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Trade: OCEAN/USDT/720/VWAP/HWMA/3841

Strategy
OCEAN/USDT/720/VWAP/HWMA/3841
Pair
OCEAN_USDT
Interval
12h
Score
367211
Daily Profit
0.204481
Profit Factor
1.540202
Profitability
69.718310
Streak
0.000000
Best Strategy
Training Data Length
1412.500000
Evaluation Time
2025-09-26 18:42
Expiration Time
2024-08-12 12:00

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 311891.6657 288829.3476 23062.3182 90999.2995 213169.348 -122170.0485
Total P&L (%) 311.8917 288.8293 23.0623 90.9993 213.1693 -122.17
Avg Daily Profit (%) 0.2208 0.2045 0.0163 0.0458 0.0809 0
Buy And Hold Return (%) 12.3692 12.3692 12.3692 12.3692 12.3692 12.3692
Max Trade Drawdown -129442 -98372 -139268 -324293 -331420 -275226
Profit Factor 1.2785 1.5402 1.0394 1.0431 1.2104 0.8886
Total Trades 283 142 141 283 142 141
Winning Trades 188 99 89 188 99 89
Losing Trades 95 43 52 95 43 52
Profitability (%) 66.4311 69.7183 63.1206 66.4311 69.7183 63.1206
Ratio Avg Win / Avg Loss 0.6461 0.669 0.6073 0.5271 0.5257 0.5192
Largest Winning Trade 34050 32072 34050 68563 68563 45320
Largest Losing Trade -47436 -47436 -47327 -143976 -143976 -139909
Avg Bars in Trades 9 9 9 9 9 9
Avg Bars in Winners 6 7 6 6 7 6
Avg Bars in Losers 15 16 14 15 16 14
Bars Traded 2777 1415 1362 2777 1415 1362
Profit Streak 0 0 506.6546 0 0 506.6546
Trades During Streak 0 0 2 0 0 2
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 359027 367211 -354903 -302576 -84477 -578019
Evaluation Data
{
    "trading_pair": "OCEAN_USDT",
    "interval": "12h",
    "packets": 25000,
    "actual_packets": 2825,
    "evaluation_days": 1412.5,
    "actual_first_datapoint_time": 1597795200000,
    "first_datapoint_time": 1597795200000,
    "last_datapoint_time": 1719792000000,
    "evaluation_time": 1758901361152,
    "expiration_time": 1723453200000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "vwap",
        "factors": {
            "length": 0,
            "offset": 0
        }
    },
    "second_band": {
        "type": "hwma",
        "factors": {
            "length": 0,
            "offset": 0,
            "na": 0.2,
            "nb": 0.02468,
            "nc": 0.1
        }
    }
}
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": [
        [
            311891.6657157845,
            288829.3475525594,
            23062.3181632252,
            90999.2995340031,
            213169.3479864829,
            -122170.04845248
        ],
        [
            311.891666,
            288.829348,
            23.062318,
            90.9993,
            213.169348,
            -122.170048
        ],
        [
            0.220808,
            0.204481,
            0.016327,
            0.045823,
            0.080852,
            0
        ],
        [
            12.369242,
            12.369242,
            12.369242,
            12.369242,
            12.369242,
            12.369242
        ],
        [
            -129442,
            -98372,
            -139268,
            -324293,
            -331420,
            -275226
        ],
        [
            1.278547,
            1.540202,
            1.03942,
            1.043126,
            1.210426,
            0.888635
        ],
        [
            283,
            142,
            141,
            283,
            142,
            141
        ],
        [
            188,
            99,
            89,
            188,
            99,
            89
        ],
        [
            95,
            43,
            52,
            95,
            43,
            52
        ],
        [
            66.431095,
            69.71831,
            63.120567,
            66.431095,
            69.71831,
            63.120567
        ],
        [
            0.646074,
            0.668977,
            0.607302,
            0.527112,
            0.52574,
            0.519202
        ],
        [
            34050,
            32072,
            34050,
            68563,
            68563,
            45320
        ],
        [
            -47436,
            -47436,
            -47327,
            -143976,
            -143976,
            -139909
        ],
        [
            9,
            9,
            9,
            9,
            9,
            9
        ],
        [
            6,
            7,
            6,
            6,
            7,
            6
        ],
        [
            15,
            16,
            14,
            15,
            16,
            14
        ],
        [
            2777,
            1415,
            1362,
            2777,
            1415,
            1362
        ],
        [
            0,
            0,
            506.654643,
            0,
            0,
            506.654643
        ],
        [
            0,
            0,
            2,
            0,
            0,
            2
        ],
        [
            0.8,
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        ],
        [
            359027,
            367211,
            -354903,
            -302576,
            -84477,
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        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "OCEAN_USDT",
    "interval": "12h",
    "packets": 25000,
    "actual_packets": 2825,
    "evaluation_days": 1412.5,
    "actual_first_datapoint_time": 1597795200000,
    "first_datapoint_time": 1597795200000,
    "last_datapoint_time": 1719792000000,
    "evaluation_time": 1758901361152,
    "expiration_time": 1723453200000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "vwap",
        "factors": {
            "length": 0,
            "offset": 0
        }
    },
    "second_band": {
        "type": "hwma",
        "factors": {
            "length": 0,
            "offset": 0,
            "na": 0.2,
            "nb": 0.02468,
            "nc": 0.1
        }
    }
}

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)