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Trade: ONE/USDT/120/VWMA/ZLMA/4785

Strategy
ONE/USDT/120/VWMA/ZLMA/4785
Pair
ONE_USDT
Interval
2h
Score
426398
Daily Profit
0.464962
Profit Factor
2.021001
Profitability
40.522876
Streak
15.143535
Best Strategy
Training Data Length
2083.330000
Evaluation Time
2025-10-05 14:26
Expiration Time
2025-12-19 12:00

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 968669.1153 886046.6797 82622.4356 2318711.1259 1279066.3903 1039644.7357
Total P&L (%) 968.6691 886.0467 82.6224 2318.7111 1279.0664 1039.6447
Avg Daily Profit (%) 0.465 0.4253 0.0397 0.153 0.126 0.1169
Buy And Hold Return (%) 81.0954 81.0954 81.0954 81.0954 81.0954 81.0954
Max Trade Drawdown -89492 -78037 -139172 -5109301 -4056496 -2701670
Profit Factor 2.021 3.0431 1.1604 1.1116 1.1255 1.0982
Total Trades 153 76 77 153 76 77
Winning Trades 62 29 33 62 29 33
Losing Trades 91 47 44 91 47 44
Profitability (%) 40.5229 38.1579 42.8571 40.5229 38.1579 42.8571
Ratio Avg Win / Avg Loss 2.9663 4.9319 1.5472 1.6316 1.8241 1.4643
Largest Winning Trade 429700 429700 84535 2297136 2297136 1979193
Largest Losing Trade -36133 -25247 -36133 -2347049 -1022354 -2347049
Avg Bars in Trades 161 141 180 161 141 180
Avg Bars in Winners 264 233 291 264 233 291
Avg Bars in Losers 90 84 96 90 84 96
Bars Traded 24635 10745 13890 24635 10745 13890
Profit Streak 15.1435 0 23.9769 15.1435 0 23.9769
Trades During Streak 1 0 1 1 0 1
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 426398 -38286 -387001 -91291 -159760 -193211
Evaluation Data
{
    "trading_pair": "ONE_USDT",
    "interval": "2h",
    "packets": 25000,
    "actual_packets": 25000,
    "evaluation_days": 2083.33,
    "actual_first_datapoint_time": 1579593600000,
    "first_datapoint_time": 1580810400000,
    "last_datapoint_time": 1759658400000,
    "evaluation_time": 1759663601468,
    "expiration_time": 1766138400000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "vwma",
        "factors": {
            "length": 170,
            "offset": 0
        }
    },
    "second_band": {
        "type": "zlma",
        "factors": {
            "length": 168,
            "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": [
        [
            968669.1153252285,
            886046.67970442,
            82622.4356208084,
            2318711.1259236853,
            1279066.3902586189,
            1039644.7356650666
        ],
        [
            968.669115,
            886.04668,
            82.622436,
            2318.711126,
            1279.06639,
            1039.644736
        ],
        [
            0.464962,
            0.425303,
            0.039659,
            0.153037,
            0.126031,
            0.116867
        ],
        [
            81.095406,
            81.095406,
            81.095406,
            81.095406,
            81.095406,
            81.095406
        ],
        [
            -89492,
            -78037,
            -139172,
            -5109301,
            -4056496,
            -2701670
        ],
        [
            2.021001,
            3.043084,
            1.160412,
            1.111625,
            1.125516,
            1.098249
        ],
        [
            153,
            76,
            77,
            153,
            76,
            77
        ],
        [
            62,
            29,
            33,
            62,
            29,
            33
        ],
        [
            91,
            47,
            44,
            91,
            47,
            44
        ],
        [
            40.522876,
            38.157895,
            42.857143,
            40.522876,
            38.157895,
            42.857143
        ],
        [
            2.966308,
            4.931894,
            1.547216,
            1.631579,
            1.824111,
            1.464332
        ],
        [
            429700,
            429700,
            84535,
            2297136,
            2297136,
            1979193
        ],
        [
            -36133,
            -25247,
            -36133,
            -2347049,
            -1022354,
            -2347049
        ],
        [
            161,
            141,
            180,
            161,
            141,
            180
        ],
        [
            264,
            233,
            291,
            264,
            233,
            291
        ],
        [
            90,
            84,
            96,
            90,
            84,
            96
        ],
        [
            24635,
            10745,
            13890,
            24635,
            10745,
            13890
        ],
        [
            15.143535,
            0,
            23.976869,
            15.143535,
            0,
            23.976869
        ],
        [
            1,
            0,
            1,
            1,
            0,
            1
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            426398,
            -38286,
            -387001,
            -91291,
            -159760,
            -193211
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "ONE_USDT",
    "interval": "2h",
    "packets": 25000,
    "actual_packets": 25000,
    "evaluation_days": 2083.33,
    "actual_first_datapoint_time": 1579593600000,
    "first_datapoint_time": 1580810400000,
    "last_datapoint_time": 1759658400000,
    "evaluation_time": 1759663601468,
    "expiration_time": 1766138400000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "vwma",
        "factors": {
            "length": 170,
            "offset": 0
        }
    },
    "second_band": {
        "type": "zlma",
        "factors": {
            "length": 168,
            "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)