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Trade: ONE/USDT/360/MIDPRICE/VWAP/2320

Strategy
ONE/USDT/360/MIDPRICE/VWAP/2320
Pair
ONE_USDT
Interval
6h
Score
329676
Daily Profit
0.526509
Profit Factor
1.823373
Profitability
29.972752
Streak
16.930180
Best Strategy
Training Data Length
2319.500000
Evaluation Time
2025-10-06 13:19
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 1221237.6394 1061044.2923 160193.3471 2302477.3425 2516579.8489 -214102.5064
Total P&L (%) 1221.2376 1061.0443 160.1933 2302.4773 2516.5798 -214.1025
Avg Daily Profit (%) 0.5265 0.4574 0.0691 0.1372 0.1408 0
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -129994 -111399 -165382 -8587179 -7043334 -3630495
Profit Factor 1.8234 2.4322 1.2158 1.0603 1.1247 0.9881
Total Trades 367 183 184 367 183 184
Winning Trades 110 51 59 110 51 59
Losing Trades 257 132 125 257 132 125
Profitability (%) 29.9728 27.8689 32.0652 29.9728 27.8689 32.0652
Ratio Avg Win / Avg Loss 4.2601 6.2952 2.5758 2.4772 2.9109 2.0935
Largest Winning Trade 571254 571254 56876 6068117 6068117 1929247
Largest Losing Trade -21303 -21303 -20040 -1920395 -1920395 -1196468
Avg Bars in Trades 25 22 27 25 22 27
Avg Bars in Winners 59 54 63 59 54 63
Avg Bars in Losers 10 9 10 10 9 10
Bars Traded 9209 4086 5123 9209 4086 5123
Profit Streak 16.9302 0 18.4302 16.9302 0 18.4302
Trades During Streak 1 0 1 1 0 1
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 329676 -1617 -105766 -167775 -103365 -583726
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": 1560427200000,
    "last_datapoint_time": 1759730400000,
    "evaluation_time": 1759745967571,
    "expiration_time": 1765742544000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "midprice",
        "factors": {
            "length": 51,
            "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": [
        [
            1221237.6393927196,
            1061044.2923080765,
            160193.3470846415,
            2302477.342498213,
            2516579.8488910245,
            -214102.5063928101
        ],
        [
            1221.237639,
            1061.044292,
            160.193347,
            2302.477342,
            2516.579849,
            -214.102506
        ],
        [
            0.526509,
            0.457445,
            0.069064,
            0.137153,
            0.140839,
            0
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -129994,
            -111399,
            -165382,
            -8587179,
            -7043334,
            -3630495
        ],
        [
            1.823373,
            2.432237,
            1.215783,
            1.060263,
            1.124677,
            0.98812
        ],
        [
            367,
            183,
            184,
            367,
            183,
            184
        ],
        [
            110,
            51,
            59,
            110,
            51,
            59
        ],
        [
            257,
            132,
            125,
            257,
            132,
            125
        ],
        [
            29.972752,
            27.868852,
            32.065217,
            29.972752,
            27.868852,
            32.065217
        ],
        [
            4.260062,
            6.295201,
            2.575811,
            2.47716,
            2.910928,
            2.093475
        ],
        [
            571254,
            571254,
            56876,
            6068117,
            6068117,
            1929247
        ],
        [
            -21303,
            -21303,
            -20040,
            -1920395,
            -1920395,
            -1196468
        ],
        [
            25,
            22,
            27,
            25,
            22,
            27
        ],
        [
            59,
            54,
            63,
            59,
            54,
            63
        ],
        [
            10,
            9,
            10,
            10,
            9,
            10
        ],
        [
            9209,
            4086,
            5123,
            9209,
            4086,
            5123
        ],
        [
            16.93018,
            0,
            18.43018,
            16.93018,
            0,
            18.43018
        ],
        [
            1,
            0,
            1,
            1,
            0,
            1
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            329676,
            -1617,
            -105766,
            -167775,
            -103365,
            -583726
        ]
    ]
}
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": 1560427200000,
    "last_datapoint_time": 1759730400000,
    "evaluation_time": 1759745967571,
    "expiration_time": 1765742544000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "midprice",
        "factors": {
            "length": 51,
            "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)