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Trade: ONE/USDT/120/TEMA/VWAP/5947

Strategy
ONE/USDT/120/TEMA/VWAP/5947
Pair
ONE_USDT
Interval
2h
Score
340283
Daily Profit
0.485891
Profit Factor
1.515159
Profitability
32.096475
Streak
13.104101
Best Strategy
Training Data Length
2083.330000
Evaluation Time
2025-10-04 13:29
Expiration Time
2025-12-18 10:00

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 1012271.1854 934810.1843 77461.0011 1242647.9641 -202069.2393 1444717.2034
Total P&L (%) 1012.2712 934.8102 77.461 1242.648 -202.0692 1444.7172
Avg Daily Profit (%) 0.4859 0.4487 0.0372 0.1247 0 0.1315
Buy And Hold Return (%) 100.5988 100.5988 100.5988 100.5988 100.5988 100.5988
Max Trade Drawdown -166269 -108267 -216632 -6253147 -4903920 -3037701
Profit Factor 1.5152 1.9917 1.0758 1.0379 0.9884 1.0941
Total Trades 539 269 270 539 269 270
Winning Trades 173 77 96 173 77 96
Losing Trades 366 192 174 366 192 174
Profitability (%) 32.0965 28.6245 35.5556 32.0965 28.6245 35.5556
Ratio Avg Win / Avg Loss 3.2055 4.9664 1.9498 2.1958 2.4646 1.9831
Largest Winning Trade 551494 551494 60177 1314165 1314165 1230362
Largest Losing Trade -30577 -16398 -30577 -1120610 -1120610 -821167
Avg Bars in Trades 46 45 46 46 45 46
Avg Bars in Winners 89 94 86 89 94 86
Avg Bars in Losers 25 26 24 25 26 24
Bars Traded 24815 12357 12458 24815 12357 12458
Profit Streak 13.1041 0 13.6041 13.1041 0 13.6041
Trades During Streak 1 0 1 1 0 1
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 340283 34536 -449241 -207328 -590988 -137108
Evaluation Data
{
    "trading_pair": "ONE_USDT",
    "interval": "2h",
    "packets": 25000,
    "actual_packets": 25000,
    "evaluation_days": 2083.33,
    "actual_first_datapoint_time": 1579500000000,
    "first_datapoint_time": 1580328000000,
    "last_datapoint_time": 1759564800000,
    "evaluation_time": 1759573794300,
    "expiration_time": 1766044800000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "tema",
        "factors": {
            "length": 78,
            "offset": 38
        }
    },
    "second_band": {
        "type": "vwap",
        "factors": {
            "length": 0,
            "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": [
        [
            1012271.1853895332,
            934810.1843062966,
            77461.0010832384,
            1242647.9641214965,
            -202069.2393033069,
            1444717.2034248053
        ],
        [
            1012.271185,
            934.810184,
            77.461001,
            1242.647964,
            -202.069239,
            1444.717203
        ],
        [
            0.485891,
            0.44871,
            0.037181,
            0.124745,
            0,
            0.131483
        ],
        [
            100.598802,
            100.598802,
            100.598802,
            100.598802,
            100.598802,
            100.598802
        ],
        [
            -166269,
            -108267,
            -216632,
            -6253147,
            -4903920,
            -3037701
        ],
        [
            1.515159,
            1.991721,
            1.075767,
            1.037899,
            0.988414,
            1.094133
        ],
        [
            539,
            269,
            270,
            539,
            269,
            270
        ],
        [
            173,
            77,
            96,
            173,
            77,
            96
        ],
        [
            366,
            192,
            174,
            366,
            192,
            174
        ],
        [
            32.096475,
            28.624535,
            35.555556,
            32.096475,
            28.624535,
            35.555556
        ],
        [
            3.205482,
            4.966368,
            1.949828,
            2.195787,
            2.464616,
            1.983116
        ],
        [
            551494,
            551494,
            60177,
            1314165,
            1314165,
            1230362
        ],
        [
            -30577,
            -16398,
            -30577,
            -1120610,
            -1120610,
            -821167
        ],
        [
            46,
            45,
            46,
            46,
            45,
            46
        ],
        [
            89,
            94,
            86,
            89,
            94,
            86
        ],
        [
            25,
            26,
            24,
            25,
            26,
            24
        ],
        [
            24815,
            12357,
            12458,
            24815,
            12357,
            12458
        ],
        [
            13.104101,
            0,
            13.604101,
            13.104101,
            0,
            13.604101
        ],
        [
            1,
            0,
            1,
            1,
            0,
            1
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            340283,
            34536,
            -449241,
            -207328,
            -590988,
            -137108
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "ONE_USDT",
    "interval": "2h",
    "packets": 25000,
    "actual_packets": 25000,
    "evaluation_days": 2083.33,
    "actual_first_datapoint_time": 1579500000000,
    "first_datapoint_time": 1580328000000,
    "last_datapoint_time": 1759564800000,
    "evaluation_time": 1759573794300,
    "expiration_time": 1766044800000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "tema",
        "factors": {
            "length": 78,
            "offset": 38
        }
    },
    "second_band": {
        "type": "vwap",
        "factors": {
            "length": 0,
            "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)