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Trade: OCEAN/USDT/240/VWAP/JMA/8769

Strategy
OCEAN/USDT/240/VWAP/JMA/8769
Pair
OCEAN_USDT
Interval
4h
Score
348662
Daily Profit
0.160399
Profit Factor
1.273717
Profitability
68.478261
Streak
471.298160
Best Strategy
Training Data Length
1411.830000
Evaluation Time
2025-10-03 14:09
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 182173.8312 226456.0644 -44282.2332 -62465.9257 70925.4978 -133391.4235
Total P&L (%) 182.1738 226.4561 -44.2822 -62.4659 70.9255 -133.3914
Avg Daily Profit (%) 0.129 0.1604 -0.0314 -0.0694 0.038 0
Buy And Hold Return (%) 21.7054 21.7054 21.7054 21.7054 21.7054 21.7054
Max Trade Drawdown -209655 -82384 -228503 -727643 -435268 -770617
Profit Factor 1.0998 1.2737 0.9557 0.9838 1.0376 0.932
Total Trades 552 276 276 552 276 276
Winning Trades 374 189 185 374 189 185
Losing Trades 178 87 91 178 87 91
Profitability (%) 67.7536 68.4783 67.029 67.7536 68.4783 67.029
Ratio Avg Win / Avg Loss 0.5234 0.5863 0.4701 0.4682 0.4776 0.4584
Largest Winning Trade 23351 23351 21930 66669 66669 56414
Largest Losing Trade -44914 -39106 -44914 -246466 -169790 -246466
Avg Bars in Trades 15 14 15 15 14 15
Avg Bars in Winners 9 8 10 9 8 10
Avg Bars in Losers 26 26 27 26 26 27
Bars Traded 8397 3984 4413 8397 3984 4413
Profit Streak 468.1315 471.2982 468.1315 468.1315 471.2982 468.1315
Trades During Streak 2 1 1 2 1 1
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score -126793 348662 -576819 -574353 -321754 -576819
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": 1598544000000,
    "last_datapoint_time": 1719792000000,
    "evaluation_time": 1759489761075,
    "expiration_time": 1723451472000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "vwap",
        "factors": {
            "length": 0,
            "offset": 0
        }
    },
    "second_band": {
        "type": "jma",
        "factors": {
            "length": 51,
            "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": [
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            -62465.9256982693,
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            -133391.4234945333
        ],
        [
            182.173831,
            226.456064,
            -44.282233,
            -62.465926,
            70.925498,
            -133.391423
        ],
        [
            0.129034,
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            -0.031365,
            -0.069384,
            0.037976,
            0
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        [
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            21.705426,
            21.705426,
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            21.705426,
            21.705426
        ],
        [
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        ],
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        [
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        ],
        [
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        ],
        [
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        ],
        [
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            67.028986,
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        ],
        [
            0.523415,
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            0.477616,
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        ],
        [
            23351,
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        ],
        [
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        ],
        [
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        ],
        [
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            10,
            9,
            8,
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        ],
        [
            26,
            26,
            27,
            26,
            26,
            27
        ],
        [
            8397,
            3984,
            4413,
            8397,
            3984,
            4413
        ],
        [
            468.131494,
            471.29816,
            468.131494,
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            471.298161,
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        ],
        [
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        [
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        [
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        ]
    ]
}
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": 1598544000000,
    "last_datapoint_time": 1719792000000,
    "evaluation_time": 1759489761075,
    "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": "jma",
        "factors": {
            "length": 51,
            "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)