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Trade: ONE/USDT/720/VWMA/HWMA/9575

Strategy
ONE/USDT/720/VWMA/HWMA/9575
Pair
ONE_USDT
Interval
12h
Score
304828
Daily Profit
0.180359
Profit Factor
1.494885
Profitability
44.755245
Streak
17.865993
Best Strategy
Training Data Length
2323.500000
Evaluation Time
2025-10-10 11:47
Expiration Time
2025-12-18 18:55

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 300555.5118 419062.9809 -118507.4691 -111297.1791 235964.6385 -347261.8176
Total P&L (%) 300.5555 419.063 -118.5075 -111.2972 235.9646 -347.2618
Avg Daily Profit (%) 0.1294 0.1804 -0.051 0 0.0522 0
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -212867 -143773 -334419 -416175 -139454 -462645
Profit Factor 1.1536 1.4949 0.8933 0.9245 1.4535 0.6358
Total Trades 286 143 143 286 143 143
Winning Trades 137 64 73 152 82 70
Losing Trades 149 79 70 134 61 73
Profitability (%) 47.9021 44.7552 51.049 53.1469 57.3427 48.951
Ratio Avg Win / Avg Loss 1.2546 1.8452 0.8566 0.815 1.0813 0.6631
Largest Winning Trade 82004 82004 57946 102554 102554 37855
Largest Losing Trade -133576 -31879 -133576 -226882 -45377 -226882
Avg Bars in Trades 15 15 15 15 15 15
Avg Bars in Winners 15 15 15 15 15 15
Avg Bars in Losers 15 15 15 15 15 15
Bars Traded 4523 2258 2265 4523 2258 2265
Profit Streak 17.866 17.866 25.366 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 -69911 304828 -579996 -578596 -121171 -581083
Evaluation Data
{
    "trading_pair": "ONE_USDT",
    "interval": "12h",
    "packets": 25000,
    "actual_packets": 4647,
    "evaluation_days": 2323.5,
    "actual_first_datapoint_time": 1559347200000,
    "first_datapoint_time": 1564056000000,
    "last_datapoint_time": 1760054400000,
    "evaluation_time": 1760086021789,
    "expiration_time": 1766076912000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "vwma",
        "factors": {
            "length": 110,
            "offset": 0
        }
    },
    "second_band": {
        "type": "hwma",
        "factors": {
            "length": 0,
            "offset": 0,
            "na": 0.2,
            "nb": 0.1,
            "nc": 0.5098
        }
    }
}
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": [
        [
            300555.511771561,
            419062.9808951444,
            -118507.4691235831,
            -111297.1790613071,
            235964.6385005318,
            -347261.8175618387
        ],
        [
            300.555512,
            419.062981,
            -118.507469,
            -111.297179,
            235.964639,
            -347.261818
        ],
        [
            0.129355,
            0.180359,
            -0.051004,
            0,
            0.052169,
            0
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -212867,
            -143773,
            -334419,
            -416175,
            -139454,
            -462645
        ],
        [
            1.153568,
            1.494885,
            0.893271,
            0.924484,
            1.453533,
            0.635817
        ],
        [
            286,
            143,
            143,
            286,
            143,
            143
        ],
        [
            137,
            64,
            73,
            152,
            82,
            70
        ],
        [
            149,
            79,
            70,
            134,
            61,
            73
        ],
        [
            47.902098,
            44.755245,
            51.048951,
            53.146853,
            57.342657,
            48.951049
        ],
        [
            1.254611,
            1.845248,
            0.856561,
            0.815005,
            1.081286,
            0.663067
        ],
        [
            82004,
            82004,
            57946,
            102554,
            102554,
            37855
        ],
        [
            -133576,
            -31879,
            -133576,
            -226882,
            -45377,
            -226882
        ],
        [
            15,
            15,
            15,
            15,
            15,
            15
        ],
        [
            15,
            15,
            15,
            15,
            15,
            15
        ],
        [
            15,
            15,
            15,
            15,
            15,
            15
        ],
        [
            4523,
            2258,
            2265,
            4523,
            2258,
            2265
        ],
        [
            17.865993,
            17.865993,
            25.365993,
            0,
            0,
            0
        ],
        [
            2,
            1,
            1,
            0,
            0,
            0
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            -69911,
            304828,
            -579996,
            -578596,
            -121171,
            -581083
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "ONE_USDT",
    "interval": "12h",
    "packets": 25000,
    "actual_packets": 4647,
    "evaluation_days": 2323.5,
    "actual_first_datapoint_time": 1559347200000,
    "first_datapoint_time": 1564056000000,
    "last_datapoint_time": 1760054400000,
    "evaluation_time": 1760086021789,
    "expiration_time": 1766076912000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "vwma",
        "factors": {
            "length": 110,
            "offset": 0
        }
    },
    "second_band": {
        "type": "hwma",
        "factors": {
            "length": 0,
            "offset": 0,
            "na": 0.2,
            "nb": 0.1,
            "nc": 0.5098
        }
    }
}

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)