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Trade: NEAR/USDT/120/FWMA/VWMA/2200

Strategy
NEAR/USDT/120/FWMA/VWMA/2200
Pair
NEAR_USDT
Interval
2h
Score
314308
Daily Profit
0.395321
Profit Factor
2.841590
Profitability
39.805825
Streak
56.153903
Best Strategy
Training Data Length
1822.250000
Evaluation Time
2025-10-11 00:41
Expiration Time
2025-12-15 12:25

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 745301.951 720372.8501 24929.1008 815321.7429 1282866.8704 -467545.1275
Total P&L (%) 745.302 720.3729 24.9291 815.3217 1282.8669 -467.5451
Avg Daily Profit (%) 0.409 0.3953 0.0137 0.1216 0.1443 0
Buy And Hold Return (%) 242.5705 242.5705 242.5705 242.5705 242.5705 242.5705
Max Trade Drawdown -88935 -75696 -59450 -1371011 -855129 -888789
Profit Factor 1.9509 2.8416 1.0635 1.1442 1.4836 0.8442
Total Trades 205 103 102 205 103 102
Winning Trades 83 41 42 83 41 42
Losing Trades 122 62 60 122 62 60
Profitability (%) 40.4878 39.8058 41.1765 40.4878 39.8058 41.1765
Ratio Avg Win / Avg Loss 2.8676 4.297 1.5193 1.6818 2.2434 1.2061
Largest Winning Trade 292246 292246 78906 1064765 1064765 465141
Largest Losing Trade -29511 -29511 -25256 -399921 -399921 -319943
Avg Bars in Trades 105 103 106 105 103 106
Avg Bars in Winners 170 171 169 170 171 169
Avg Bars in Losers 60 58 62 60 58 62
Bars Traded 21526 10636 10890 21526 10636 10890
Profit Streak 31.6539 56.1539 0 31.6539 56.1539 0
Trades During Streak 1 2 0 1 2 0
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 302304 314308 -493625 -95975 -2140 -582825
Evaluation Data
{
    "trading_pair": "NEAR_USDT",
    "interval": "2h",
    "packets": 25000,
    "actual_packets": 21867,
    "evaluation_days": 1822.25,
    "actual_first_datapoint_time": 1602648000000,
    "first_datapoint_time": 1604844000000,
    "last_datapoint_time": 1760126400000,
    "evaluation_time": 1760132497218,
    "expiration_time": 1765794326400,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "fwma",
        "factors": {
            "length": 58,
            "offset": 248
        }
    },
    "second_band": {
        "type": "vwma",
        "factors": {
            "length": 44,
            "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": [
        [
            745301.9509689914,
            720372.8501469997,
            24929.1008219924,
            815321.742935536,
            1282866.8703997026,
            -467545.1274641674
        ],
        [
            745.301951,
            720.37285,
            24.929101,
            815.321743,
            1282.86687,
            -467.545127
        ],
        [
            0.409001,
            0.395321,
            0.01368,
            0.121578,
            0.144252,
            0
        ],
        [
            242.570533,
            242.570533,
            242.570533,
            242.570533,
            242.570533,
            242.570533
        ],
        [
            -88935,
            -75696,
            -59450,
            -1371011,
            -855129,
            -888789
        ],
        [
            1.950933,
            2.84159,
            1.063499,
            1.144184,
            1.483568,
            0.844245
        ],
        [
            205,
            103,
            102,
            205,
            103,
            102
        ],
        [
            83,
            41,
            42,
            83,
            41,
            42
        ],
        [
            122,
            62,
            60,
            122,
            62,
            60
        ],
        [
            40.487805,
            39.805825,
            41.176471,
            40.487805,
            39.805825,
            41.176471
        ],
        [
            2.867637,
            4.297038,
            1.519285,
            1.681813,
            2.243445,
            1.206064
        ],
        [
            292246,
            292246,
            78906,
            1064765,
            1064765,
            465141
        ],
        [
            -29511,
            -29511,
            -25256,
            -399921,
            -399921,
            -319943
        ],
        [
            105,
            103,
            106,
            105,
            103,
            106
        ],
        [
            170,
            171,
            169,
            170,
            171,
            169
        ],
        [
            60,
            58,
            62,
            60,
            58,
            62
        ],
        [
            21526,
            10636,
            10890,
            21526,
            10636,
            10890
        ],
        [
            31.653903,
            56.153903,
            0,
            31.653903,
            56.153903,
            0
        ],
        [
            1,
            2,
            0,
            1,
            2,
            0
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            302304,
            314308,
            -493625,
            -95975,
            -2140,
            -582825
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "NEAR_USDT",
    "interval": "2h",
    "packets": 25000,
    "actual_packets": 21867,
    "evaluation_days": 1822.25,
    "actual_first_datapoint_time": 1602648000000,
    "first_datapoint_time": 1604844000000,
    "last_datapoint_time": 1760126400000,
    "evaluation_time": 1760132497218,
    "expiration_time": 1765794326400,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "fwma",
        "factors": {
            "length": 58,
            "offset": 248
        }
    },
    "second_band": {
        "type": "vwma",
        "factors": {
            "length": 44,
            "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)