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Trade: ONE/USDT/480/VWMA/MIDPOINT/6079

Strategy
ONE/USDT/480/VWMA/MIDPOINT/6079
Pair
ONE_USDT
Interval
8h
Score
334500
Daily Profit
0.347935
Profit Factor
2.769658
Profitability
34.693878
Streak
99.795930
Best Strategy
Training Data Length
2312.330000
Evaluation Time
2025-09-29 06:06
Expiration Time
2025-12-07 10:52

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 557828.0282 804539.5604 -246711.5322 -100143.7642 133223.4686 -233367.2327
Total P&L (%) 557.828 804.5396 -246.7115 -100.1438 133.2235 -233.3672
Avg Daily Profit (%) 0.2412 0.3479 -0.1067 0 0.0366 0
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -313867 -180394 -341933 -148988 -45221 -249266
Profit Factor 1.4602 2.7697 0.6743 0.7756 2.2464 0.3122
Total Trades 99 49 50 99 49 50
Winning Trades 40 17 23 50 28 22
Losing Trades 59 32 27 49 21 28
Profitability (%) 40.404 34.6939 46 50.5051 57.1429 44
Ratio Avg Win / Avg Loss 2.1538 5.2135 0.7916 0.76 1.6848 0.3973
Largest Winning Trade 592952 592952 58632 58886 58886 32681
Largest Losing Trade -106475 -79195 -106475 -102307 -45221 -102307
Avg Bars in Trades 65 90 41 65 90 41
Avg Bars in Winners 89 128 59 71 100 34
Avg Bars in Losers 49 70 25 60 77 47
Bars Traded 6506 4432 2074 6506 4432 2074
Profit Streak 97.1293 99.7959 97.1293 0 0 0
Trades During Streak 2 1 1 0 0 0
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 289966 334500 -761829 -580448 -138669 -763166
Evaluation Data
{
    "trading_pair": "ONE_USDT",
    "interval": "8h",
    "packets": 25000,
    "actual_packets": 6937,
    "evaluation_days": 2312.33,
    "actual_first_datapoint_time": 1559347200000,
    "first_datapoint_time": 1565395200000,
    "last_datapoint_time": 1759104000000,
    "evaluation_time": 1759115168337,
    "expiration_time": 1765097568000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "vwma",
        "factors": {
            "length": 133,
            "offset": 0
        }
    },
    "second_band": {
        "type": "midpoint",
        "factors": {
            "length": 211,
            "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": [
        [
            557828.028188449,
            804539.5604283778,
            -246711.5322399292,
            -100143.7641532079,
            133223.4685684668,
            -233367.2327216748
        ],
        [
            557.828028,
            804.53956,
            -246.711532,
            -100.143764,
            133.223469,
            -233.367233
        ],
        [
            0.241241,
            0.347935,
            -0.106694,
            0,
            0.036629,
            0
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -313867,
            -180394,
            -341933,
            -148988,
            -45221,
            -249266
        ],
        [
            1.460183,
            2.769658,
            0.674333,
            0.77555,
            2.246417,
            0.312185
        ],
        [
            99,
            49,
            50,
            99,
            49,
            50
        ],
        [
            40,
            17,
            23,
            50,
            28,
            22
        ],
        [
            59,
            32,
            27,
            49,
            21,
            28
        ],
        [
            40.40404,
            34.693878,
            46,
            50.505051,
            57.142857,
            44
        ],
        [
            2.15377,
            5.213474,
            0.791608,
            0.760039,
            1.684813,
            0.397327
        ],
        [
            592952,
            592952,
            58632,
            58886,
            58886,
            32681
        ],
        [
            -106475,
            -79195,
            -106475,
            -102307,
            -45221,
            -102307
        ],
        [
            65,
            90,
            41,
            65,
            90,
            41
        ],
        [
            89,
            128,
            59,
            71,
            100,
            34
        ],
        [
            49,
            70,
            25,
            60,
            77,
            47
        ],
        [
            6506,
            4432,
            2074,
            6506,
            4432,
            2074
        ],
        [
            97.129263,
            99.79593,
            97.129263,
            0,
            0,
            0
        ],
        [
            2,
            1,
            1,
            0,
            0,
            0
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            289966,
            334500,
            -761829,
            -580448,
            -138669,
            -763166
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "ONE_USDT",
    "interval": "8h",
    "packets": 25000,
    "actual_packets": 6937,
    "evaluation_days": 2312.33,
    "actual_first_datapoint_time": 1559347200000,
    "first_datapoint_time": 1565395200000,
    "last_datapoint_time": 1759104000000,
    "evaluation_time": 1759115168337,
    "expiration_time": 1765097568000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "vwma",
        "factors": {
            "length": 133,
            "offset": 0
        }
    },
    "second_band": {
        "type": "midpoint",
        "factors": {
            "length": 211,
            "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)