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Trade: OCEAN/USDT/120/SINWMA/VWMA/1662

Strategy
OCEAN/USDT/120/SINWMA/VWMA/1662
Pair
OCEAN_USDT
Interval
2h
Score
328750
Daily Profit
0.167999
Profit Factor
1.411171
Profitability
54.961832
Streak
467.366856
Best Strategy
Training Data Length
1411.330000
Evaluation Time
2025-09-28 17:48
Expiration Time
2024-08-21 00:23

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 169664.3995 237101.4906 -67437.0911 -72846.6183 172477.6851 -245324.3034
Total P&L (%) 169.6644 237.1015 -67.4371 -72.8466 172.4777 -245.3243
Avg Daily Profit (%) 0.1202 0.168 -0.0478 -0.0923 0.071 0
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -292332 -145867 -229456 -271723 -121795 -334847
Profit Factor 1.1339 1.4112 0.9023 0.9162 1.5033 0.5346
Total Trades 262 131 131 262 131 131
Winning Trades 133 72 61 133 72 61
Losing Trades 129 59 70 129 59 70
Profitability (%) 50.7634 54.9618 46.5649 50.7634 54.9618 46.5649
Ratio Avg Win / Avg Loss 1.0998 1.1564 1.0354 0.8887 1.2319 0.6135
Largest Winning Trade 40129 40129 38166 77305 77305 43943
Largest Losing Trade -63041 -63041 -53058 -124102 -56278 -124102
Avg Bars in Trades 63 79 47 63 79 47
Avg Bars in Winners 72 84 57 72 84 57
Avg Bars in Losers 55 74 38 55 74 38
Bars Traded 16695 10457 6238 16695 10457 6238
Profit Streak 465.7835 467.3669 0 465.7835 467.3669 0
Trades During Streak 1 1 0 1 1 0
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score -103661 328750 -580653 -578723 -95726 -582320
Evaluation Data
{
    "trading_pair": "OCEAN_USDT",
    "interval": "2h",
    "packets": 25000,
    "actual_packets": 16936,
    "evaluation_days": 1411.33,
    "actual_first_datapoint_time": 1597824000000,
    "first_datapoint_time": 1598724000000,
    "last_datapoint_time": 1719799200000,
    "evaluation_time": 1759070896347,
    "expiration_time": 1724189011200,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "sinwma",
        "factors": {
            "length": 91,
            "offset": 0
        }
    },
    "second_band": {
        "type": "vwma",
        "factors": {
            "length": 126,
            "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": [
        [
            169664.3994693658,
            237101.4905677425,
            -67437.0910983766,
            -72846.6183233694,
            172477.6850507143,
            -245324.3033740838
        ],
        [
            169.664399,
            237.101491,
            -67.437091,
            -72.846618,
            172.477685,
            -245.324303
        ],
        [
            0.120216,
            0.167999,
            -0.047783,
            -0.092329,
            0.071049,
            0
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -292332,
            -145867,
            -229456,
            -271723,
            -121795,
            -334847
        ],
        [
            1.133936,
            1.411171,
            0.90228,
            0.916249,
            1.503334,
            0.534606
        ],
        [
            262,
            131,
            131,
            262,
            131,
            131
        ],
        [
            133,
            72,
            61,
            133,
            72,
            61
        ],
        [
            129,
            59,
            70,
            129,
            59,
            70
        ],
        [
            50.763359,
            54.961832,
            46.564885,
            50.763359,
            54.961832,
            46.564885
        ],
        [
            1.099833,
            1.156376,
            1.035403,
            0.888693,
            1.231899,
            0.613483
        ],
        [
            40129,
            40129,
            38166,
            77305,
            77305,
            43943
        ],
        [
            -63041,
            -63041,
            -53058,
            -124102,
            -56278,
            -124102
        ],
        [
            63,
            79,
            47,
            63,
            79,
            47
        ],
        [
            72,
            84,
            57,
            72,
            84,
            57
        ],
        [
            55,
            74,
            38,
            55,
            74,
            38
        ],
        [
            16695,
            10457,
            6238,
            16695,
            10457,
            6238
        ],
        [
            465.783522,
            467.366856,
            0,
            465.783522,
            467.366856,
            0
        ],
        [
            1,
            1,
            0,
            1,
            1,
            0
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            -103661,
            328750,
            -580653,
            -578723,
            -95726,
            -582320
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "OCEAN_USDT",
    "interval": "2h",
    "packets": 25000,
    "actual_packets": 16936,
    "evaluation_days": 1411.33,
    "actual_first_datapoint_time": 1597824000000,
    "first_datapoint_time": 1598724000000,
    "last_datapoint_time": 1719799200000,
    "evaluation_time": 1759070896347,
    "expiration_time": 1724189011200,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "sinwma",
        "factors": {
            "length": 91,
            "offset": 0
        }
    },
    "second_band": {
        "type": "vwma",
        "factors": {
            "length": 126,
            "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)