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Trade: NEAR/USDT/480/VWAP/SWMA/7143

Strategy
NEAR/USDT/480/VWAP/SWMA/7143
Pair
NEAR_USDT
Interval
8h
Score
580245
Daily Profit
0.279429
Profit Factor
3.938741
Profitability
53.333333
Streak
0.000000
Best Strategy
Training Data Length
1813.000000
Evaluation Time
2025-09-30 20:15
Expiration Time
2025-11-24 03:21

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 527567.3516 506605.4545 20961.8971 89555.2344 235158.1757 -145602.9413
Total P&L (%) 527.5674 506.6055 20.9619 89.5552 235.1582 -145.6029
Avg Daily Profit (%) 0.291 0.2794 0.0116 0.0353 0.0667 0
Buy And Hold Return (%) 69.723 69.723 69.723 69.723 69.723 69.723
Max Trade Drawdown -123493 -91087 -60014 -187814 -74165 -96430
Profit Factor 2.3645 3.9387 1.0978 1.1822 2.4574 0.5589
Total Trades 60 30 30 60 30 30
Winning Trades 31 16 15 31 16 15
Losing Trades 29 14 15 29 14 15
Profitability (%) 51.6667 53.3333 50 51.6667 53.3333 50
Ratio Avg Win / Avg Loss 2.212 3.4464 1.0978 1.106 2.1502 0.5589
Largest Winning Trade 402261 402261 41242 125203 125203 39380
Largest Losing Trade -70065 -63479 -70065 -148032 -40784 -148032
Avg Bars in Trades 85 84 85 85 84 85
Avg Bars in Winners 107 109 106 107 109 106
Avg Bars in Losers 60 56 64 60 56 64
Bars Traded 5100 2543 2557 5100 2543 2557
Profit Streak 30.3857 0 53.7191 30.3857 0 53.7191
Trades During Streak 1 0 2 1 0 2
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score -159424 580245 -455135 -415870 -101543 -579840
Evaluation Data
{
    "trading_pair": "NEAR_USDT",
    "interval": "8h",
    "packets": 25000,
    "actual_packets": 5439,
    "evaluation_days": 1813,
    "actual_first_datapoint_time": 1602633600000,
    "first_datapoint_time": 1609632000000,
    "last_datapoint_time": 1759248000000,
    "evaluation_time": 1759252527599,
    "expiration_time": 1763947296000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "vwap",
        "factors": {
            "length": 0,
            "offset": 243
        }
    },
    "second_band": {
        "type": "swma",
        "factors": {
            "length": 91,
            "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": [
        [
            527567.3515674762,
            506605.4544908089,
            20961.8970766671,
            89555.2343781564,
            235158.1756765682,
            -145602.9412984119
        ],
        [
            527.567352,
            506.605454,
            20.961897,
            89.555234,
            235.158176,
            -145.602941
        ],
        [
            0.290991,
            0.279429,
            0.011562,
            0.03528,
            0.066731,
            0
        ],
        [
            69.722955,
            69.722955,
            69.722955,
            69.722955,
            69.722955,
            69.722955
        ],
        [
            -123493,
            -91087,
            -60014,
            -187814,
            -74165,
            -96430
        ],
        [
            2.364505,
            3.938741,
            1.097839,
            1.182228,
            2.457365,
            0.558897
        ],
        [
            60,
            30,
            30,
            60,
            30,
            30
        ],
        [
            31,
            16,
            15,
            31,
            16,
            15
        ],
        [
            29,
            14,
            15,
            29,
            14,
            15
        ],
        [
            51.666667,
            53.333333,
            50,
            51.666667,
            53.333333,
            50
        ],
        [
            2.211956,
            3.446399,
            1.097839,
            1.105955,
            2.150194,
            0.558897
        ],
        [
            402261,
            402261,
            41242,
            125203,
            125203,
            39380
        ],
        [
            -70065,
            -63479,
            -70065,
            -148032,
            -40784,
            -148032
        ],
        [
            85,
            84,
            85,
            85,
            84,
            85
        ],
        [
            107,
            109,
            106,
            107,
            109,
            106
        ],
        [
            60,
            56,
            64,
            60,
            56,
            64
        ],
        [
            5100,
            2543,
            2557,
            5100,
            2543,
            2557
        ],
        [
            30.385736,
            0,
            53.719069,
            30.385736,
            0,
            53.719069
        ],
        [
            1,
            0,
            2,
            1,
            0,
            2
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            -159424,
            580245,
            -455135,
            -415870,
            -101543,
            -579840
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "NEAR_USDT",
    "interval": "8h",
    "packets": 25000,
    "actual_packets": 5439,
    "evaluation_days": 1813,
    "actual_first_datapoint_time": 1602633600000,
    "first_datapoint_time": 1609632000000,
    "last_datapoint_time": 1759248000000,
    "evaluation_time": 1759252527599,
    "expiration_time": 1763947296000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "vwap",
        "factors": {
            "length": 0,
            "offset": 243
        }
    },
    "second_band": {
        "type": "swma",
        "factors": {
            "length": 91,
            "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)