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Trade: NEAR/USDT/360/VWAP/DCL/6024

Strategy
NEAR/USDT/360/VWAP/DCL/6024
Pair
NEAR_USDT
Interval
6h
Score
413633
Daily Profit
0.286752
Profit Factor
3.555133
Profitability
36.111111
Streak
235.520184
Best Strategy
Training Data Length
1806.750000
Evaluation Time
2025-09-25 15:29
Expiration Time
2025-11-17 18:51

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L -379770.8152 25677.6971 -405448.5122 19011643.0219 1458918.0977 17552724.9243
Total P&L (%) -379.7708 25.6777 -405.4485 19011.643 1458.9181 17552.7249
Avg Daily Profit (%) -0.2102 0.0142 -0.2244 0.2912 0.1521 0.2868
Buy And Hold Return (%) 205.1302 205.1302 205.1302 205.1302 205.1302 205.1302
Max Trade Drawdown -608174 -51059 -586080 -4565062 -2127991 -3941352
Profit Factor 0.5695 1.2883 0.4888 2.7884 1.3879 3.5551
Total Trades 73 37 36 73 37 36
Winning Trades 56 25 31 32 19 13
Losing Trades 17 12 5 41 18 23
Profitability (%) 76.7123 67.5676 86.1111 43.8356 51.3514 36.1111
Ratio Avg Win / Avg Loss 0.1729 0.6184 0.0788 3.5726 1.3149 6.2899
Largest Winning Trade 40336 22063 40336 12421553 1674746 12421553
Largest Losing Trade -380100 -26061 -380100 -2437071 -2127991 -2437071
Avg Bars in Trades 81 4 161 81 4 161
Avg Bars in Winners 42 3 73 93 4 223
Avg Bars in Losers 211 5 705 72 3 127
Bars Traded 5980 159 5821 5980 159 5821
Profit Streak 0 0 235.5202 0 0 235.5202
Trades During Streak 0 0 4 0 0 4
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score -653315 -338728 -574918 -64536 313492 413633

Evaluation Data

{
    "trading_pair": "NEAR_USDT",
    "interval": "6h",
    "packets": 25000,
    "actual_packets": 7227,
    "evaluation_days": 1806.75,
    "actual_first_datapoint_time": 1602633600000,
    "first_datapoint_time": 1608033600000,
    "last_datapoint_time": 1758715200000,
    "evaluation_time": 1758803343879,
    "expiration_time": 1763398296000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}

Factors

{
    "first_band": {
        "type": "vwap",
        "factors": {
            "length": 0,
            "offset": 0
        }
    },
    "second_band": {
        "type": "dcl",
        "factors": {
            "length": 246,
            "offset": 5
        }
    }
}
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": [
        [
            -379770.8151684326,
            25677.6970706476,
            -405448.5122390802,
            19011643.021946367,
            1458918.0976646054,
            17552724.924281765
        ],
        [
            -379.770815,
            25.677697,
            -405.448512,
            19011.643022,
            1458.918098,
            17552.724924
        ],
        [
            -0.210196,
            0.014212,
            -0.224408,
            0.29116,
            0.152133,
            0.286752
        ],
        [
            205.130245,
            205.130245,
            205.130245,
            205.130245,
            205.130245,
            205.130245
        ],
        [
            -608174,
            -51059,
            -586080,
            -4565062,
            -2127991,
            -3941352
        ],
        [
            0.569498,
            1.288336,
            0.488782,
            2.7884,
            1.387913,
            3.555133
        ],
        [
            73,
            37,
            36,
            73,
            37,
            36
        ],
        [
            56,
            25,
            31,
            32,
            19,
            13
        ],
        [
            17,
            12,
            5,
            41,
            18,
            23
        ],
        [
            76.712329,
            67.567568,
            86.111111,
            43.835616,
            51.351351,
            36.111111
        ],
        [
            0.172883,
            0.618401,
            0.078836,
            3.572637,
            1.314865,
            6.289851
        ],
        [
            40336,
            22063,
            40336,
            12421553,
            1674746,
            12421553
        ],
        [
            -380100,
            -26061,
            -380100,
            -2437071,
            -2127991,
            -2437071
        ],
        [
            81,
            4,
            161,
            81,
            4,
            161
        ],
        [
            42,
            3,
            73,
            93,
            4,
            223
        ],
        [
            211,
            5,
            705,
            72,
            3,
            127
        ],
        [
            5980,
            159,
            5821,
            5980,
            159,
            5821
        ],
        [
            0,
            0,
            235.520184,
            0,
            0,
            235.520184
        ],
        [
            0,
            0,
            4,
            0,
            0,
            4
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            -653315,
            -338728,
            -574918,
            -64536,
            313492,
            413633
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "NEAR_USDT",
    "interval": "6h",
    "packets": 25000,
    "actual_packets": 7227,
    "evaluation_days": 1806.75,
    "actual_first_datapoint_time": 1602633600000,
    "first_datapoint_time": 1608033600000,
    "last_datapoint_time": 1758715200000,
    "evaluation_time": 1758803343879,
    "expiration_time": 1763398296000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "vwap",
        "factors": {
            "length": 0,
            "offset": 0
        }
    },
    "second_band": {
        "type": "dcl",
        "factors": {
            "length": 246,
            "offset": 5
        }
    }
}

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)