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Trade: ONE/USDT/240/MIDPRICE/VWAP/6442

Strategy
ONE/USDT/240/MIDPRICE/VWAP/6442
Pair
ONE_USDT
Interval
4h
Score
312463
Daily Profit
0.520283
Profit Factor
1.710753
Profitability
29.847495
Streak
5.175601
Best Strategy
Training Data Length
2325.670000
Evaluation Time
2025-10-13 07:12
Expiration Time
2025-12-21 20:28

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 1210005.9619 1012629.1877 197376.7742 2384877.8436 932345.0646 1452532.779
Total P&L (%) 1210.006 1012.6292 197.3768 2384.8778 932.3451 1452.5328
Avg Daily Profit (%) 0.5203 0.4354 0.0849 0.1382 0.1004 0.118
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -184097 -119783 -232084 -1535231 -1401607 -875281
Profit Factor 1.7108 2.1886 1.2321 1.2596 1.198 1.3244
Total Trades 459 229 230 459 229 230
Winning Trades 137 62 75 137 62 75
Losing Trades 322 167 155 322 167 155
Profitability (%) 29.8475 27.0742 32.6087 29.8475 27.0742 32.6087
Ratio Avg Win / Avg Loss 4.0209 5.8951 2.5463 2.9606 3.2269 2.7372
Largest Winning Trade 587980 587980 49962 1511463 1511463 505097
Largest Losing Trade -27598 -27598 -23400 -596022 -316080 -596022
Avg Bars in Trades 30 27 33 30 27 33
Avg Bars in Winners 69 66 71 69 66 71
Avg Bars in Losers 13 12 14 13 12 14
Bars Traded 13890 6254 7636 13890 6254 7636
Profit Streak 5.1756 0 25.1756 5.1756 0 25.1756
Trades During Streak 1 0 2 1 0 2
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 312463 -5538 -83959 -12457 -79850 -38815
Evaluation Data
{
    "trading_pair": "ONE_USDT",
    "interval": "4h",
    "packets": 25000,
    "actual_packets": 13954,
    "evaluation_days": 2325.67,
    "actual_first_datapoint_time": 1559361600000,
    "first_datapoint_time": 1560211200000,
    "last_datapoint_time": 1760313600000,
    "evaluation_time": 1760328771969,
    "expiration_time": 1766341728000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "midprice",
        "factors": {
            "length": 60,
            "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": [
        [
            1210005.9619124816,
            1012629.1877094479,
            197376.7742030325,
            2384877.8435850586,
            932345.0646026058,
            1452532.778982455
        ],
        [
            1210.005962,
            1012.629188,
            197.376774,
            2384.877844,
            932.345065,
            1452.532779
        ],
        [
            0.520283,
            0.435414,
            0.084869,
            0.138241,
            0.100427,
            0.117991
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -184097,
            -119783,
            -232084,
            -1535231,
            -1401607,
            -875281
        ],
        [
            1.710753,
            2.188603,
            1.232077,
            1.259628,
            1.198004,
            1.324441
        ],
        [
            459,
            229,
            230,
            459,
            229,
            230
        ],
        [
            137,
            62,
            75,
            137,
            62,
            75
        ],
        [
            322,
            167,
            155,
            322,
            167,
            155
        ],
        [
            29.847495,
            27.074236,
            32.608696,
            29.847495,
            27.074236,
            32.608696
        ],
        [
            4.020893,
            5.895107,
            2.546293,
            2.960586,
            3.226883,
            2.737178
        ],
        [
            587980,
            587980,
            49962,
            1511463,
            1511463,
            505097
        ],
        [
            -27598,
            -27598,
            -23400,
            -596022,
            -316080,
            -596022
        ],
        [
            30,
            27,
            33,
            30,
            27,
            33
        ],
        [
            69,
            66,
            71,
            69,
            66,
            71
        ],
        [
            13,
            12,
            14,
            13,
            12,
            14
        ],
        [
            13890,
            6254,
            7636,
            13890,
            6254,
            7636
        ],
        [
            5.175601,
            0,
            25.175601,
            5.175601,
            0,
            25.175601
        ],
        [
            1,
            0,
            2,
            1,
            0,
            2
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            312463,
            -5538,
            -83959,
            -12457,
            -79850,
            -38815
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "ONE_USDT",
    "interval": "4h",
    "packets": 25000,
    "actual_packets": 13954,
    "evaluation_days": 2325.67,
    "actual_first_datapoint_time": 1559361600000,
    "first_datapoint_time": 1560211200000,
    "last_datapoint_time": 1760313600000,
    "evaluation_time": 1760328771969,
    "expiration_time": 1766341728000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "midprice",
        "factors": {
            "length": 60,
            "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)