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Trade: NEAR/USDT/720/VWMA/PSAR/7387

Strategy
NEAR/USDT/720/VWMA/PSAR/7387
Pair
NEAR_USDT
Interval
12h
Score
312136
Daily Profit
0.290381
Profit Factor
1.754254
Profitability
47.967480
Streak
0.000000
Best Strategy
Training Data Length
1807.000000
Evaluation Time
2025-09-27 07:51
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 524719.0883 515023.0368 9696.0515 400201.3573 1904866.0183 -1504664.661
Total P&L (%) 524.7191 515.023 9.6961 400.2014 1904.866 -1504.6647
Avg Daily Profit (%) 0.2904 0.285 0.0054 0.0891 0.1661 0
Buy And Hold Return (%) 186.6885 186.6885 186.6885 186.6885 186.6885 186.6885
Max Trade Drawdown -155916 -103771 -107443 -3320902 -2126889 -2435089
Profit Factor 1.7543 2.6437 1.0254 1.0359 1.381 0.755
Total Trades 123 61 62 123 61 62
Winning Trades 59 30 29 59 30 29
Losing Trades 64 31 33 64 31 33
Profitability (%) 47.9675 49.1803 46.7742 47.9675 49.1803 46.7742
Ratio Avg Win / Avg Loss 1.9029 2.7318 1.1668 1.1237 1.427 0.8591
Largest Winning Trade 228402 228402 63718 1217544 1217544 761086
Largest Losing Trade -34179 -34179 -28611 -953674 -890028 -953674
Avg Bars in Trades 28 25 30 28 25 30
Avg Bars in Winners 33 28 39 33 28 39
Avg Bars in Losers 23 23 23 23 23 23
Bars Traded 3481 1581 1900 3481 1581 1900
Profit Streak 0 25.7025 0 0 25.7025 0
Trades During Streak 0 1 0 0 1 0
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 312136 -150697 -699496 -261096 -152852 -736212
Evaluation Data
{
    "trading_pair": "NEAR_USDT",
    "interval": "12h",
    "packets": 25000,
    "actual_packets": 3614,
    "evaluation_days": 1807,
    "actual_first_datapoint_time": 1602633600000,
    "first_datapoint_time": 1607126400000,
    "last_datapoint_time": 1758715200000,
    "evaluation_time": 1758948696461,
    "expiration_time": 1763398944000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "vwma",
        "factors": {
            "length": 105,
            "offset": 0
        }
    },
    "second_band": {
        "type": "psar",
        "factors": {
            "length": 0,
            "offset": 0,
            "af": 0,
            "af0": 0,
            "max_af": 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": [
        [
            524719.0883158518,
            515023.0368307983,
            9696.0514850533,
            400201.3573089781,
            1904866.0182808877,
            -1504664.6609719084
        ],
        [
            524.719088,
            515.023037,
            9.696051,
            400.201357,
            1904.866018,
            -1504.664661
        ],
        [
            0.290381,
            0.285016,
            0.005366,
            0.089129,
            0.166057,
            0
        ],
        [
            186.688463,
            186.688463,
            186.688463,
            186.688463,
            186.688463,
            186.688463
        ],
        [
            -155916,
            -103771,
            -107443,
            -3320902,
            -2126889,
            -2435089
        ],
        [
            1.754254,
            2.643682,
            1.025359,
            1.035923,
            1.380956,
            0.754958
        ],
        [
            123,
            61,
            62,
            123,
            61,
            62
        ],
        [
            59,
            30,
            29,
            59,
            30,
            29
        ],
        [
            64,
            31,
            33,
            64,
            31,
            33
        ],
        [
            47.96748,
            49.180328,
            46.774194,
            47.96748,
            49.180328,
            46.774194
        ],
        [
            1.902919,
            2.731805,
            1.166788,
            1.123713,
            1.426987,
            0.85909
        ],
        [
            228402,
            228402,
            63718,
            1217544,
            1217544,
            761086
        ],
        [
            -34179,
            -34179,
            -28611,
            -953674,
            -890028,
            -953674
        ],
        [
            28,
            25,
            30,
            28,
            25,
            30
        ],
        [
            33,
            28,
            39,
            33,
            28,
            39
        ],
        [
            23,
            23,
            23,
            23,
            23,
            23
        ],
        [
            3481,
            1581,
            1900,
            3481,
            1581,
            1900
        ],
        [
            0,
            25.702505,
            0,
            0,
            25.702505,
            0
        ],
        [
            0,
            1,
            0,
            0,
            1,
            0
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            312136,
            -150697,
            -699496,
            -261096,
            -152852,
            -736212
        ]
    ]
}
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": 1607126400000,
    "last_datapoint_time": 1758715200000,
    "evaluation_time": 1758948696461,
    "expiration_time": 1763398944000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "vwma",
        "factors": {
            "length": 105,
            "offset": 0
        }
    },
    "second_band": {
        "type": "psar",
        "factors": {
            "length": 0,
            "offset": 0,
            "af": 0,
            "af0": 0,
            "max_af": 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)