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Trade: VET/USDT/720/MIDPRICE/SINWMA/4100

Strategy
VET/USDT/720/MIDPRICE/SINWMA/4100
Pair
VET_USDT
Interval
12h
Score
498283
Daily Profit
0.479340
Profit Factor
3.536236
Profitability
50.485437
Streak
0.000000
Best Strategy
Training Data Length
2505.000000
Evaluation Time
2025-10-03 00:13
Expiration Time
2025-12-16 17:36

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 1200747.5535 979061.489 221686.0645 97354110.7047 55730749.0971 41623361.6075
Total P&L (%) 1200.7476 979.0615 221.6861 97354.1107 55730.7491 41623.3616
Avg Daily Profit (%) 0.4793 0.3908 0.0885 0.2751 0.2528 0.2412
Buy And Hold Return (%) 482.8206 482.8206 482.8206 482.8206 482.8206 482.8206
Max Trade Drawdown -79648 -60715 -68214 -61995820 -32062867 -39986111
Profit Factor 3.5362 6.1948 1.7779 1.5415 1.637 1.4509
Total Trades 103 52 51 103 52 51
Winning Trades 52 26 26 52 26 26
Losing Trades 51 26 25 51 26 25
Profitability (%) 50.4854 50 50.9804 50.4854 50 50.9804
Ratio Avg Win / Avg Loss 3.4682 6.1948 1.7096 1.5118 1.637 1.3951
Largest Winning Trade 277263 277263 61507 32289708 27439657 32289708
Largest Losing Trade -27005 -23503 -27005 -24756029 -13640878 -24756029
Avg Bars in Trades 47 39 56 47 39 56
Avg Bars in Winners 70 57 82 70 57 82
Avg Bars in Losers 24 20 28 24 20 28
Bars Traded 4895 2028 2866 4895 2028 2866
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 498283 -168561 -417144 420738 -168466 -170532
Evaluation Data
{
    "trading_pair": "VET_USDT",
    "interval": "12h",
    "packets": 25000,
    "actual_packets": 5010,
    "evaluation_days": 2505,
    "actual_first_datapoint_time": 1543017600000,
    "first_datapoint_time": 1546387200000,
    "last_datapoint_time": 1759406400000,
    "evaluation_time": 1759439615346,
    "expiration_time": 1765899360000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "midprice",
        "factors": {
            "length": 79,
            "offset": 0
        }
    },
    "second_band": {
        "type": "sinwma",
        "factors": {
            "length": 10,
            "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": [
        [
            1200747.5535011273,
            979061.4890438181,
            221686.064457308,
            97354110.70469463,
            55730749.09714911,
            41623361.60754554
        ],
        [
            1200.747554,
            979.061489,
            221.686064,
            97354.110705,
            55730.749097,
            41623.361608
        ],
        [
            0.47934,
            0.390843,
            0.088497,
            0.275107,
            0.25281,
            0.241154
        ],
        [
            482.820576,
            482.820576,
            482.820576,
            482.820576,
            482.820576,
            482.820576
        ],
        [
            -79648,
            -60715,
            -68214,
            -61995820,
            -32062867,
            -39986111
        ],
        [
            3.536236,
            6.194773,
            1.777938,
            1.541452,
            1.637012,
            1.450888
        ],
        [
            103,
            52,
            51,
            103,
            52,
            51
        ],
        [
            52,
            26,
            26,
            52,
            26,
            26
        ],
        [
            51,
            26,
            25,
            51,
            26,
            25
        ],
        [
            50.485437,
            50,
            50.980392,
            50.485437,
            50,
            50.980392
        ],
        [
            3.468232,
            6.194773,
            1.709556,
            1.511809,
            1.637012,
            1.395085
        ],
        [
            277263,
            277263,
            61507,
            32289708,
            27439657,
            32289708
        ],
        [
            -27005,
            -23503,
            -27005,
            -24756029,
            -13640878,
            -24756029
        ],
        [
            47,
            39,
            56,
            47,
            39,
            56
        ],
        [
            70,
            57,
            82,
            70,
            57,
            82
        ],
        [
            24,
            20,
            28,
            24,
            20,
            28
        ],
        [
            4895,
            2028,
            2866,
            4895,
            2028,
            2866
        ],
        [
            0,
            0,
            0,
            0,
            0,
            0
        ],
        [
            0,
            0,
            0,
            0,
            0,
            0
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            498283,
            -168561,
            -417144,
            420738,
            -168466,
            -170532
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "VET_USDT",
    "interval": "12h",
    "packets": 25000,
    "actual_packets": 5010,
    "evaluation_days": 2505,
    "actual_first_datapoint_time": 1543017600000,
    "first_datapoint_time": 1546387200000,
    "last_datapoint_time": 1759406400000,
    "evaluation_time": 1759439615346,
    "expiration_time": 1765899360000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "midprice",
        "factors": {
            "length": 79,
            "offset": 0
        }
    },
    "second_band": {
        "type": "sinwma",
        "factors": {
            "length": 10,
            "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)