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Trade: ONE/USDT/240/VWMA/HILO/6974

Strategy
ONE/USDT/240/VWMA/HILO/6974
Pair
ONE_USDT
Interval
4h
Score
322870
Daily Profit
0.155019
Profit Factor
1.380945
Profitability
45.724907
Streak
16.321381
Best Strategy
Training Data Length
2319.170000
Evaluation Time
2025-10-06 18:42
Expiration Time
2025-12-15 03:48

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 322025.9211 359515.5312 -37489.6102 -78899.439 276926.4057 -355825.8447
Total P&L (%) 322.0259 359.5155 -37.4896 -78.8994 276.9264 -355.8258
Avg Daily Profit (%) 0.1389 0.155 -0.0162 -0.0671 0.0572 0
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -233520 -120292 -300036 -634403 -281776 -537898
Profit Factor 1.1467 1.3809 0.97 0.9741 1.2213 0.8022
Total Trades 539 269 270 539 269 270
Winning Trades 262 123 139 262 123 139
Losing Trades 277 146 131 277 146 131
Profitability (%) 48.6085 45.7249 51.4815 48.6085 45.7249 51.4815
Ratio Avg Win / Avg Loss 1.2124 1.6392 0.9142 1.0299 1.4497 0.756
Largest Winning Trade 121555 121555 44897 301083 301083 87849
Largest Losing Trade -49398 -32912 -49398 -152323 -148525 -152323
Avg Bars in Trades 25 18 32 25 18 32
Avg Bars in Winners 32 21 41 32 21 41
Avg Bars in Losers 19 15 23 19 15 23
Bars Traded 13829 4934 8895 13829 4934 8895
Profit Streak 0 16.3214 0 0 16.3214 0
Trades During Streak 0 1 0 0 1 0
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score -64247 322870 -579729 -576558 -116854 -579729
Evaluation Data
{
    "trading_pair": "ONE_USDT",
    "interval": "4h",
    "packets": 25000,
    "actual_packets": 13915,
    "evaluation_days": 2319.17,
    "actual_first_datapoint_time": 1559361600000,
    "first_datapoint_time": 1560139200000,
    "last_datapoint_time": 1759752000000,
    "evaluation_time": 1759765367370,
    "expiration_time": 1765763280000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "vwma",
        "factors": {
            "length": 55,
            "offset": 0
        }
    },
    "second_band": {
        "type": "hilo",
        "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": [
        [
            322025.9210852332,
            359515.5312440953,
            -37489.6101588617,
            -78899.4390006284,
            276926.4057288116,
            -355825.8447294396
        ],
        [
            322.025921,
            359.515531,
            -37.48961,
            -78.899439,
            276.926406,
            -355.825845
        ],
        [
            0.138854,
            0.155019,
            -0.016165,
            -0.067065,
            0.05723,
            0
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -233520,
            -120292,
            -300036,
            -634403,
            -281776,
            -537898
        ],
        [
            1.146722,
            1.380945,
            0.970034,
            0.97413,
            1.221337,
            0.802173
        ],
        [
            539,
            269,
            270,
            539,
            269,
            270
        ],
        [
            262,
            123,
            139,
            262,
            123,
            139
        ],
        [
            277,
            146,
            131,
            277,
            146,
            131
        ],
        [
            48.608534,
            45.724907,
            51.481481,
            48.608534,
            45.724907,
            51.481481
        ],
        [
            1.212374,
            1.63917,
            0.914204,
            1.029901,
            1.449717,
            0.756005
        ],
        [
            121555,
            121555,
            44897,
            301083,
            301083,
            87849
        ],
        [
            -49398,
            -32912,
            -49398,
            -152323,
            -148525,
            -152323
        ],
        [
            25,
            18,
            32,
            25,
            18,
            32
        ],
        [
            32,
            21,
            41,
            32,
            21,
            41
        ],
        [
            19,
            15,
            23,
            19,
            15,
            23
        ],
        [
            13829,
            4934,
            8895,
            13829,
            4934,
            8895
        ],
        [
            0,
            16.321381,
            0,
            0,
            16.321382,
            0
        ],
        [
            0,
            1,
            0,
            0,
            1,
            0
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            -64247,
            322870,
            -579729,
            -576558,
            -116854,
            -579729
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "ONE_USDT",
    "interval": "4h",
    "packets": 25000,
    "actual_packets": 13915,
    "evaluation_days": 2319.17,
    "actual_first_datapoint_time": 1559361600000,
    "first_datapoint_time": 1560139200000,
    "last_datapoint_time": 1759752000000,
    "evaluation_time": 1759765367370,
    "expiration_time": 1765763280000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "vwma",
        "factors": {
            "length": 55,
            "offset": 0
        }
    },
    "second_band": {
        "type": "hilo",
        "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)