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Trade: ONE/USDT/480/VWMA/KCB/7538

Strategy
ONE/USDT/480/VWMA/KCB/7538
Pair
ONE_USDT
Interval
8h
Score
673415
Daily Profit
0.160525
Profit Factor
9.013278
Profitability
62.068966
Streak
170.246397
Best Strategy
Training Data Length
2317.670000
Evaluation Time
2025-10-04 16:54
Expiration Time
2025-12-12 22:43

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 674569.3317 745213.2394 -70643.9078 -114266.5838 4015954.9562 -4130221.5399
Total P&L (%) 674.5693 745.2132 -70.6439 -114.2666 4015.955 -4130.2215
Avg Daily Profit (%) 0.2911 0.3215 -0.0305 0 0.1605 0
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -297185 -203063 -176801 -4710504 -432448 -4641261
Profit Factor 1.8492 2.8951 0.8239 0.9789 9.0133 0.1596
Total Trades 57 29 28 57 29 28
Winning Trades 31 14 17 32 18 14
Losing Trades 26 15 11 25 11 14
Profitability (%) 54.386 48.2759 60.7143 56.1404 62.069 50
Ratio Avg Win / Avg Loss 1.5509 3.1019 0.5331 0.7648 5.5081 0.1596
Largest Winning Trade 289443 289443 56963 2444745 2444745 561663
Largest Losing Trade -117573 -53463 -117573 -4492056 -430456 -4492056
Avg Bars in Trades 112 102 122 112 102 122
Avg Bars in Winners 112 106 116 110 105 117
Avg Bars in Losers 112 98 132 114 96 128
Bars Traded 6402 2960 3442 6402 2960 3442
Profit Streak 0 0 0 170.2464 170.2464 179.2464
Trades During Streak 0 0 0 4 2 2
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score -166606 499626 -600444 -758098 673415 -600862
Evaluation Data
{
    "trading_pair": "ONE_USDT",
    "interval": "8h",
    "packets": 25000,
    "actual_packets": 6953,
    "evaluation_days": 2317.67,
    "actual_first_datapoint_time": 1559347200000,
    "first_datapoint_time": 1565193600000,
    "last_datapoint_time": 1759564800000,
    "evaluation_time": 1759586088725,
    "expiration_time": 1765572192000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "vwma",
        "factors": {
            "length": 204,
            "offset": 0
        }
    },
    "second_band": {
        "type": "kcb",
        "factors": {
            "length": 189,
            "offset": 0,
            "scalar": 4
        }
    }
}
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": [
        [
            674569.3316854398,
            745213.2394467953,
            -70643.9077613554,
            -114266.5837864821,
            4015954.9561571637,
            -4130221.5399436452
        ],
        [
            674.569332,
            745.213239,
            -70.643908,
            -114.266584,
            4015.954956,
            -4130.22154
        ],
        [
            0.291055,
            0.321536,
            -0.030481,
            0,
            0.160525,
            0
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -297185,
            -203063,
            -176801,
            -4710504,
            -432448,
            -4641261
        ],
        [
            1.849162,
            2.895093,
            0.823901,
            0.978902,
            9.013278,
            0.159648
        ],
        [
            57,
            29,
            28,
            57,
            29,
            28
        ],
        [
            31,
            14,
            17,
            32,
            18,
            14
        ],
        [
            26,
            15,
            11,
            25,
            11,
            14
        ],
        [
            54.385965,
            48.275862,
            60.714286,
            56.140351,
            62.068966,
            50
        ],
        [
            1.55091,
            3.101886,
            0.533113,
            0.764767,
            5.508114,
            0.159648
        ],
        [
            289443,
            289443,
            56963,
            2444745,
            2444745,
            561663
        ],
        [
            -117573,
            -53463,
            -117573,
            -4492056,
            -430456,
            -4492056
        ],
        [
            112,
            102,
            122,
            112,
            102,
            122
        ],
        [
            112,
            106,
            116,
            110,
            105,
            117
        ],
        [
            112,
            98,
            132,
            114,
            96,
            128
        ],
        [
            6402,
            2960,
            3442,
            6402,
            2960,
            3442
        ],
        [
            0,
            0,
            0,
            170.246397,
            170.246397,
            179.246397
        ],
        [
            0,
            0,
            0,
            4,
            2,
            2
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            -166606,
            499626,
            -600444,
            -758098,
            673415,
            -600862
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "ONE_USDT",
    "interval": "8h",
    "packets": 25000,
    "actual_packets": 6953,
    "evaluation_days": 2317.67,
    "actual_first_datapoint_time": 1559347200000,
    "first_datapoint_time": 1565193600000,
    "last_datapoint_time": 1759564800000,
    "evaluation_time": 1759586088725,
    "expiration_time": 1765572192000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "vwma",
        "factors": {
            "length": 204,
            "offset": 0
        }
    },
    "second_band": {
        "type": "kcb",
        "factors": {
            "length": 189,
            "offset": 0,
            "scalar": 4
        }
    }
}

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)