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Trade: ONE/USDT/360/MIDPOINT/VWAP/2853

Strategy
ONE/USDT/360/MIDPOINT/VWAP/2853
Pair
ONE_USDT
Interval
6h
Score
367258
Daily Profit
0.530515
Profit Factor
1.788201
Profitability
31.873479
Streak
17.038972
Best Strategy
Training Data Length
2319.500000
Evaluation Time
2025-10-06 09:56
Expiration Time
2025-12-14 22:02

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 1230529.1382 1027224.0622 203305.076 4435395.6168 2609229.0998 1826166.517
Total P&L (%) 1230.5291 1027.2241 203.3051 4435.3956 2609.2291 1826.1665
Avg Daily Profit (%) 0.5305 0.4429 0.0877 0.1646 0.1423 0.1276
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -121135 -81424 -237101 -5770904 -5596519 -2279609
Profit Factor 1.7882 2.3475 1.2545 1.1891 1.2188 1.1584
Total Trades 411 205 206 411 205 206
Winning Trades 131 58 73 131 58 73
Losing Trades 280 147 133 280 147 133
Profitability (%) 31.8735 28.2927 35.4369 31.8735 28.2927 35.4369
Ratio Avg Win / Avg Loss 3.8221 5.9498 2.2856 2.5416 3.089 2.1105
Largest Winning Trade 557300 557300 61862 5594828 5594828 1254737
Largest Losing Trade -24721 -21419 -24721 -1354067 -1071967 -1354067
Avg Bars in Trades 22 20 24 22 20 24
Avg Bars in Winners 49 48 50 49 48 50
Avg Bars in Losers 9 9 10 9 9 10
Bars Traded 9219 4199 5020 9219 4199 5020
Profit Streak 17.039 0 18.289 17.039 0 18.289
Trades During Streak 1 0 1 1 0 1
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 367258 2779 -79322 -7714 -16410 -71702
Evaluation Data
{
    "trading_pair": "ONE_USDT",
    "interval": "6h",
    "packets": 25000,
    "actual_packets": 9278,
    "evaluation_days": 2319.5,
    "actual_first_datapoint_time": 1559347200000,
    "first_datapoint_time": 1560211200000,
    "last_datapoint_time": 1759730400000,
    "evaluation_time": 1759733767222,
    "expiration_time": 1765742544000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "midpoint",
        "factors": {
            "length": 41,
            "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": [
        [
            1230529.1382305576,
            1027224.0622223604,
            203305.0760081983,
            4435395.616819574,
            2609229.0998351756,
            1826166.5169843924
        ],
        [
            1230.529138,
            1027.224062,
            203.305076,
            4435.395617,
            2609.2291,
            1826.166517
        ],
        [
            0.530515,
            0.442864,
            0.08765,
            0.164589,
            0.142341,
            0.127614
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -121135,
            -81424,
            -237101,
            -5770904,
            -5596519,
            -2279609
        ],
        [
            1.788201,
            2.347548,
            1.254482,
            1.189108,
            1.21878,
            1.15841
        ],
        [
            411,
            205,
            206,
            411,
            205,
            206
        ],
        [
            131,
            58,
            73,
            131,
            58,
            73
        ],
        [
            280,
            147,
            133,
            280,
            147,
            133
        ],
        [
            31.873479,
            28.292683,
            35.436893,
            31.873479,
            28.292683,
            35.436893
        ],
        [
            3.822108,
            5.94982,
            2.285564,
            2.541604,
            3.088977,
            2.110528
        ],
        [
            557300,
            557300,
            61862,
            5594828,
            5594828,
            1254737
        ],
        [
            -24721,
            -21419,
            -24721,
            -1354067,
            -1071967,
            -1354067
        ],
        [
            22,
            20,
            24,
            22,
            20,
            24
        ],
        [
            49,
            48,
            50,
            49,
            48,
            50
        ],
        [
            9,
            9,
            10,
            9,
            9,
            10
        ],
        [
            9219,
            4199,
            5020,
            9219,
            4199,
            5020
        ],
        [
            17.038972,
            0,
            18.288972,
            17.038972,
            0,
            18.288972
        ],
        [
            1,
            0,
            1,
            1,
            0,
            1
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            367258,
            2779,
            -79322,
            -7714,
            -16410,
            -71702
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "ONE_USDT",
    "interval": "6h",
    "packets": 25000,
    "actual_packets": 9278,
    "evaluation_days": 2319.5,
    "actual_first_datapoint_time": 1559347200000,
    "first_datapoint_time": 1560211200000,
    "last_datapoint_time": 1759730400000,
    "evaluation_time": 1759733767222,
    "expiration_time": 1765742544000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "midpoint",
        "factors": {
            "length": 41,
            "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)