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Trade: ONE/USDT/120/EMA/VWMA/3502

Strategy
ONE/USDT/120/EMA/VWMA/3502
Pair
ONE_USDT
Interval
2h
Score
428044
Daily Profit
0.430436
Profit Factor
1.738067
Profitability
42.750929
Streak
0.000000
Best Strategy
Training Data Length
2082.580000
Evaluation Time
2025-09-29 17:13
Expiration Time
2025-12-13 13:21

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 896417.9891 850401.9334 46016.0557 531909.8576 669264.614 -137354.7564
Total P&L (%) 896.418 850.4019 46.0161 531.9099 669.2646 -137.3548
Avg Daily Profit (%) 0.4304 0.4083 0.0221 0.0886 0.098 0
Buy And Hold Return (%) 84.9699 84.9699 84.9699 84.9699 84.9699 84.9699
Max Trade Drawdown -112678 -116498 -154458 -1828157 -1577168 -1074962
Profit Factor 1.7381 2.2991 1.0822 1.0438 1.0976 0.9739
Total Trades 269 135 134 269 135 134
Winning Trades 115 54 61 115 54 61
Losing Trades 154 81 73 154 81 73
Profitability (%) 42.7509 40 45.5224 42.7509 40 45.5224
Ratio Avg Win / Avg Loss 2.3275 3.4486 1.2951 1.3978 1.6463 1.1655
Largest Winning Trade 391116 391116 56319 1475503 1475503 462270
Largest Losing Trade -35394 -34222 -35394 -662999 -662999 -422179
Avg Bars in Trades 92 94 89 92 94 89
Avg Bars in Winners 138 144 133 138 144 133
Avg Bars in Losers 57 61 53 57 61 53
Bars Traded 24802 12784 12018 24802 12784 12018
Profit Streak 0 0 0 0 0 0
Trades During Streak 0 0 0 0 0 0
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 428044 363984 -461188 -248510 -177892 -581051
Evaluation Data
{
    "trading_pair": "ONE_USDT",
    "interval": "2h",
    "packets": 25000,
    "actual_packets": 24991,
    "evaluation_days": 2082.58,
    "actual_first_datapoint_time": 1579147200000,
    "first_datapoint_time": 1579802400000,
    "last_datapoint_time": 1759147200000,
    "evaluation_time": 1759155184479,
    "expiration_time": 1765624867200,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "ema",
        "factors": {
            "length": 92,
            "offset": 0
        }
    },
    "second_band": {
        "type": "vwma",
        "factors": {
            "length": 62,
            "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": [
        [
            896417.9891233308,
            850401.9334457231,
            46016.0556776073,
            531909.8575841581,
            669264.6139693998,
            -137354.7563852401
        ],
        [
            896.417989,
            850.401933,
            46.016056,
            531.909858,
            669.264614,
            -137.354756
        ],
        [
            0.430436,
            0.408341,
            0.022096,
            0.088563,
            0.098016,
            0
        ],
        [
            84.96994,
            84.96994,
            84.96994,
            84.96994,
            84.96994,
            84.96994
        ],
        [
            -112678,
            -116498,
            -154458,
            -1828157,
            -1577168,
            -1074962
        ],
        [
            1.738067,
            2.299068,
            1.082183,
            1.043843,
            1.097555,
            0.973945
        ],
        [
            269,
            135,
            134,
            269,
            135,
            134
        ],
        [
            115,
            54,
            61,
            115,
            54,
            61
        ],
        [
            154,
            81,
            73,
            154,
            81,
            73
        ],
        [
            42.750929,
            40,
            45.522388,
            42.750929,
            40,
            45.522388
        ],
        [
            2.327498,
            3.448601,
            1.295071,
            1.397842,
            1.646333,
            1.165541
        ],
        [
            391116,
            391116,
            56319,
            1475503,
            1475503,
            462270
        ],
        [
            -35394,
            -34222,
            -35394,
            -662999,
            -662999,
            -422179
        ],
        [
            92,
            94,
            89,
            92,
            94,
            89
        ],
        [
            138,
            144,
            133,
            138,
            144,
            133
        ],
        [
            57,
            61,
            53,
            57,
            61,
            53
        ],
        [
            24802,
            12784,
            12018,
            24802,
            12784,
            12018
        ],
        [
            0,
            0,
            0,
            0,
            0,
            0
        ],
        [
            0,
            0,
            0,
            0,
            0,
            0
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            428044,
            363984,
            -461188,
            -248510,
            -177892,
            -581051
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "ONE_USDT",
    "interval": "2h",
    "packets": 25000,
    "actual_packets": 24991,
    "evaluation_days": 2082.58,
    "actual_first_datapoint_time": 1579147200000,
    "first_datapoint_time": 1579802400000,
    "last_datapoint_time": 1759147200000,
    "evaluation_time": 1759155184479,
    "expiration_time": 1765624867200,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "ema",
        "factors": {
            "length": 92,
            "offset": 0
        }
    },
    "second_band": {
        "type": "vwma",
        "factors": {
            "length": 62,
            "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)