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Trade: ONE/USDT/720/TEMA/VWAP/3162

Strategy
ONE/USDT/720/TEMA/VWAP/3162
Pair
ONE_USDT
Interval
12h
Score
702945
Daily Profit
0.835275
Profit Factor
5.086324
Profitability
43.925234
Streak
21.925178
Best Strategy
Training Data Length
2312.500000
Evaluation Time
2025-09-29 13:12
Expiration Time
2025-12-07 11:00

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 1931573.7858 1836397.0224 95176.7634 2566377.0124 1619015.9739 947361.0385
Total P&L (%) 1931.5738 1836.397 95.1768 2566.377 1619.016 947.361
Avg Daily Profit (%) 0.8353 0.7941 0.0412 0.1421 0.1231 0.1016
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -156163 -82547 -80749 -11684528 -6151189 -5787941
Profit Factor 5.0863 8.7459 1.404 1.1275 1.1784 1.0858
Total Trades 107 54 53 107 54 53
Winning Trades 47 24 23 47 24 23
Losing Trades 60 30 30 60 30 30
Profitability (%) 43.9252 44.4444 43.3962 43.9252 44.4444 43.3962
Ratio Avg Win / Avg Loss 6.4932 10.9324 1.8312 1.4394 1.473 1.4162
Largest Winning Trade 1741635 1741635 86860 3582570 2156044 3582570
Largest Losing Trade -33185 -33185 -24632 -2723070 -2257348 -2723070
Avg Bars in Trades 39 33 45 39 33 45
Avg Bars in Winners 75 65 84 75 65 84
Avg Bars in Losers 11 7 15 11 7 15
Bars Traded 4230 1817 2412 4230 1817 2412
Profit Streak 21.9252 23.4252 0 21.9252 23.4252 0
Trades During Streak 1 1 0 1 1 0
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 702945 -160026 -318722 -84720 -234268 -365714
Evaluation Data
{
    "trading_pair": "ONE_USDT",
    "interval": "12h",
    "packets": 25000,
    "actual_packets": 4625,
    "evaluation_days": 2312.5,
    "actual_first_datapoint_time": 1559347200000,
    "first_datapoint_time": 1565827200000,
    "last_datapoint_time": 1759104000000,
    "evaluation_time": 1759140735403,
    "expiration_time": 1765098000000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "tema",
        "factors": {
            "length": 3,
            "offset": 148
        }
    },
    "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": [
        [
            1931573.7857723825,
            1836397.0223821695,
            95176.7633902135,
            2566377.0123995524,
            1619015.9739293994,
            947361.0384701549
        ],
        [
            1931.573786,
            1836.397022,
            95.176763,
            2566.377012,
            1619.015974,
            947.361038
        ],
        [
            0.835275,
            0.794118,
            0.041158,
            0.142082,
            0.123074,
            0.101624
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -156163,
            -82547,
            -80749,
            -11684528,
            -6151189,
            -5787941
        ],
        [
            5.086324,
            8.745911,
            1.403954,
            1.127529,
            1.178382,
            1.085752
        ],
        [
            107,
            54,
            53,
            107,
            54,
            53
        ],
        [
            47,
            24,
            23,
            47,
            24,
            23
        ],
        [
            60,
            30,
            30,
            60,
            30,
            30
        ],
        [
            43.925234,
            44.444444,
            43.396226,
            43.925234,
            44.444444,
            43.396226
        ],
        [
            6.49318,
            10.932389,
            1.831245,
            1.439399,
            1.472978,
            1.416198
        ],
        [
            1741635,
            1741635,
            86860,
            3582570,
            2156044,
            3582570
        ],
        [
            -33185,
            -33185,
            -24632,
            -2723070,
            -2257348,
            -2723070
        ],
        [
            39,
            33,
            45,
            39,
            33,
            45
        ],
        [
            75,
            65,
            84,
            75,
            65,
            84
        ],
        [
            11,
            7,
            15,
            11,
            7,
            15
        ],
        [
            4230,
            1817,
            2412,
            4230,
            1817,
            2412
        ],
        [
            21.925178,
            23.425178,
            0,
            21.925178,
            23.425178,
            0
        ],
        [
            1,
            1,
            0,
            1,
            1,
            0
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            702945,
            -160026,
            -318722,
            -84720,
            -234268,
            -365714
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "ONE_USDT",
    "interval": "12h",
    "packets": 25000,
    "actual_packets": 4625,
    "evaluation_days": 2312.5,
    "actual_first_datapoint_time": 1559347200000,
    "first_datapoint_time": 1565827200000,
    "last_datapoint_time": 1759104000000,
    "evaluation_time": 1759140735403,
    "expiration_time": 1765098000000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "tema",
        "factors": {
            "length": 3,
            "offset": 148
        }
    },
    "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)