← Back to list  ·  Browse strategies →  ·  Learning hub →

Trade: ONE/USDT/720/BBM/VWAP/9085

Strategy
ONE/USDT/720/BBM/VWAP/9085
Pair
ONE_USDT
Interval
12h
Score
332344
Daily Profit
0.510498
Profit Factor
1.783883
Profitability
30.769231
Streak
14.562046
Best Strategy
Training Data Length
2317.000000
Evaluation Time
2025-10-03 16:29
Expiration Time
2025-12-12 02:14

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 1182823.4299 991749.7789 191073.651 3020918.6249 3351932.7662 -331014.1413
Total P&L (%) 1182.8234 991.7498 191.0737 3020.9186 3351.9328 -331.0141
Avg Daily Profit (%) 0.5105 0.428 0.0825 0.1486 0.153 0
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -168713 -129326 -173813 -16826609 -12912855 -5940722
Profit Factor 1.7839 2.249 1.2673 1.0639 1.1321 0.9849
Total Trades 338 169 169 338 169 169
Winning Trades 104 46 58 104 46 58
Losing Trades 234 123 111 234 123 111
Profitability (%) 30.7692 27.2189 34.3195 30.7692 27.2189 34.3195
Ratio Avg Win / Avg Loss 4.0137 6.0136 2.4253 2.3937 3.0271 1.8849
Largest Winning Trade 528310 528310 58702 10618740 10618740 2530464
Largest Losing Trade -20421 -20421 -18186 -2534291 -2534291 -2359004
Avg Bars in Trades 13 12 14 13 12 14
Avg Bars in Winners 29 29 29 29 29 29
Avg Bars in Losers 6 6 6 6 6 6
Bars Traded 4592 2117 2475 4592 2117 2475
Profit Streak 14.562 0 15.562 14.562 0 15.562
Trades During Streak 1 0 1 1 0 1
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 332344 -5160 -86765 -148244 -85906 -582909
Evaluation Data
{
    "trading_pair": "ONE_USDT",
    "interval": "12h",
    "packets": 25000,
    "actual_packets": 4634,
    "evaluation_days": 2317,
    "actual_first_datapoint_time": 1559347200000,
    "first_datapoint_time": 1560254400000,
    "last_datapoint_time": 1759492800000,
    "evaluation_time": 1759498160774,
    "expiration_time": 1765498464000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "bbm",
        "factors": {
            "length": 178,
            "offset": 0,
            "std": 4.45199
        }
    },
    "second_band": {
        "type": "vwap",
        "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": [
        [
            1182823.429909571,
            991749.7789311861,
            191073.6509783849,
            3020918.6248725643,
            3351932.766214887,
            -331014.1413423248
        ],
        [
            1182.82343,
            991.749779,
            191.073651,
            3020.918625,
            3351.932766,
            -331.014141
        ],
        [
            0.510498,
            0.428032,
            0.082466,
            0.148609,
            0.152966,
            0
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -168713,
            -129326,
            -173813,
            -16826609,
            -12912855,
            -5940722
        ],
        [
            1.783883,
            2.249005,
            1.267275,
            1.063872,
            1.132092,
            0.984899
        ],
        [
            338,
            169,
            169,
            338,
            169,
            169
        ],
        [
            104,
            46,
            58,
            104,
            46,
            58
        ],
        [
            234,
            123,
            111,
            234,
            123,
            111
        ],
        [
            30.769231,
            27.218935,
            34.319527,
            30.769231,
            27.218935,
            34.319527
        ],
        [
            4.013738,
            6.013643,
            2.425302,
            2.393712,
            3.027116,
            1.884894
        ],
        [
            528310,
            528310,
            58702,
            10618740,
            10618740,
            2530464
        ],
        [
            -20421,
            -20421,
            -18186,
            -2534291,
            -2534291,
            -2359004
        ],
        [
            13,
            12,
            14,
            13,
            12,
            14
        ],
        [
            29,
            29,
            29,
            29,
            29,
            29
        ],
        [
            6,
            6,
            6,
            6,
            6,
            6
        ],
        [
            4592,
            2117,
            2475,
            4592,
            2117,
            2475
        ],
        [
            14.562046,
            0,
            15.562046,
            14.562046,
            0,
            15.562046
        ],
        [
            1,
            0,
            1,
            1,
            0,
            1
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            332344,
            -5160,
            -86765,
            -148244,
            -85906,
            -582909
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "ONE_USDT",
    "interval": "12h",
    "packets": 25000,
    "actual_packets": 4634,
    "evaluation_days": 2317,
    "actual_first_datapoint_time": 1559347200000,
    "first_datapoint_time": 1560254400000,
    "last_datapoint_time": 1759492800000,
    "evaluation_time": 1759498160774,
    "expiration_time": 1765498464000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "bbm",
        "factors": {
            "length": 178,
            "offset": 0,
            "std": 4.45199
        }
    },
    "second_band": {
        "type": "vwap",
        "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)