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Trade: ONE/USDT/240/VWMA/MIDPRICE/7586

Strategy
ONE/USDT/240/VWMA/MIDPRICE/7586
Pair
ONE_USDT
Interval
4h
Score
350232
Daily Profit
0.385146
Profit Factor
1.554420
Profitability
38.690476
Streak
0.000000
Best Strategy
Training Data Length
2307.170000
Evaluation Time
2025-09-27 00:24
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 888597.7478 813495.6205 75102.1273 155090.1804 172337.7337 -17247.5533
Total P&L (%) 888.5977 813.4956 75.1021 155.0902 172.3377 -17.2476
Avg Daily Profit (%) 0.3851 0.3526 0.0326 0.0406 0.0434 -0.0082
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -161529 -116809 -284802 -1084880 -849558 -338259
Profit Factor 1.5544 2.0276 1.0926 1.047 1.0942 0.9882
Total Trades 336 168 168 336 168 168
Winning Trades 130 57 73 130 57 73
Losing Trades 206 111 95 206 111 95
Profitability (%) 38.6905 33.9286 43.4524 38.6905 33.9286 43.4524
Ratio Avg Win / Avg Loss 2.4632 3.9486 1.4219 1.6591 2.1308 1.2861
Largest Winning Trade 522932 522932 44758 703555 703555 145826
Largest Losing Trade -48771 -25454 -48771 -265381 -265381 -166301
Avg Bars in Trades 40 37 44 40 37 44
Avg Bars in Winners 67 64 69 67 64 69
Avg Bars in Losers 24 23 24 24 23 24
Bars Traded 13733 6316 7417 13733 6316 7417
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 350232 261721 -270304 -308995 -256635 -581333

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": 1560196800000,
    "last_datapoint_time": 1758715200000,
    "evaluation_time": 1758921858822,
    "expiration_time": 1764695376000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}

Factors

{
    "first_band": {
        "type": "vwma",
        "factors": {
            "length": 59,
            "offset": 0
        }
    },
    "second_band": {
        "type": "midprice",
        "factors": {
            "length": 20,
            "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": [
        [
            888597.7478370465,
            813495.6205301463,
            75102.1273069004,
            155090.1804382218,
            172337.7337116405,
            -17247.5532734183
        ],
        [
            888.597748,
            813.495621,
            75.102127,
            155.09018,
            172.337734,
            -17.247553
        ],
        [
            0.385146,
            0.352595,
            0.032552,
            0.040597,
            0.043434,
            -0.008205
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -161529,
            -116809,
            -284802,
            -1084880,
            -849558,
            -338259
        ],
        [
            1.55442,
            2.027638,
            1.092589,
            1.047035,
            1.094182,
            0.988247
        ],
        [
            336,
            168,
            168,
            336,
            168,
            168
        ],
        [
            130,
            57,
            73,
            130,
            57,
            73
        ],
        [
            206,
            111,
            95,
            206,
            111,
            95
        ],
        [
            38.690476,
            33.928571,
            43.452381,
            38.690476,
            33.928571,
            43.452381
        ],
        [
            2.463158,
            3.948559,
            1.421862,
            1.659147,
            2.130776,
            1.286075
        ],
        [
            522932,
            522932,
            44758,
            703555,
            703555,
            145826
        ],
        [
            -48771,
            -25454,
            -48771,
            -265381,
            -265381,
            -166301
        ],
        [
            40,
            37,
            44,
            40,
            37,
            44
        ],
        [
            67,
            64,
            69,
            67,
            64,
            69
        ],
        [
            24,
            23,
            24,
            24,
            23,
            24
        ],
        [
            13733,
            6316,
            7417,
            13733,
            6316,
            7417
        ],
        [
            0,
            0,
            0,
            0,
            0,
            0
        ],
        [
            0,
            0,
            0,
            0,
            0,
            0
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            350232,
            261721,
            -270304,
            -308995,
            -256635,
            -581333
        ]
    ]
}
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": 1560196800000,
    "last_datapoint_time": 1758715200000,
    "evaluation_time": 1758921858822,
    "expiration_time": 1764695376000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "vwma",
        "factors": {
            "length": 59,
            "offset": 0
        }
    },
    "second_band": {
        "type": "midprice",
        "factors": {
            "length": 20,
            "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)