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Trade: OP/USDT/240/WMA/VWMA/4651

Strategy
OP/USDT/240/WMA/VWMA/4651
Pair
OP_USDT
Interval
4h
Score
321905
Daily Profit
0.322858
Profit Factor
2.364287
Profitability
39.024390
Streak
0.000000
Best Strategy
Training Data Length
1217.500000
Evaluation Time
2025-09-30 21:04
Expiration Time
2025-11-06 06:36

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 422096.9937 393079.1081 29017.8856 161869.6456 456689.4442 -294819.7986
Total P&L (%) 422.097 393.0791 29.0179 161.8696 456.6894 -294.8198
Avg Daily Profit (%) 0.3467 0.3229 0.0238 0.0791 0.1411 0
Buy And Hold Return (%) 23.6981 23.6981 23.6981 23.6981 23.6981 23.6981
Max Trade Drawdown -201919 -150485 -65242 -2610456 -1780181 -921858
Profit Factor 1.8943 2.3643 1.1578 1.0398 1.181 0.8092
Total Trades 82 41 41 82 41 41
Winning Trades 40 16 24 40 16 24
Losing Trades 42 25 17 42 25 17
Profitability (%) 48.7805 39.0244 58.5366 48.7805 39.0244 58.5366
Ratio Avg Win / Avg Loss 1.989 3.6942 0.8201 1.0918 1.8453 0.5732
Largest Winning Trade 306861 306861 30924 1567511 1567511 137980
Largest Losing Trade -32361 -29152 -32361 -693335 -419929 -693335
Avg Bars in Trades 85 111 60 85 111 60
Avg Bars in Winners 102 171 55 102 171 55
Avg Bars in Losers 69 72 66 69 72 66
Bars Traded 7020 4554 2466 7020 4554 2466
Profit Streak 15.2534 0 18.0867 15.2534 0 18.0867
Trades During Streak 1 0 3 1 0 3
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 136919 321905 -302962 -272878 -29207 -578160
Evaluation Data
{
    "trading_pair": "OP_USDT",
    "interval": "4h",
    "packets": 25000,
    "actual_packets": 7305,
    "evaluation_days": 1217.5,
    "actual_first_datapoint_time": 1654070400000,
    "first_datapoint_time": 1657094400000,
    "last_datapoint_time": 1759248000000,
    "evaluation_time": 1759255491113,
    "expiration_time": 1762403760000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "wma",
        "factors": {
            "length": 211,
            "offset": 0
        }
    },
    "second_band": {
        "type": "vwma",
        "factors": {
            "length": 144,
            "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": [
        [
            422096.9937235513,
            393079.1081365835,
            29017.8855869683,
            161869.6455916464,
            456689.4441946574,
            -294819.79860301
        ],
        [
            422.096994,
            393.079108,
            29.017886,
            161.869646,
            456.689444,
            -294.819799
        ],
        [
            0.346692,
            0.322858,
            0.023834,
            0.079101,
            0.141113,
            0
        ],
        [
            23.698113,
            23.698113,
            23.698113,
            23.698113,
            23.698113,
            23.698113
        ],
        [
            -201919,
            -150485,
            -65242,
            -2610456,
            -1780181,
            -921858
        ],
        [
            1.894255,
            2.364287,
            1.157801,
            1.039789,
            1.180997,
            0.809186
        ],
        [
            82,
            41,
            41,
            82,
            41,
            41
        ],
        [
            40,
            16,
            24,
            40,
            16,
            24
        ],
        [
            42,
            25,
            17,
            42,
            25,
            17
        ],
        [
            48.780488,
            39.02439,
            58.536585,
            48.780488,
            39.02439,
            58.536585
        ],
        [
            1.988968,
            3.694198,
            0.820109,
            1.091778,
            1.845308,
            0.573173
        ],
        [
            306861,
            306861,
            30924,
            1567511,
            1567511,
            137980
        ],
        [
            -32361,
            -29152,
            -32361,
            -693335,
            -419929,
            -693335
        ],
        [
            85,
            111,
            60,
            85,
            111,
            60
        ],
        [
            102,
            171,
            55,
            102,
            171,
            55
        ],
        [
            69,
            72,
            66,
            69,
            72,
            66
        ],
        [
            7020,
            4554,
            2466,
            7020,
            4554,
            2466
        ],
        [
            15.253369,
            0,
            18.086703,
            15.253369,
            0,
            18.086703
        ],
        [
            1,
            0,
            3,
            1,
            0,
            3
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            136919,
            321905,
            -302962,
            -272878,
            -29207,
            -578160
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "OP_USDT",
    "interval": "4h",
    "packets": 25000,
    "actual_packets": 7305,
    "evaluation_days": 1217.5,
    "actual_first_datapoint_time": 1654070400000,
    "first_datapoint_time": 1657094400000,
    "last_datapoint_time": 1759248000000,
    "evaluation_time": 1759255491113,
    "expiration_time": 1762403760000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "wma",
        "factors": {
            "length": 211,
            "offset": 0
        }
    },
    "second_band": {
        "type": "vwma",
        "factors": {
            "length": 144,
            "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)