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Trade: ONE/USDT/240/VWMA/MIDPOINT/5480

Strategy
ONE/USDT/240/VWMA/MIDPOINT/5480
Pair
ONE_USDT
Interval
4h
Score
352424
Daily Profit
0.390006
Profit Factor
1.682207
Profitability
38.461538
Streak
0.000000
Best Strategy
Training Data Length
2323.330000
Evaluation Time
2025-10-10 20:32
Expiration Time
2025-12-19 10:48

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 906112.8118 817168.5261 88944.2857 445985.6963 153845.182 292140.5142
Total P&L (%) 906.1128 817.1685 88.9443 445.9857 153.8452 292.1405
Avg Daily Profit (%) 0.39 0.3517 0.0383 0.0731 0.0401 0.0588
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -127583 -88625 -225002 -1266287 -1033315 -847296
Profit Factor 1.6822 2.3158 1.1258 1.0633 1.0455 1.0798
Total Trades 273 136 137 273 136 137
Winning Trades 105 50 55 105 50 55
Losing Trades 168 86 82 168 86 82
Profitability (%) 38.4615 36.7647 40.146 38.4615 36.7647 40.146
Ratio Avg Win / Avg Loss 2.6915 3.9831 1.6784 1.7013 1.7982 1.6099
Largest Winning Trade 337272 337272 66382 502525 502525 359806
Largest Losing Trade -55541 -29262 -55541 -298466 -298466 -270621
Avg Bars in Trades 50 47 54 50 47 54
Avg Bars in Winners 80 77 82 80 77 82
Avg Bars in Losers 31 29 34 31 29 34
Bars Traded 13805 6399 7406 13805 6399 7406
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 352424 302524 -226845 -248193 -314074 -250032
Evaluation Data
{
    "trading_pair": "ONE_USDT",
    "interval": "4h",
    "packets": 25000,
    "actual_packets": 13940,
    "evaluation_days": 2323.33,
    "actual_first_datapoint_time": 1559361600000,
    "first_datapoint_time": 1560801600000,
    "last_datapoint_time": 1760112000000,
    "evaluation_time": 1760117558405,
    "expiration_time": 1766134080000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "vwma",
        "factors": {
            "length": 101,
            "offset": 0
        }
    },
    "second_band": {
        "type": "midpoint",
        "factors": {
            "length": 56,
            "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": [
        [
            906112.8117917809,
            817168.526083443,
            88944.2857083371,
            445985.6962818319,
            153845.1820436586,
            292140.5142381743
        ],
        [
            906.112812,
            817.168526,
            88.944286,
            445.985696,
            153.845182,
            292.140514
        ],
        [
            0.390006,
            0.351723,
            0.038283,
            0.073087,
            0.040104,
            0.058832
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -127583,
            -88625,
            -225002,
            -1266287,
            -1033315,
            -847296
        ],
        [
            1.682207,
            2.31578,
            1.125778,
            1.063308,
            1.04547,
            1.079791
        ],
        [
            273,
            136,
            137,
            273,
            136,
            137
        ],
        [
            105,
            50,
            55,
            105,
            50,
            55
        ],
        [
            168,
            86,
            82,
            168,
            86,
            82
        ],
        [
            38.461538,
            36.764706,
            40.145985,
            38.461538,
            36.764706,
            40.145985
        ],
        [
            2.691531,
            3.983142,
            1.678432,
            1.701292,
            1.798209,
            1.60987
        ],
        [
            337272,
            337272,
            66382,
            502525,
            502525,
            359806
        ],
        [
            -55541,
            -29262,
            -55541,
            -298466,
            -298466,
            -270621
        ],
        [
            50,
            47,
            54,
            50,
            47,
            54
        ],
        [
            80,
            77,
            82,
            80,
            77,
            82
        ],
        [
            31,
            29,
            34,
            31,
            29,
            34
        ],
        [
            13805,
            6399,
            7406,
            13805,
            6399,
            7406
        ],
        [
            0,
            0,
            0,
            0,
            0,
            0
        ],
        [
            0,
            0,
            0,
            0,
            0,
            0
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            352424,
            302524,
            -226845,
            -248193,
            -314074,
            -250032
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "ONE_USDT",
    "interval": "4h",
    "packets": 25000,
    "actual_packets": 13940,
    "evaluation_days": 2323.33,
    "actual_first_datapoint_time": 1559361600000,
    "first_datapoint_time": 1560801600000,
    "last_datapoint_time": 1760112000000,
    "evaluation_time": 1760117558405,
    "expiration_time": 1766134080000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "vwma",
        "factors": {
            "length": 101,
            "offset": 0
        }
    },
    "second_band": {
        "type": "midpoint",
        "factors": {
            "length": 56,
            "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)