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Trade: ONE/USDT/720/VWMA/HL2/5184

Strategy
ONE/USDT/720/VWMA/HL2/5184
Pair
ONE_USDT
Interval
12h
Score
357965
Daily Profit
0.267215
Profit Factor
1.227879
Profitability
36.743674
Streak
5.472458
Best Strategy
Training Data Length
2319.500000
Evaluation Time
2025-10-06 14:20
Expiration Time
2025-12-14 16:02

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 619804.4328 533814.4608 85989.9719 304352.211 546909.4962 -242557.2852
Total P&L (%) 619.8044 533.8145 85.99 304.3522 546.9095 -242.5573
Avg Daily Profit (%) 0.2672 0.2301 0.0371 0.0603 0.0805 0
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -165196 -104011 -310629 -1458744 -981757 -1163938
Profit Factor 1.2279 1.4296 1.0582 1.0286 1.1075 0.9564
Total Trades 909 455 454 909 455 454
Winning Trades 334 154 180 334 154 180
Losing Trades 575 301 274 575 301 274
Profitability (%) 36.7437 33.8462 39.6476 36.7437 33.8462 39.6476
Ratio Avg Win / Avg Loss 2.1139 2.7943 1.6108 1.7707 2.1646 1.4559
Largest Winning Trade 126325 126325 59282 305781 305781 246345
Largest Losing Trade -33218 -24879 -33218 -174522 -174522 -159046
Avg Bars in Trades 5 4 5 5 4 5
Avg Bars in Winners 8 8 8 8 8 8
Avg Bars in Losers 3 3 3 3 3 3
Bars Traded 4628 2160 2468 4628 2160 2468
Profit Streak 5.4725 6.9725 0 5.4725 6.9725 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 357965 244260 -300697 -299892 -189740 -581042
Evaluation Data
{
    "trading_pair": "ONE_USDT",
    "interval": "12h",
    "packets": 25000,
    "actual_packets": 4639,
    "evaluation_days": 2319.5,
    "actual_first_datapoint_time": 1559347200000,
    "first_datapoint_time": 1559606400000,
    "last_datapoint_time": 1759708800000,
    "evaluation_time": 1759749620421,
    "expiration_time": 1765720944000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "vwma",
        "factors": {
            "length": 7,
            "offset": 0
        }
    },
    "second_band": {
        "type": "hl2",
        "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": [
        [
            619804.4327567802,
            533814.4608468079,
            85989.9719099727,
            304352.2110161785,
            546909.4961804741,
            -242557.2851642956
        ],
        [
            619.804433,
            533.814461,
            85.989972,
            304.352211,
            546.909496,
            -242.557285
        ],
        [
            0.267215,
            0.230142,
            0.037073,
            0.060252,
            0.080525,
            0
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -165196,
            -104011,
            -310629,
            -1458744,
            -981757,
            -1163938
        ],
        [
            1.227879,
            1.429625,
            1.058205,
            1.028561,
            1.107451,
            0.956425
        ],
        [
            909,
            455,
            454,
            909,
            455,
            454
        ],
        [
            334,
            154,
            180,
            334,
            154,
            180
        ],
        [
            575,
            301,
            274,
            575,
            301,
            274
        ],
        [
            36.743674,
            33.846154,
            39.647577,
            36.743674,
            33.846154,
            39.647577
        ],
        [
            2.113863,
            2.794266,
            1.610823,
            1.770726,
            2.164564,
            1.455891
        ],
        [
            126325,
            126325,
            59282,
            305781,
            305781,
            246345
        ],
        [
            -33218,
            -24879,
            -33218,
            -174522,
            -174522,
            -159046
        ],
        [
            5,
            4,
            5,
            5,
            4,
            5
        ],
        [
            8,
            8,
            8,
            8,
            8,
            8
        ],
        [
            3,
            3,
            3,
            3,
            3,
            3
        ],
        [
            4628,
            2160,
            2468,
            4628,
            2160,
            2468
        ],
        [
            5.472458,
            6.972458,
            0,
            5.472459,
            6.972459,
            0
        ],
        [
            1,
            1,
            0,
            1,
            1,
            0
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            357965,
            244260,
            -300697,
            -299892,
            -189740,
            -581042
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "ONE_USDT",
    "interval": "12h",
    "packets": 25000,
    "actual_packets": 4639,
    "evaluation_days": 2319.5,
    "actual_first_datapoint_time": 1559347200000,
    "first_datapoint_time": 1559606400000,
    "last_datapoint_time": 1759708800000,
    "evaluation_time": 1759749620421,
    "expiration_time": 1765720944000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "vwma",
        "factors": {
            "length": 7,
            "offset": 0
        }
    },
    "second_band": {
        "type": "hl2",
        "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)