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Trade: ONE/USDT/120/VWAP/RMA/3463

Strategy
ONE/USDT/120/VWAP/RMA/3463
Pair
ONE_USDT
Interval
2h
Score
564407
Daily Profit
0.210549
Profit Factor
2.373981
Profitability
69.306931
Streak
77.904417
Best Strategy
Training Data Length
2082.500000
Evaluation Time
2025-09-26 18:42
Expiration Time
2025-12-08 15:16

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L -2645350.3312 -67567.7151 -2577782.6161 -99165.8464 7884420.9528 -7983586.7992
Total P&L (%) -2645.3503 -67.5677 -2577.7826 -99.1658 7884.421 -7983.5868
Avg Daily Profit (%) -1.2703 -0.0324 -1.2378 -0.2296 0.2105 0
Buy And Hold Return (%) 84.0077 84.0077 84.0077 84.0077 84.0077 84.0077
Max Trade Drawdown -2732534 -214000 -2667095 -23897263 -3183600 -24526530
Profit Factor 0.2493 0.864 0.1483 0.9969 2.374 0.6948
Total Trades 202 101 101 202 101 101
Winning Trades 164 79 85 146 70 76
Losing Trades 38 22 16 56 31 25
Profitability (%) 81.1881 78.2178 84.1584 72.2772 69.3069 75.2475
Ratio Avg Win / Avg Loss 0.0578 0.2406 0.0279 0.3824 1.0513 0.2286
Largest Winning Trade 29285 25511 29285 4277244 2093195 4277244
Largest Losing Trade -2295853 -83113 -2295853 -15467339 -3183600 -15467339
Avg Bars in Trades 121 142 99 121 142 99
Avg Bars in Winners 29 28 30 42 37 46
Avg Bars in Losers 518 552 470 327 378 263
Bars Traded 24489 14396 10092 24489 14396 10092
Profit Streak 64.4878 77.9044 64.4878 64.4878 77.9044 64.4878
Trades During Streak 20 10 10 20 10 10
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score -573891 -575483 -574835 -575008 564407 -575856

Evaluation Data

{
    "trading_pair": "ONE_USDT",
    "interval": "2h",
    "packets": 25000,
    "actual_packets": 24990,
    "evaluation_days": 2082.5,
    "actual_first_datapoint_time": 1578729600000,
    "first_datapoint_time": 1580508000000,
    "last_datapoint_time": 1758722400000,
    "evaluation_time": 1758901341587,
    "expiration_time": 1765199808000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}

Factors

{
    "first_band": {
        "type": "vwap",
        "factors": {
            "length": 0,
            "offset": 0
        }
    },
    "second_band": {
        "type": "rma",
        "factors": {
            "length": 248,
            "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": [
        [
            -2645350.3311827825,
            -67567.7151210864,
            -2577782.616061696,
            -99165.8464458407,
            7884420.9527929025,
            -7983586.799238742
        ],
        [
            -2645.350331,
            -67.567715,
            -2577.782616,
            -99.165846,
            7884.420953,
            -7983.586799
        ],
        [
            -1.270276,
            -0.032445,
            -1.237831,
            -0.22958,
            0.210549,
            0
        ],
        [
            84.007707,
            84.007707,
            84.007707,
            84.007707,
            84.007707,
            84.007707
        ],
        [
            -2732534,
            -214000,
            -2667095,
            -23897263,
            -3183600,
            -24526530
        ],
        [
            0.249284,
            0.864043,
            0.148344,
            0.996891,
            2.373981,
            0.694801
        ],
        [
            202,
            101,
            101,
            202,
            101,
            101
        ],
        [
            164,
            79,
            85,
            146,
            70,
            76
        ],
        [
            38,
            22,
            16,
            56,
            31,
            25
        ],
        [
            81.188119,
            78.217822,
            84.158416,
            72.277228,
            69.306931,
            75.247525
        ],
        [
            0.057761,
            0.24062,
            0.027924,
            0.382369,
            1.051334,
            0.228553
        ],
        [
            29285,
            25511,
            29285,
            4277244,
            2093195,
            4277244
        ],
        [
            -2295853,
            -83113,
            -2295853,
            -15467339,
            -3183600,
            -15467339
        ],
        [
            121,
            142,
            99,
            121,
            142,
            99
        ],
        [
            29,
            28,
            30,
            42,
            37,
            46
        ],
        [
            518,
            552,
            470,
            327,
            378,
            263
        ],
        [
            24489,
            14396,
            10092,
            24489,
            14396,
            10092
        ],
        [
            64.48775,
            77.904416,
            64.48775,
            64.48775,
            77.904417,
            64.48775
        ],
        [
            20,
            10,
            10,
            20,
            10,
            10
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            -573891,
            -575483,
            -574835,
            -575008,
            564407,
            -575856
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "ONE_USDT",
    "interval": "2h",
    "packets": 25000,
    "actual_packets": 24990,
    "evaluation_days": 2082.5,
    "actual_first_datapoint_time": 1578729600000,
    "first_datapoint_time": 1580508000000,
    "last_datapoint_time": 1758722400000,
    "evaluation_time": 1758901341587,
    "expiration_time": 1765199808000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "vwap",
        "factors": {
            "length": 0,
            "offset": 0
        }
    },
    "second_band": {
        "type": "rma",
        "factors": {
            "length": 248,
            "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)