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Trade: ONE/USDT/480/VWMA/HILO/4635

Strategy
ONE/USDT/480/VWMA/HILO/4635
Pair
ONE_USDT
Interval
8h
Score
626987
Daily Profit
0.553726
Profit Factor
2.726145
Profitability
52.071006
Streak
0.000000
Best Strategy
Training Data Length
2313.670000
Evaluation Time
2025-09-30 12:04
Expiration Time
2025-12-08 19:50

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 1281139.0094 1032885.1913 248253.8181 38568483.6312 17324602.2856 21243881.3456
Total P&L (%) 1281.139 1032.8852 248.2538 38568.4836 17324.6023 21243.8813
Avg Daily Profit (%) 0.5537 0.4464 0.1073 0.2578 0.2233 0.2321
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -139385 -89494 -101833 -102510806 -67534090 -64538610
Profit Factor 2.7261 3.772 1.6717 1.1058 1.0919 1.1207
Total Trades 169 85 84 169 85 84
Winning Trades 88 40 48 88 40 48
Losing Trades 81 45 36 81 45 36
Profitability (%) 52.071 47.0588 57.1429 52.071 47.0588 57.1429
Ratio Avg Win / Avg Loss 2.5093 4.2436 1.2538 1.0179 1.2284 0.8406
Largest Winning Trade 407475 407475 83553 51349435 51349435 35353732
Largest Losing Trade -46913 -28454 -46913 -24954616 -19695814 -24954616
Avg Bars in Trades 39 29 49 39 29 49
Avg Bars in Winners 55 40 68 55 40 68
Avg Bars in Losers 22 20 24 22 20 24
Bars Traded 6709 2532 4177 6709 2532 4177
Profit Streak 0 0 46.7118 0 0 46.7118
Trades During Streak 0 0 3 0 0 3
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 626987 570444 -45670 -94426 -112381 -79046
Evaluation Data
{
    "trading_pair": "ONE_USDT",
    "interval": "8h",
    "packets": 25000,
    "actual_packets": 6941,
    "evaluation_days": 2313.67,
    "actual_first_datapoint_time": 1559347200000,
    "first_datapoint_time": 1561968000000,
    "last_datapoint_time": 1759219200000,
    "evaluation_time": 1759223095961,
    "expiration_time": 1765216224000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "vwma",
        "factors": {
            "length": 92,
            "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": [
        [
            1281139.009381513,
            1032885.1912863706,
            248253.8180951429,
            38568483.63119683,
            17324602.285579916,
            21243881.345616885
        ],
        [
            1281.139009,
            1032.885191,
            248.253818,
            38568.483631,
            17324.602286,
            21243.881346
        ],
        [
            0.553726,
            0.446427,
            0.107299,
            0.257828,
            0.223291,
            0.23208
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -139385,
            -89494,
            -101833,
            -102510806,
            -67534090,
            -64538610
        ],
        [
            2.726145,
            3.772045,
            1.671702,
            1.105832,
            1.091911,
            1.120746
        ],
        [
            169,
            85,
            84,
            169,
            85,
            84
        ],
        [
            88,
            40,
            48,
            88,
            40,
            48
        ],
        [
            81,
            45,
            36,
            81,
            45,
            36
        ],
        [
            52.071006,
            47.058824,
            57.142857,
            52.071006,
            47.058824,
            57.142857
        ],
        [
            2.509292,
            4.24355,
            1.253777,
            1.017868,
            1.2284,
            0.84056
        ],
        [
            407475,
            407475,
            83553,
            51349435,
            51349435,
            35353732
        ],
        [
            -46913,
            -28454,
            -46913,
            -24954616,
            -19695814,
            -24954616
        ],
        [
            39,
            29,
            49,
            39,
            29,
            49
        ],
        [
            55,
            40,
            68,
            55,
            40,
            68
        ],
        [
            22,
            20,
            24,
            22,
            20,
            24
        ],
        [
            6709,
            2532,
            4177,
            6709,
            2532,
            4177
        ],
        [
            0,
            0,
            46.711759,
            0,
            0,
            46.711759
        ],
        [
            0,
            0,
            3,
            0,
            0,
            3
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            626987,
            570444,
            -45670,
            -94426,
            -112381,
            -79046
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "ONE_USDT",
    "interval": "8h",
    "packets": 25000,
    "actual_packets": 6941,
    "evaluation_days": 2313.67,
    "actual_first_datapoint_time": 1559347200000,
    "first_datapoint_time": 1561968000000,
    "last_datapoint_time": 1759219200000,
    "evaluation_time": 1759223095961,
    "expiration_time": 1765216224000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "vwma",
        "factors": {
            "length": 92,
            "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)