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Trade: ONE/USDT/720/BBU/VWAP/4635

Strategy
ONE/USDT/720/BBU/VWAP/4635
Pair
ONE_USDT
Interval
12h
Score
533646
Daily Profit
0.356085
Profit Factor
5.724106
Profitability
41.666667
Streak
0.000000
Best Strategy
Training Data Length
2325.000000
Evaluation Time
2025-10-12 00:27
Expiration Time
2025-12-20 08:00

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 834837.0266 827898.7061 6938.3206 1528345.8805 1437121.9036 91223.977
Total P&L (%) 834.837 827.8987 6.9383 1528.3459 1437.1219 91.224
Avg Daily Profit (%) 0.3591 0.3561 0.003 0.1201 0.1176 0.0279
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -105223 -29982 -198876 -922307 -295330 -729060
Profit Factor 2.3774 5.7241 1.0161 1.4716 2.5566 1.0394
Total Trades 95 48 47 95 48 47
Winning Trades 29 20 9 29 20 9
Losing Trades 66 28 38 66 28 38
Profitability (%) 30.5263 41.6667 19.1489 30.5263 41.6667 19.1489
Ratio Avg Win / Avg Loss 5.4106 8.0137 4.2902 3.349 3.5793 4.3884
Largest Winning Trade 406673 406673 91564 687414 603641 687414
Largest Losing Trade -38853 -17811 -38853 -374806 -114993 -374806
Avg Bars in Trades 41 14 70 41 14 70
Avg Bars in Winners 109 27 290 109 27 290
Avg Bars in Losers 12 4 17 12 4 17
Bars Traded 3973 683 3290 3973 683 3290
Profit Streak 0 0 0 0 0 0
Trades During Streak 0 0 0 0 0 0
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 237814 533646 -612106 -37362 -33594 -387546
Evaluation Data
{
    "trading_pair": "ONE_USDT",
    "interval": "12h",
    "packets": 25000,
    "actual_packets": 4650,
    "evaluation_days": 2325,
    "actual_first_datapoint_time": 1559347200000,
    "first_datapoint_time": 1564358400000,
    "last_datapoint_time": 1760184000000,
    "evaluation_time": 1760218031007,
    "expiration_time": 1766210400000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "bbu",
        "factors": {
            "length": 117,
            "offset": 0,
            "std": 1.64128
        }
    },
    "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": [
        [
            834837.0266214361,
            827898.7060671361,
            6938.3205543001,
            1528345.8805358398,
            1437121.903551371,
            91223.9769844689
        ],
        [
            834.837027,
            827.898706,
            6.938321,
            1528.345881,
            1437.121904,
            91.223977
        ],
        [
            0.35907,
            0.356085,
            0.002984,
            0.120078,
            0.117596,
            0.027887
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -105223,
            -29982,
            -198876,
            -922307,
            -295330,
            -729060
        ],
        [
            2.377389,
            5.724106,
            1.016104,
            1.47155,
            2.556611,
            1.039357
        ],
        [
            95,
            48,
            47,
            95,
            48,
            47
        ],
        [
            29,
            20,
            9,
            29,
            20,
            9
        ],
        [
            66,
            28,
            38,
            66,
            28,
            38
        ],
        [
            30.526316,
            41.666667,
            19.148936,
            30.526316,
            41.666667,
            19.148936
        ],
        [
            5.41061,
            8.013749,
            4.290216,
            3.349044,
            3.579256,
            4.388395
        ],
        [
            406673,
            406673,
            91564,
            687414,
            603641,
            687414
        ],
        [
            -38853,
            -17811,
            -38853,
            -374806,
            -114993,
            -374806
        ],
        [
            41,
            14,
            70,
            41,
            14,
            70
        ],
        [
            109,
            27,
            290,
            109,
            27,
            290
        ],
        [
            12,
            4,
            17,
            12,
            4,
            17
        ],
        [
            3973,
            683,
            3290,
            3973,
            683,
            3290
        ],
        [
            0,
            0,
            0,
            0,
            0,
            0
        ],
        [
            0,
            0,
            0,
            0,
            0,
            0
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            237814,
            533646,
            -612106,
            -37362,
            -33594,
            -387546
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "ONE_USDT",
    "interval": "12h",
    "packets": 25000,
    "actual_packets": 4650,
    "evaluation_days": 2325,
    "actual_first_datapoint_time": 1559347200000,
    "first_datapoint_time": 1564358400000,
    "last_datapoint_time": 1760184000000,
    "evaluation_time": 1760218031007,
    "expiration_time": 1766210400000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "bbu",
        "factors": {
            "length": 117,
            "offset": 0,
            "std": 1.64128
        }
    },
    "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)