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Trade: OP/USDT/120/VWMA/SINWMA/3792

Strategy
OP/USDT/120/VWMA/SINWMA/3792
Pair
OP_USDT
Interval
2h
Score
314928
Daily Profit
0.226450
Profit Factor
1.482402
Profitability
46.086957
Streak
0.000000
Best Strategy
Training Data Length
1219.330000
Evaluation Time
2025-10-02 17:58
Expiration Time
2025-11-15 13:30

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 276117.3533 264227.3972 11889.9561 75784.1761 46958.3178 28825.8583
Total P&L (%) 276.1174 264.2274 11.89 75.7842 46.9583 28.8259
Avg Daily Profit (%) 0.2265 0.2167 0.0098 0.0463 0.0316 0.0208
Buy And Hold Return (%) 41.1417 41.1417 41.1417 41.1417 41.1417 41.1417
Max Trade Drawdown -89178 -65746 -81196 -233531 -232973 -173285
Profit Factor 1.4824 2.0117 1.0382 1.0628 1.0901 1.0421
Total Trades 115 58 57 115 58 57
Winning Trades 53 24 29 53 24 29
Losing Trades 62 34 28 62 34 28
Profitability (%) 46.087 41.3793 50.8772 46.087 41.3793 50.8772
Ratio Avg Win / Avg Loss 1.7341 2.8498 1.0024 1.2433 1.5443 1.0062
Largest Winning Trade 143305 143305 50314 127540 87807 127540
Largest Losing Trade -47283 -21528 -47283 -106643 -59323 -106643
Avg Bars in Trades 123 109 137 123 109 137
Avg Bars in Winners 158 134 178 158 134 178
Avg Bars in Losers 93 91 96 93 91 96
Bars Traded 14209 6346 7863 14209 6346 7863
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 314928 -172206 -704023 -291676 -576233 -685048
Evaluation Data
{
    "trading_pair": "OP_USDT",
    "interval": "2h",
    "packets": 25000,
    "actual_packets": 14632,
    "evaluation_days": 1219.33,
    "actual_first_datapoint_time": 1654070400000,
    "first_datapoint_time": 1655510400000,
    "last_datapoint_time": 1759413600000,
    "evaluation_time": 1759417116829,
    "expiration_time": 1763206214400,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "vwma",
        "factors": {
            "length": 201,
            "offset": 0
        }
    },
    "second_band": {
        "type": "sinwma",
        "factors": {
            "length": 60,
            "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": [
        [
            276117.3532603314,
            264227.3971853772,
            11889.956074954,
            75784.1761356665,
            46958.3178164218,
            28825.8583192447
        ],
        [
            276.117353,
            264.227397,
            11.889956,
            75.784176,
            46.958318,
            28.825858
        ],
        [
            0.22645,
            0.216699,
            0.009751,
            0.046273,
            0.031578,
            0.020775
        ],
        [
            41.141732,
            41.141732,
            41.141732,
            41.141732,
            41.141732,
            41.141732
        ],
        [
            -89178,
            -65746,
            -81196,
            -233531,
            -232973,
            -173285
        ],
        [
            1.482402,
            2.011652,
            1.038207,
            1.062835,
            1.090078,
            1.042095
        ],
        [
            115,
            58,
            57,
            115,
            58,
            57
        ],
        [
            53,
            24,
            29,
            53,
            24,
            29
        ],
        [
            62,
            34,
            28,
            62,
            34,
            28
        ],
        [
            46.086957,
            41.37931,
            50.877193,
            46.086957,
            41.37931,
            50.877193
        ],
        [
            1.734131,
            2.849841,
            1.002407,
            1.243316,
            1.544278,
            1.006161
        ],
        [
            143305,
            143305,
            50314,
            127540,
            87807,
            127540
        ],
        [
            -47283,
            -21528,
            -47283,
            -106643,
            -59323,
            -106643
        ],
        [
            123,
            109,
            137,
            123,
            109,
            137
        ],
        [
            158,
            134,
            178,
            158,
            134,
            178
        ],
        [
            93,
            91,
            96,
            93,
            91,
            96
        ],
        [
            14209,
            6346,
            7863,
            14209,
            6346,
            7863
        ],
        [
            0,
            0,
            0,
            0,
            0,
            0
        ],
        [
            0,
            0,
            0,
            0,
            0,
            0
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            314928,
            -172206,
            -704023,
            -291676,
            -576233,
            -685048
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "OP_USDT",
    "interval": "2h",
    "packets": 25000,
    "actual_packets": 14632,
    "evaluation_days": 1219.33,
    "actual_first_datapoint_time": 1654070400000,
    "first_datapoint_time": 1655510400000,
    "last_datapoint_time": 1759413600000,
    "evaluation_time": 1759417116829,
    "expiration_time": 1763206214400,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "vwma",
        "factors": {
            "length": 201,
            "offset": 0
        }
    },
    "second_band": {
        "type": "sinwma",
        "factors": {
            "length": 60,
            "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)