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Trade: ONE/USDT/240/VWMA/MIDPOINT/4588

Strategy
ONE/USDT/240/VWMA/MIDPOINT/4588
Pair
ONE_USDT
Interval
4h
Score
351082
Daily Profit
0.456386
Profit Factor
1.651403
Profitability
35.194175
Streak
0.000000
Best Strategy
Training Data Length
2322.670000
Evaluation Time
2025-10-10 05:54
Expiration Time
2025-12-18 18:19

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 1060034.9677 894687.4515 165347.5162 1703813.2278 338641.8121 1365171.4158
Total P&L (%) 1060.035 894.6875 165.3475 1703.8132 338.6418 1365.1714
Avg Daily Profit (%) 0.4564 0.3852 0.0712 0.1246 0.0637 0.1156
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -206796 -153923 -200149 -2143988 -2210846 -779522
Profit Factor 1.6514 2.0819 1.2066 1.1793 1.0623 1.3352
Total Trades 412 206 206 412 206 206
Winning Trades 145 62 83 145 62 83
Losing Trades 267 144 123 267 144 123
Profitability (%) 35.1942 30.0971 40.2913 35.1942 30.0971 40.2913
Ratio Avg Win / Avg Loss 3.0409 4.8353 1.7881 2.1715 2.4674 1.9787
Largest Winning Trade 488754 488754 61029 1893850 1893850 490128
Largest Losing Trade -25270 -21808 -25270 -470188 -470188 -302571
Avg Bars in Trades 33 30 36 33 30 36
Avg Bars in Winners 65 63 66 65 63 66
Avg Bars in Losers 16 16 16 16 16 16
Bars Traded 13861 6245 7617 13861 6245 7617
Profit Streak 0 0 21.4545 0 0 21.4545
Trades During Streak 0 0 1 0 0 1
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 351082 229020 -99965 -52071 -265962 -39485
Evaluation Data
{
    "trading_pair": "ONE_USDT",
    "interval": "4h",
    "packets": 25000,
    "actual_packets": 13936,
    "evaluation_days": 2322.67,
    "actual_first_datapoint_time": 1559361600000,
    "first_datapoint_time": 1560153600000,
    "last_datapoint_time": 1760054400000,
    "evaluation_time": 1760064872200,
    "expiration_time": 1766074752000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "vwma",
        "factors": {
            "length": 56,
            "offset": 0
        }
    },
    "second_band": {
        "type": "midpoint",
        "factors": {
            "length": 6,
            "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": [
        [
            1060034.967692473,
            894687.4515072423,
            165347.5161852298,
            1703813.2278131219,
            338641.8120623208,
            1365171.4157508009
        ],
        [
            1060.034968,
            894.687452,
            165.347516,
            1703.813228,
            338.641812,
            1365.171416
        ],
        [
            0.456386,
            0.385198,
            0.071189,
            0.12461,
            0.063676,
            0.115647
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -206796,
            -153923,
            -200149,
            -2143988,
            -2210846,
            -779522
        ],
        [
            1.651403,
            2.081887,
            1.206596,
            1.179265,
            1.062342,
            1.335223
        ],
        [
            412,
            206,
            206,
            412,
            206,
            206
        ],
        [
            145,
            62,
            83,
            145,
            62,
            83
        ],
        [
            267,
            144,
            123,
            267,
            144,
            123
        ],
        [
            35.194175,
            30.097087,
            40.291262,
            35.194175,
            30.097087,
            40.291262
        ],
        [
            3.040859,
            4.835349,
            1.788088,
            2.171473,
            2.467374,
            1.978704
        ],
        [
            488754,
            488754,
            61029,
            1893850,
            1893850,
            490128
        ],
        [
            -25270,
            -21808,
            -25270,
            -470188,
            -470188,
            -302571
        ],
        [
            33,
            30,
            36,
            33,
            30,
            36
        ],
        [
            65,
            63,
            66,
            65,
            63,
            66
        ],
        [
            16,
            16,
            16,
            16,
            16,
            16
        ],
        [
            13861,
            6245,
            7617,
            13861,
            6245,
            7617
        ],
        [
            0,
            0,
            21.454539,
            0,
            0,
            21.454539
        ],
        [
            0,
            0,
            1,
            0,
            0,
            1
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            351082,
            229020,
            -99965,
            -52071,
            -265962,
            -39485
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "ONE_USDT",
    "interval": "4h",
    "packets": 25000,
    "actual_packets": 13936,
    "evaluation_days": 2322.67,
    "actual_first_datapoint_time": 1559361600000,
    "first_datapoint_time": 1560153600000,
    "last_datapoint_time": 1760054400000,
    "evaluation_time": 1760064872200,
    "expiration_time": 1766074752000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "vwma",
        "factors": {
            "length": 56,
            "offset": 0
        }
    },
    "second_band": {
        "type": "midpoint",
        "factors": {
            "length": 6,
            "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)