814.423541792,
            7601425.075959797,
            5351389.347581993
        ],
        [
            1085.036924,
            880.63676,
            204.400164,
            12952.814424,
            7601.425076,
            5351.389348
        ],
        [
            0.468563,
            0.380295,
            0.088268,
            0.210596,
            0.187767,
            0.172819
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -146977,
            -78935,
            -116312,
            -53649067,
            -30949079,
            -32432089
        ],
        [
            2.144788,
            2.987842,
            1.404918,
            1.062287,
            1.070274,
            1.053628
        ],
        [
            197,
            99,
            98,
            197,
            99,
            98
        ],
        [
            105,
            51,
            54,
            105,
            51,
            54
        ],
        [
            92,
            48,
            44,
            92,
            48,
            44
        ],
        [
            53.299492,
            51.515152,
            55.102041,
            53.299492,
            51.515152,
            55.102041
        ],
        [
            1.879243,
            2.812087,
            1.144748,
            0.930766,
            1.007317,
            0.858512
        ],
        [
            298933,
            298933,
            84862,
            22347184,
            22347184,
            18568984
        ],
        [
            -69499,
            -28169,
            -69499,
            -13107344,
            -9886544,
            -13107344
        ],
        [
            34,
            25,
            43,
            34,
            25,
            43
        ],
        [
            42,
            28,
            56,
            42,
            28,
            56
        ],
        [
            24,
            21,
            26,
            24,
            21,
            26
        ],
        [
            6710,
            2490,
            4220,
            6710,
            2490,
            4220
        ],
        [
            0,
            0,
            0,
            0,
            0,
            0
        ],
        [
            0,
            0,
            0,
            0,
            0,
            0
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            571388,
            556894,
            -74022,
            -144090,
            -135108,
            -155029
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "ONE_USDT",
    "interval": "8h",
    "packets": 25000,
    "actual_packets": 6947,
    "evaluation_days": 2315.67,
    "actual_first_datapoint_time": 1559347200000,
    "first_datapoint_time": 1561564800000,
    "last_datapoint_time": 1759392000000,
    "evaluation_time": 1759398773203,
    "expiration_time": 1765394208000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "vwma",
        "factors": {
            "length": 78,
            "offset": 0
        }
    },
    "second_band": {
        "type": "hilo",
        "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)