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Trade: OCEAN/USDT/360/VWAP/BBU/3517

Strategy
OCEAN/USDT/360/VWAP/BBU/3517
Pair
OCEAN_USDT
Interval
6h
Score
567039
Daily Profit
0.369162
Profit Factor
2.492857
Profitability
66.292135
Streak
0.000000
Best Strategy
Training Data Length
1412.000000
Evaluation Time
2025-09-26 13:47
Expiration Time
2024-08-12 11:38

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 521257.2411 412019.3707 109237.8704 2807339.2544 1966085.316 841253.9384
Total P&L (%) 521.2572 412.0194 109.2379 2807.3393 1966.0853 841.2539
Avg Daily Profit (%) 0.3692 0.2918 0.0774 0.2389 0.2147 0.1589
Buy And Hold Return (%) 14.7059 14.7059 14.7059 14.7059 14.7059 14.7059
Max Trade Drawdown -142358 -145401 -13376 -1571183 -1687766 -128074
Profit Factor 2.4929 2.3375 3.6568 1.8444 1.6671 3.2276
Total Trades 89 44 45 89 44 45
Winning Trades 59 32 27 59 32 27
Losing Trades 30 12 18 30 12 18
Profitability (%) 66.2921 72.7273 60 66.2921 72.7273 60
Ratio Avg Win / Avg Loss 1.2676 0.8766 2.4379 0.9378 0.6252 2.1518
Largest Winning Trade 73058 73058 14527 659305 659305 224837
Largest Losing Trade -53448 -53448 -10297 -776318 -776318 -108590
Avg Bars in Trades 56 111 2 56 111 2
Avg Bars in Winners 29 52 2 29 52 2
Avg Bars in Losers 108 266 2 108 266 2
Bars Traded 5002 4888 114 5002 4888 114
Profit Streak 0 703.4496 0 0 703.4496 0
Trades During Streak 0 8 0 0 8 0
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 567039 521804 -81204 421918 466506 557855

Evaluation Data

{
    "trading_pair": "OCEAN_USDT",
    "interval": "6h",
    "packets": 25000,
    "actual_packets": 5648,
    "evaluation_days": 1412,
    "actual_first_datapoint_time": 1597816800000,
    "first_datapoint_time": 1598983200000,
    "last_datapoint_time": 1719792000000,
    "evaluation_time": 1758883644320,
    "expiration_time": 1723451904000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}

Factors

{
    "first_band": {
        "type": "vwap",
        "factors": {
            "length": 0,
            "offset": 0
        }
    },
    "second_band": {
        "type": "bbu",
        "factors": {
            "length": 215,
            "offset": 0,
            "std": 2.68889
        }
    }
}
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": [
        [
            521257.2410796399,
            412019.3706809563,
            109237.8703986836,
            2807339.254353131,
            1966085.3159639612,
            841253.93838917
        ],
        [
            521.257241,
            412.019371,
            109.23787,
            2807.339254,
            1966.085316,
            841.253938
        ],
        [
            0.369162,
            0.291798,
            0.077364,
            0.238941,
            0.214695,
            0.158911
        ],
        [
            14.705882,
            14.705882,
            14.705882,
            14.705882,
            14.705882,
            14.705882
        ],
        [
            -142358,
            -145401,
            -13376,
            -1571183,
            -1687766,
            -128074
        ],
        [
            2.492857,
            2.337502,
            3.6568,
            1.844371,
            1.66712,
            3.227633
        ],
        [
            89,
            44,
            45,
            89,
            44,
            45
        ],
        [
            59,
            32,
            27,
            59,
            32,
            27
        ],
        [
            30,
            12,
            18,
            30,
            12,
            18
        ],
        [
            66.292135,
            72.727273,
            60,
            66.292135,
            72.727273,
            60
        ],
        [
            1.267554,
            0.876563,
            2.437867,
            0.937816,
            0.62517,
            2.151755
        ],
        [
            73058,
            73058,
            14527,
            659305,
            659305,
            224837
        ],
        [
            -53448,
            -53448,
            -10297,
            -776318,
            -776318,
            -108590
        ],
        [
            56,
            111,
            2,
            56,
            111,
            2
        ],
        [
            29,
            52,
            2,
            29,
            52,
            2
        ],
        [
            108,
            266,
            2,
            108,
            266,
            2
        ],
        [
            5002,
            4888,
            114,
            5002,
            4888,
            114
        ],
        [
            0,
            703.449587,
            0,
            0,
            703.449587,
            0
        ],
        [
            0,
            8,
            0,
            0,
            8,
            0
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            567039,
            521804,
            -81204,
            421918,
            466506,
            557855
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "OCEAN_USDT",
    "interval": "6h",
    "packets": 25000,
    "actual_packets": 5648,
    "evaluation_days": 1412,
    "actual_first_datapoint_time": 1597816800000,
    "first_datapoint_time": 1598983200000,
    "last_datapoint_time": 1719792000000,
    "evaluation_time": 1758883644320,
    "expiration_time": 1723451904000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "vwap",
        "factors": {
            "length": 0,
            "offset": 0
        }
    },
    "second_band": {
        "type": "bbu",
        "factors": {
            "length": 215,
            "offset": 0,
            "std": 2.68889
        }
    }
}

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)