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Trade: ONE/USDT/240/MIDPOINT/VWAP/3726

Strategy
ONE/USDT/240/MIDPOINT/VWAP/3726
Pair
ONE_USDT
Interval
4h
Score
312334
Daily Profit
0.517101
Profit Factor
1.647734
Profitability
29.921260
Streak
0.000000
Best Strategy
Training Data Length
2307.170000
Evaluation Time
2025-09-26 15:45
Expiration Time
2025-12-02 19:09

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 1193039.6799 1037663.5567 155376.1232 1330421.9651 325527.488 1004894.4771
Total P&L (%) 1193.0397 1037.6636 155.3761 1330.422 325.5275 1004.8945
Avg Daily Profit (%) 0.5171 0.4498 0.0673 0.1154 0.0628 0.1042
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -188441 -123201 -248393 -1557276 -1060681 -900205
Profit Factor 1.6477 2.1169 1.1702 1.2099 1.0938 1.3503
Total Trades 508 254 254 508 254 254
Winning Trades 152 69 83 152 69 83
Losing Trades 356 185 171 356 185 171
Profitability (%) 29.9213 27.1654 32.6772 29.9213 27.1654 32.6772
Ratio Avg Win / Avg Loss 3.8592 5.6758 2.4109 2.8338 2.9327 2.782
Largest Winning Trade 608288 608288 44765 1013111 1013111 379795
Largest Losing Trade -23400 -21877 -23400 -277327 -277327 -253195
Avg Bars in Trades 27 25 29 27 25 29
Avg Bars in Winners 60 58 61 60 58 61
Avg Bars in Losers 12 12 13 12 12 13
Bars Traded 13758 6366 7392 13758 6366 7392
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 312334 -5021 -140879 -43093 -244511 -57667

Evaluation Data

{
    "trading_pair": "ONE_USDT",
    "interval": "4h",
    "packets": 25000,
    "actual_packets": 13843,
    "evaluation_days": 2307.17,
    "actual_first_datapoint_time": 1559361600000,
    "first_datapoint_time": 1560009600000,
    "last_datapoint_time": 1758715200000,
    "evaluation_time": 1758890725003,
    "expiration_time": 1764695376000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}

Factors

{
    "first_band": {
        "type": "midpoint",
        "factors": {
            "length": 46,
            "offset": 0
        }
    },
    "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": [
        [
            1193039.6798993426,
            1037663.5567029445,
            155376.1231963967,
            1330421.965051525,
            325527.4879542954,
            1004894.4770972293
        ],
        [
            1193.03968,
            1037.663557,
            155.376123,
            1330.421965,
            325.527488,
            1004.894477
        ],
        [
            0.517101,
            0.449756,
            0.067345,
            0.115383,
            0.062787,
            0.104179
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -188441,
            -123201,
            -248393,
            -1557276,
            -1060681,
            -900205
        ],
        [
            1.647734,
            2.116923,
            1.170214,
            1.209927,
            1.093832,
            1.350345
        ],
        [
            508,
            254,
            254,
            508,
            254,
            254
        ],
        [
            152,
            69,
            83,
            152,
            69,
            83
        ],
        [
            356,
            185,
            171,
            356,
            185,
            171
        ],
        [
            29.92126,
            27.165354,
            32.677165,
            29.92126,
            27.165354,
            32.677165
        ],
        [
            3.859167,
            5.675809,
            2.410923,
            2.833776,
            2.932739,
            2.782036
        ],
        [
            608288,
            608288,
            44765,
            1013111,
            1013111,
            379795
        ],
        [
            -23400,
            -21877,
            -23400,
            -277327,
            -277327,
            -253195
        ],
        [
            27,
            25,
            29,
            27,
            25,
            29
        ],
        [
            60,
            58,
            61,
            60,
            58,
            61
        ],
        [
            12,
            12,
            13,
            12,
            12,
            13
        ],
        [
            13758,
            6366,
            7392,
            13758,
            6366,
            7392
        ],
        [
            0,
            0,
            0,
            0,
            0,
            0
        ],
        [
            0,
            0,
            0,
            0,
            0,
            0
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            312334,
            -5021,
            -140879,
            -43093,
            -244511,
            -57667
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "ONE_USDT",
    "interval": "4h",
    "packets": 25000,
    "actual_packets": 13843,
    "evaluation_days": 2307.17,
    "actual_first_datapoint_time": 1559361600000,
    "first_datapoint_time": 1560009600000,
    "last_datapoint_time": 1758715200000,
    "evaluation_time": 1758890725003,
    "expiration_time": 1764695376000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "midpoint",
        "factors": {
            "length": 46,
            "offset": 0
        }
    },
    "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)