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Trade: OCEAN/USDT/240/VWMA/LINREG/7522

Strategy
OCEAN/USDT/240/VWMA/LINREG/7522
Pair
OCEAN_USDT
Interval
4h
Score
340818
Daily Profit
0.160028
Profit Factor
1.980468
Profitability
53.488372
Streak
475.658057
Best Strategy
Training Data Length
1411.830000
Evaluation Time
2025-10-05 06:47
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 142568.2248 225932.6891 -83364.4642 -79611.2509 43476.5771 -123087.8281
Total P&L (%) 142.5682 225.9327 -83.3645 -79.6113 43.4766 -123.0878
Avg Daily Profit (%) 0.101 0.16 -0.059 -0.1126 0.0256 0
Buy And Hold Return (%) 64.4641 64.4641 64.4641 64.4641 64.4641 64.4641
Max Trade Drawdown -163507 -85695 -183866 -387267 -245938 -283553
Profit Factor 1.2261 1.9805 0.7916 0.9217 1.11 0.802
Total Trades 85 43 42 85 43 42
Winning Trades 45 23 22 45 23 22
Losing Trades 40 20 20 40 20 20
Profitability (%) 52.9412 53.4884 52.381 52.9412 53.4884 52.381
Ratio Avg Win / Avg Loss 1.0899 1.7221 0.7197 0.8193 0.9652 0.7291
Largest Winning Trade 133112 133112 62258 81689 64695 81689
Largest Losing Trade -80086 -29340 -80086 -146473 -112127 -146473
Avg Bars in Trades 95 80 109 95 80 109
Avg Bars in Winners 97 98 96 97 98 96
Avg Bars in Losers 92 59 124 92 59 124
Bars Traded 8083 3469 4614 8083 3469 4614
Profit Streak 475.6581 475.6581 502.8247 475.6581 475.6581 502.8247
Trades During Streak 2 1 3 2 1 3
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score -62441 340818 -579090 -579208 -424624 -579090
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": 1601222400000,
    "last_datapoint_time": 1719792000000,
    "evaluation_time": 1759636056108,
    "expiration_time": 1723451472000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "vwma",
        "factors": {
            "length": 76,
            "offset": 0
        }
    },
    "second_band": {
        "type": "linreg",
        "factors": {
            "length": 237,
            "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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            225932.6890792972,
            -83364.4642467814,
            -79611.2509195311,
            43476.5771399748,
            -123087.8280595059
        ],
        [
            142.568225,
            225.932689,
            -83.364464,
            -79.611251,
            43.476577,
            -123.087828
        ],
        [
            0.100981,
            0.160028,
            -0.059047,
            -0.11257,
            0.025573,
            0
        ],
        [
            64.464142,
            64.464142,
            64.464142,
            64.464142,
            64.464142,
            64.464142
        ],
        [
            -163507,
            -85695,
            -183866,
            -387267,
            -245938,
            -283553
        ],
        [
            1.22612,
            1.980468,
            0.791622,
            0.921709,
            1.109971,
            0.801957
        ],
        [
            85,
            43,
            42,
            85,
            43,
            42
        ],
        [
            45,
            23,
            22,
            45,
            23,
            22
        ],
        [
            40,
            20,
            20,
            40,
            20,
            20
        ],
        [
            52.941176,
            53.488372,
            52.380952,
            52.941176,
            53.488372,
            52.380952
        ],
        [
            1.089885,
            1.722146,
            0.719656,
            0.819297,
            0.965192,
            0.729052
        ],
        [
            133112,
            133112,
            62258,
            81689,
            64695,
            81689
        ],
        [
            -80086,
            -29340,
            -80086,
            -146473,
            -112127,
            -146473
        ],
        [
            95,
            80,
            109,
            95,
            80,
            109
        ],
        [
            97,
            98,
            96,
            97,
            98,
            96
        ],
        [
            92,
            59,
            124,
            92,
            59,
            124
        ],
        [
            8083,
            3469,
            4614,
            8083,
            3469,
            4614
        ],
        [
            475.658057,
            475.658057,
            502.824723,
            475.658057,
            475.658057,
            502.824723
        ],
        [
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            1,
            3,
            2,
            1,
            3
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            -62441,
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            -579090,
            -579208,
            -424624,
            -579090
        ]
    ]
}
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": 1601222400000,
    "last_datapoint_time": 1719792000000,
    "evaluation_time": 1759636056108,
    "expiration_time": 1723451472000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "vwma",
        "factors": {
            "length": 76,
            "offset": 0
        }
    },
    "second_band": {
        "type": "linreg",
        "factors": {
            "length": 237,
            "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)