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Trade: OCEAN/USDT/240/VWAP/HMA/5135

Strategy
OCEAN/USDT/240/VWAP/HMA/5135
Pair
OCEAN_USDT
Interval
4h
Score
338375
Daily Profit
0.167359
Profit Factor
1.218974
Profitability
61.872146
Streak
455.769358
Best Strategy
Training Data Length
1411.830000
Evaluation Time
2025-09-28 13:27
Expiration Time
2024-08-12 11:31

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 183041.0259 236281.8376 -53240.8116 -74363.1037 150801.5 -225164.6037
Total P&L (%) 183.041 236.2818 -53.2408 -74.3631 150.8015 -225.1646
Avg Daily Profit (%) 0.1296 0.1674 -0.0377 -0.0964 0.0651 0
Buy And Hold Return (%) 24.5272 24.5272 24.5272 24.5272 24.5272 24.5272
Max Trade Drawdown -166236 -85821 -219835 -716930 -377727 -599131
Profit Factor 1.0782 1.219 0.9578 0.9863 1.0594 0.9217
Total Trades 876 438 438 876 438 438
Winning Trades 536 271 265 536 271 265
Losing Trades 340 167 173 340 167 173
Profitability (%) 61.1872 61.8721 60.5023 61.1872 61.8721 60.5023
Ratio Avg Win / Avg Loss 0.684 0.7512 0.6253 0.6256 0.6528 0.6017
Largest Winning Trade 28100 28100 21615 112660 56768 112660
Largest Losing Trade -47046 -43208 -47046 -234600 -180934 -234600
Avg Bars in Trades 9 9 10 9 9 10
Avg Bars in Winners 6 6 6 6 6 6
Avg Bars in Losers 14 13 14 14 13 14
Bars Traded 8420 3990 4429 8420 3990 4429
Profit Streak 455.7694 455.7694 458.436 455.7694 455.7694 458.436
Trades During Streak 2 1 1 2 1 1
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score -148396 338375 -576820 -573096 -259276 -576820
Evaluation Data
{
    "trading_pair": "OCEAN_USDT",
    "interval": "4h",
    "packets": 25000,
    "actual_packets": 8471,
    "evaluation_days": 1411.83,
    "actual_first_datapoint_time": 1597824000000,
    "first_datapoint_time": 1598400000000,
    "last_datapoint_time": 1719792000000,
    "evaluation_time": 1759055272553,
    "expiration_time": 1723451472000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "vwap",
        "factors": {
            "length": 0,
            "offset": 0
        }
    },
    "second_band": {
        "type": "hma",
        "factors": {
            "length": 36,
            "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": [
        [
            183041.0259438753,
            236281.8375513135,
            -53240.8116074377,
            -74363.1037279486,
            150801.4999782153,
            -225164.6037061639
        ],
        [
            183.041026,
            236.281838,
            -53.240812,
            -74.363104,
            150.8015,
            -225.164604
        ],
        [
            0.129648,
            0.167359,
            -0.03771,
            -0.096363,
            0.065149,
            0
        ],
        [
            24.527151,
            24.527151,
            24.527151,
            24.527151,
            24.527151,
            24.527151
        ],
        [
            -166236,
            -85821,
            -219835,
            -716930,
            -377727,
            -599131
        ],
        [
            1.078235,
            1.218974,
            0.957765,
            0.986267,
            1.059355,
            0.921666
        ],
        [
            876,
            438,
            438,
            876,
            438,
            438
        ],
        [
            536,
            271,
            265,
            536,
            271,
            265
        ],
        [
            340,
            167,
            173,
            340,
            167,
            173
        ],
        [
            61.187215,
            61.872146,
            60.502283,
            61.187215,
            61.872146,
            60.502283
        ],
        [
            0.683955,
            0.751176,
            0.625258,
            0.625617,
            0.652813,
            0.601691
        ],
        [
            28100,
            28100,
            21615,
            112660,
            56768,
            112660
        ],
        [
            -47046,
            -43208,
            -47046,
            -234600,
            -180934,
            -234600
        ],
        [
            9,
            9,
            10,
            9,
            9,
            10
        ],
        [
            6,
            6,
            6,
            6,
            6,
            6
        ],
        [
            14,
            13,
            14,
            14,
            13,
            14
        ],
        [
            8420,
            3990,
            4429,
            8420,
            3990,
            4429
        ],
        [
            455.769358,
            455.769358,
            458.436025,
            455.769358,
            455.769358,
            458.436025
        ],
        [
            2,
            1,
            1,
            2,
            1,
            1
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            -148396,
            338375,
            -576820,
            -573096,
            -259276,
            -576820
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "OCEAN_USDT",
    "interval": "4h",
    "packets": 25000,
    "actual_packets": 8471,
    "evaluation_days": 1411.83,
    "actual_first_datapoint_time": 1597824000000,
    "first_datapoint_time": 1598400000000,
    "last_datapoint_time": 1719792000000,
    "evaluation_time": 1759055272553,
    "expiration_time": 1723451472000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "vwap",
        "factors": {
            "length": 0,
            "offset": 0
        }
    },
    "second_band": {
        "type": "hma",
        "factors": {
            "length": 36,
            "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)