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Trade: OCEAN/USDT/120/VWAP/ALMA/7760

Strategy
OCEAN/USDT/120/VWAP/ALMA/7760
Pair
OCEAN_USDT
Interval
2h
Score
416616
Daily Profit
0.257484
Profit Factor
1.713307
Profitability
56.989247
Streak
0.000000
Best Strategy
Training Data Length
1411.330000
Evaluation Time
2025-09-27 05:52
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 407174.1796 363394.351 43779.8286 -50294.3465 500615.2526 -550909.5991
Total P&L (%) 407.1742 363.3944 43.7798 -50.2943 500.6153 -550.9096
Avg Daily Profit (%) 0.2885 0.2575 0.031 -0.0495 0.1271 0
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -123205 -80538 -181367 -706191 -492905 -817143
Profit Factor 1.3046 1.7133 1.0529 0.9853 1.3942 0.744
Total Trades 371 186 185 371 186 185
Winning Trades 204 106 98 204 106 98
Losing Trades 167 80 87 167 80 87
Profitability (%) 54.9865 56.9892 52.973 54.9865 56.9892 52.973
Ratio Avg Win / Avg Loss 1.0679 1.2931 0.9347 0.8066 1.0522 0.6605
Largest Winning Trade 45266 45266 40794 201807 201807 104399
Largest Losing Trade -88587 -56886 -88587 -465926 -369983 -465926
Avg Bars in Trades 45 44 46 45 44 46
Avg Bars in Winners 45 45 45 45 45 45
Avg Bars in Losers 44 42 46 44 42 46
Bars Traded 16784 8220 8564 16784 8220 8564
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 398705 416616 -316531 -578192 -20927 -579979
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": 1598731200000,
    "last_datapoint_time": 1719799200000,
    "evaluation_time": 1758941520334,
    "expiration_time": 1724189011200,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "vwap",
        "factors": {
            "length": 0,
            "offset": 50
        }
    },
    "second_band": {
        "type": "alma",
        "factors": {
            "length": 127,
            "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": [
        [
            407174.1796054666,
            363394.3509883076,
            43779.8286171589,
            -50294.3464658823,
            500615.2526092171,
            -550909.5990750993
        ],
        [
            407.17418,
            363.394351,
            43.779829,
            -50.294346,
            500.615253,
            -550.909599
        ],
        [
            0.288504,
            0.257484,
            0.03102,
            -0.049519,
            0.127109,
            0
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -123205,
            -80538,
            -181367,
            -706191,
            -492905,
            -817143
        ],
        [
            1.304553,
            1.713307,
            1.052906,
            0.985303,
            1.394181,
            0.744014
        ],
        [
            371,
            186,
            185,
            371,
            186,
            185
        ],
        [
            204,
            106,
            98,
            204,
            106,
            98
        ],
        [
            167,
            80,
            87,
            167,
            80,
            87
        ],
        [
            54.986523,
            56.989247,
            52.972973,
            54.986523,
            56.989247,
            52.972973
        ],
        [
            1.067943,
            1.293062,
            0.934722,
            0.806596,
            1.052212,
            0.660502
        ],
        [
            45266,
            45266,
            40794,
            201807,
            201807,
            104399
        ],
        [
            -88587,
            -56886,
            -88587,
            -465926,
            -369983,
            -465926
        ],
        [
            45,
            44,
            46,
            45,
            44,
            46
        ],
        [
            45,
            45,
            45,
            45,
            45,
            45
        ],
        [
            44,
            42,
            46,
            44,
            42,
            46
        ],
        [
            16784,
            8220,
            8564,
            16784,
            8220,
            8564
        ],
        [
            0,
            0,
            0,
            0,
            0,
            0
        ],
        [
            0,
            0,
            0,
            0,
            0,
            0
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            398705,
            416616,
            -316531,
            -578192,
            -20927,
            -579979
        ]
    ]
}
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": 1598731200000,
    "last_datapoint_time": 1719799200000,
    "evaluation_time": 1758941520334,
    "expiration_time": 1724189011200,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "vwap",
        "factors": {
            "length": 0,
            "offset": 50
        }
    },
    "second_band": {
        "type": "alma",
        "factors": {
            "length": 127,
            "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)