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Trade: ONE/USDT/480/VWMA/JMA/5577

Strategy
ONE/USDT/480/VWMA/JMA/5577
Pair
ONE_USDT
Interval
8h
Score
618404
Daily Profit
0.539142
Profit Factor
5.152938
Profitability
44.186047
Streak
37.260022
Best Strategy
Training Data Length
2323.670000
Evaluation Time
2025-10-10 17:14
Expiration Time
2025-12-19 03:02

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 1264581.302 1252787.5235 11793.7785 93597.9096 1701124.6911 -1607526.7816
Total P&L (%) 1264.5813 1252.7875 11.7938 93.5979 1701.1247 -1607.5268
Avg Daily Profit (%) 0.5442 0.5391 0.0051 0.0284 0.1245 0
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -178312 -111747 -131746 -3128939 -1203934 -2049556
Profit Factor 2.65 5.1529 1.0254 1.0159 1.9299 0.6044
Total Trades 85 43 42 85 43 42
Winning Trades 38 19 19 38 19 19
Losing Trades 47 24 23 47 24 23
Profitability (%) 44.7059 44.186 45.2381 44.7059 44.186 45.2381
Ratio Avg Win / Avg Loss 3.2776 6.509 1.2412 1.2565 2.4378 0.7316
Largest Winning Trade 1088090 1088090 65098 1606723 1606723 742493
Largest Losing Trade -65799 -40199 -65799 -1499139 -754395 -1499139
Avg Bars in Trades 77 57 97 77 57 97
Avg Bars in Winners 100 71 128 100 71 128
Avg Bars in Losers 59 45 72 59 45 72
Bars Traded 6574 2465 4109 6574 2465 4109
Profit Streak 37.26 37.26 54.26 37.26 37.26 54.26
Trades During Streak 2 1 1 2 1 1
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 546916 618404 -489869 -358792 -24399 -582024
Evaluation Data
{
    "trading_pair": "ONE_USDT",
    "interval": "8h",
    "packets": 25000,
    "actual_packets": 6971,
    "evaluation_days": 2323.67,
    "actual_first_datapoint_time": 1559347200000,
    "first_datapoint_time": 1563523200000,
    "last_datapoint_time": 1760083200000,
    "evaluation_time": 1760105665875,
    "expiration_time": 1766106144000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "vwma",
        "factors": {
            "length": 83,
            "offset": 0
        }
    },
    "second_band": {
        "type": "jma",
        "factors": {
            "length": 146,
            "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": [
        [
            1264581.3020050714,
            1252787.5234553844,
            11793.778549687,
            93597.9095552001,
            1701124.6911387562,
            -1607526.7815835555
        ],
        [
            1264.581302,
            1252.787523,
            11.793779,
            93.59791,
            1701.124691,
            -1607.526782
        ],
        [
            0.544217,
            0.539142,
            0.005075,
            0.028434,
            0.124493,
            0
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -178312,
            -111747,
            -131746,
            -3128939,
            -1203934,
            -2049556
        ],
        [
            2.650008,
            5.152938,
            1.025377,
            1.015883,
            1.929914,
            0.604396
        ],
        [
            85,
            43,
            42,
            85,
            43,
            42
        ],
        [
            38,
            19,
            19,
            38,
            19,
            19
        ],
        [
            47,
            24,
            23,
            47,
            24,
            23
        ],
        [
            44.705882,
            44.186047,
            45.238095,
            44.705882,
            44.186047,
            45.238095
        ],
        [
            3.277641,
            6.508974,
            1.241246,
            1.256487,
            2.437786,
            0.731637
        ],
        [
            1088090,
            1088090,
            65098,
            1606723,
            1606723,
            742493
        ],
        [
            -65799,
            -40199,
            -65799,
            -1499139,
            -754395,
            -1499139
        ],
        [
            77,
            57,
            97,
            77,
            57,
            97
        ],
        [
            100,
            71,
            128,
            100,
            71,
            128
        ],
        [
            59,
            45,
            72,
            59,
            45,
            72
        ],
        [
            6574,
            2465,
            4109,
            6574,
            2465,
            4109
        ],
        [
            37.260022,
            37.260022,
            54.260022,
            37.260022,
            37.260022,
            54.260022
        ],
        [
            2,
            1,
            1,
            2,
            1,
            1
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            546916,
            618404,
            -489869,
            -358792,
            -24399,
            -582024
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "ONE_USDT",
    "interval": "8h",
    "packets": 25000,
    "actual_packets": 6971,
    "evaluation_days": 2323.67,
    "actual_first_datapoint_time": 1559347200000,
    "first_datapoint_time": 1563523200000,
    "last_datapoint_time": 1760083200000,
    "evaluation_time": 1760105665875,
    "expiration_time": 1766106144000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "vwma",
        "factors": {
            "length": 83,
            "offset": 0
        }
    },
    "second_band": {
        "type": "jma",
        "factors": {
            "length": 146,
            "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)