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Trade: ONE/USDT/720/VWMA/PSAR/7563

Strategy
ONE/USDT/720/VWMA/PSAR/7563
Pair
ONE_USDT
Interval
12h
Score
687547
Daily Profit
0.769560
Profit Factor
7.159367
Profitability
43.902439
Streak
0.000000
Best Strategy
Training Data Length
2320.500000
Evaluation Time
2025-10-07 15:05
Expiration Time
2025-12-15 16:45

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 1804060.7235 1785764.5606 18296.1629 445095.8152 744509.6373 -299413.8221
Total P&L (%) 1804.0607 1785.7646 18.2962 445.0958 744.5096 -299.4138
Avg Daily Profit (%) 0.7774 0.7696 0.0079 0.0731 0.092 0
Buy And Hold Return (%) 42.5352 42.5352 42.5352 42.5352 42.5352 42.5352
Max Trade Drawdown -93720 -90758 -80495 -1101450 -1025726 -906270
Profit Factor 4.0924 7.1594 1.0623 1.0844 1.2786 0.8849
Total Trades 81 41 40 81 41 40
Winning Trades 37 18 19 37 18 19
Losing Trades 44 23 21 44 23 21
Profitability (%) 45.679 43.9024 47.5 45.679 43.9024 47.5
Ratio Avg Win / Avg Loss 4.8666 9.1481 1.1742 1.2895 1.6337 0.9781
Largest Winning Trade 1760027 1760027 85760 1016593 1016593 611430
Largest Losing Trade -39548 -32279 -39548 -389669 -339835 -389669
Avg Bars in Trades 52 38 66 52 38 66
Avg Bars in Winners 84 58 109 84 58 109
Avg Bars in Losers 25 22 28 25 22 28
Bars Traded 4230 1559 2671 4230 1559 2671
Profit Streak 0 0 78.5036 0 0 78.5036
Trades During Streak 0 0 4 0 0 4
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 77206 687547 -499543 -240989 -71011 -580305
Evaluation Data
{
    "trading_pair": "ONE_USDT",
    "interval": "12h",
    "packets": 25000,
    "actual_packets": 4641,
    "evaluation_days": 2320.5,
    "actual_first_datapoint_time": 1559347200000,
    "first_datapoint_time": 1569196800000,
    "last_datapoint_time": 1759795200000,
    "evaluation_time": 1759838713017,
    "expiration_time": 1765809936000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "vwma",
        "factors": {
            "length": 229,
            "offset": 0
        }
    },
    "second_band": {
        "type": "psar",
        "factors": {
            "length": 0,
            "offset": 0,
            "af": 0,
            "af0": 0,
            "max_af": 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": [
        [
            1804060.7234712646,
            1785764.5605585484,
            18296.162912716,
            445095.8152489294,
            744509.6373379417,
            -299413.8220890125
        ],
        [
            1804.060723,
            1785.764561,
            18.296163,
            445.095815,
            744.509637,
            -299.413822
        ],
        [
            0.777445,
            0.76956,
            0.007885,
            0.073105,
            0.091987,
            0
        ],
        [
            42.535211,
            42.535211,
            42.535211,
            42.535211,
            42.535211,
            42.535211
        ],
        [
            -93720,
            -90758,
            -80495,
            -1101450,
            -1025726,
            -906270
        ],
        [
            4.092408,
            7.159367,
            1.062347,
            1.08439,
            1.278581,
            0.884918
        ],
        [
            81,
            41,
            40,
            81,
            41,
            40
        ],
        [
            37,
            18,
            19,
            37,
            18,
            19
        ],
        [
            44,
            23,
            21,
            44,
            23,
            21
        ],
        [
            45.679012,
            43.902439,
            47.5,
            45.679012,
            43.902439,
            47.5
        ],
        [
            4.866648,
            9.14808,
            1.174173,
            1.289545,
            1.633743,
            0.978067
        ],
        [
            1760027,
            1760027,
            85760,
            1016593,
            1016593,
            611430
        ],
        [
            -39548,
            -32279,
            -39548,
            -389669,
            -339835,
            -389669
        ],
        [
            52,
            38,
            66,
            52,
            38,
            66
        ],
        [
            84,
            58,
            109,
            84,
            58,
            109
        ],
        [
            25,
            22,
            28,
            25,
            22,
            28
        ],
        [
            4230,
            1559,
            2671,
            4230,
            1559,
            2671
        ],
        [
            0,
            0,
            78.503623,
            0,
            0,
            78.503623
        ],
        [
            0,
            0,
            4,
            0,
            0,
            4
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            77206,
            687547,
            -499543,
            -240989,
            -71011,
            -580305
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "ONE_USDT",
    "interval": "12h",
    "packets": 25000,
    "actual_packets": 4641,
    "evaluation_days": 2320.5,
    "actual_first_datapoint_time": 1559347200000,
    "first_datapoint_time": 1569196800000,
    "last_datapoint_time": 1759795200000,
    "evaluation_time": 1759838713017,
    "expiration_time": 1765809936000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "vwma",
        "factors": {
            "length": 229,
            "offset": 0
        }
    },
    "second_band": {
        "type": "psar",
        "factors": {
            "length": 0,
            "offset": 0,
            "af": 0,
            "af0": 0,
            "max_af": 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)