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Trade: NEAR/USDT/720/SSF/VWAP/8791

Strategy
NEAR/USDT/720/SSF/VWAP/8791
Pair
NEAR_USDT
Interval
12h
Score
341861
Daily Profit
0.528011
Profit Factor
3.123261
Profitability
33.333333
Streak
0.000000
Best Strategy
Training Data Length
1807.000000
Evaluation Time
2025-09-26 10:54
Expiration Time
2025-11-17 19:02

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 954116.1683 805400.8908 148715.2775 10261581.7202 7842805.7525 2418775.9677
Total P&L (%) 954.1162 805.4009 148.7153 10261.5817 7842.8058 2418.776
Avg Daily Profit (%) 0.528 0.4457 0.0823 0.2571 0.2424 0.1787
Buy And Hold Return (%) 177.7124 177.7124 177.7124 177.7124 177.7124 177.7124
Max Trade Drawdown -89952 -48020 -74098 -6804711 -3877209 -4473587
Profit Factor 3.1233 4.8608 1.6177 1.4377 1.7185 1.1931
Total Trades 96 48 48 96 48 48
Winning Trades 32 15 17 32 15 17
Losing Trades 64 33 31 64 33 31
Profitability (%) 33.3333 31.25 35.4167 33.3333 31.25 35.4167
Ratio Avg Win / Avg Loss 6.2465 10.6937 2.9499 2.8754 3.7807 2.1756
Largest Winning Trade 298309 298309 74352 5968136 5534234 5968136
Largest Losing Trade -24253 -15579 -24253 -2600039 -1989738 -2600039
Avg Bars in Trades 36 33 39 36 33 39
Avg Bars in Winners 90 89 90 90 89 90
Avg Bars in Losers 9 8 10 9 8 10
Bars Traded 3505 1624 1881 3505 1624 1881
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 341861 319624 -251370 156135 160348 -4766

Evaluation Data

{
    "trading_pair": "NEAR_USDT",
    "interval": "12h",
    "packets": 25000,
    "actual_packets": 3614,
    "evaluation_days": 1807,
    "actual_first_datapoint_time": 1602633600000,
    "first_datapoint_time": 1602633600000,
    "last_datapoint_time": 1758715200000,
    "evaluation_time": 1758873264572,
    "expiration_time": 1763398944000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}

Factors

{
    "first_band": {
        "type": "ssf",
        "factors": {
            "length": 170,
            "offset": 0,
            "poles": 2
        }
    },
    "second_band": {
        "type": "vwap",
        "factors": {
            "length": 0,
            "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": [
        [
            954116.1683235322,
            805400.8907960055,
            148715.2775275264,
            10261581.720238686,
            7842805.752516451,
            2418775.967722245
        ],
        [
            954.116168,
            805.400891,
            148.715278,
            10261.58172,
            7842.805753,
            2418.775968
        ],
        [
            0.528011,
            0.445712,
            0.0823,
            0.257147,
            0.242399,
            0.178707
        ],
        [
            177.712424,
            177.712424,
            177.712424,
            177.712424,
            177.712424,
            177.712424
        ],
        [
            -89952,
            -48020,
            -74098,
            -6804711,
            -3877209,
            -4473587
        ],
        [
            3.123261,
            4.860791,
            1.617708,
            1.437714,
            1.718497,
            1.19307
        ],
        [
            96,
            48,
            48,
            96,
            48,
            48
        ],
        [
            32,
            15,
            17,
            32,
            15,
            17
        ],
        [
            64,
            33,
            31,
            64,
            33,
            31
        ],
        [
            33.333333,
            31.25,
            35.416667,
            33.333333,
            31.25,
            35.416667
        ],
        [
            6.246522,
            10.693741,
            2.949939,
            2.875428,
            3.780693,
            2.175597
        ],
        [
            298309,
            298309,
            74352,
            5968136,
            5534234,
            5968136
        ],
        [
            -24253,
            -15579,
            -24253,
            -2600039,
            -1989738,
            -2600039
        ],
        [
            36,
            33,
            39,
            36,
            33,
            39
        ],
        [
            90,
            89,
            90,
            90,
            89,
            90
        ],
        [
            9,
            8,
            10,
            9,
            8,
            10
        ],
        [
            3505,
            1624,
            1881,
            3505,
            1624,
            1881
        ],
        [
            0,
            0,
            0,
            0,
            0,
            0
        ],
        [
            0,
            0,
            0,
            0,
            0,
            0
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            341861,
            319624,
            -251370,
            156135,
            160348,
            -4766
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "NEAR_USDT",
    "interval": "12h",
    "packets": 25000,
    "actual_packets": 3614,
    "evaluation_days": 1807,
    "actual_first_datapoint_time": 1602633600000,
    "first_datapoint_time": 1602633600000,
    "last_datapoint_time": 1758715200000,
    "evaluation_time": 1758873264572,
    "expiration_time": 1763398944000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "ssf",
        "factors": {
            "length": 170,
            "offset": 0,
            "poles": 2
        }
    },
    "second_band": {
        "type": "vwap",
        "factors": {
            "length": 0,
            "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)