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Trade: ONE/USDT/360/MIDPRICE/VWAP/5166

Strategy
ONE/USDT/360/MIDPRICE/VWAP/5166
Pair
ONE_USDT
Interval
6h
Score
301386
Daily Profit
0.233425
Profit Factor
1.206973
Profitability
36.504162
Streak
0.000000
Best Strategy
Training Data Length
2316.000000
Evaluation Time
2025-10-03 03:37
Expiration Time
2025-12-11 07:31

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 540613.1185 474962.0246 65651.0939 131142.5408 455617.6047 -324475.0639
Total P&L (%) 540.6131 474.962 65.6511 131.1425 455.6176 -324.4751
Avg Daily Profit (%) 0.2334 0.2051 0.0283 0.0362 0.0741 0
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -110038 -103226 -273906 -513675 -393011 -750908
Profit Factor 1.207 1.3835 1.0478 1.0211 1.1555 0.9017
Total Trades 841 420 421 841 420 421
Winning Trades 307 143 164 307 143 164
Losing Trades 534 277 257 534 277 257
Profitability (%) 36.5042 34.0476 38.9549 36.5042 34.0476 38.9549
Ratio Avg Win / Avg Loss 2.0994 2.68 1.642 1.776 2.2383 1.413
Largest Winning Trade 151450 151450 62667 234306 234306 142217
Largest Losing Trade -22588 -18944 -22588 -92774 -76198 -92774
Avg Bars in Trades 10 10 11 10 10 11
Avg Bars in Winners 19 19 19 19 19 19
Avg Bars in Losers 6 6 6 6 6 6
Bars Traded 9242 4507 4735 9242 4507 4735
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 301386 183015 -324515 -341395 -146681 -581483
Evaluation Data
{
    "trading_pair": "ONE_USDT",
    "interval": "6h",
    "packets": 25000,
    "actual_packets": 9264,
    "evaluation_days": 2316,
    "actual_first_datapoint_time": 1559347200000,
    "first_datapoint_time": 1559628000000,
    "last_datapoint_time": 1759428000000,
    "evaluation_time": 1759451834832,
    "expiration_time": 1765431072000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "midprice",
        "factors": {
            "length": 14,
            "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": [
        [
            540613.1184769656,
            474962.0245524673,
            65651.093924497,
            131142.5408059866,
            455617.6047060743,
            -324475.0639000871
        ],
        [
            540.613118,
            474.962025,
            65.651094,
            131.142541,
            455.617605,
            -324.475064
        ],
        [
            0.233425,
            0.205079,
            0.028347,
            0.036184,
            0.074074,
            0
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -110038,
            -103226,
            -273906,
            -513675,
            -393011,
            -750908
        ],
        [
            1.206973,
            1.383536,
            1.047794,
            1.021054,
            1.155511,
            0.90165
        ],
        [
            841,
            420,
            421,
            841,
            420,
            421
        ],
        [
            307,
            143,
            164,
            307,
            143,
            164
        ],
        [
            534,
            277,
            257,
            534,
            277,
            257
        ],
        [
            36.504162,
            34.047619,
            38.954869,
            36.504162,
            34.047619,
            38.954869
        ],
        [
            2.099425,
            2.679996,
            1.64197,
            1.776035,
            2.238297,
            1.412951
        ],
        [
            151450,
            151450,
            62667,
            234306,
            234306,
            142217
        ],
        [
            -22588,
            -18944,
            -22588,
            -92774,
            -76198,
            -92774
        ],
        [
            10,
            10,
            11,
            10,
            10,
            11
        ],
        [
            19,
            19,
            19,
            19,
            19,
            19
        ],
        [
            6,
            6,
            6,
            6,
            6,
            6
        ],
        [
            9242,
            4507,
            4735,
            9242,
            4507,
            4735
        ],
        [
            0,
            0,
            0,
            0,
            0,
            0
        ],
        [
            0,
            0,
            0,
            0,
            0,
            0
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            301386,
            183015,
            -324515,
            -341395,
            -146681,
            -581483
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "ONE_USDT",
    "interval": "6h",
    "packets": 25000,
    "actual_packets": 9264,
    "evaluation_days": 2316,
    "actual_first_datapoint_time": 1559347200000,
    "first_datapoint_time": 1559628000000,
    "last_datapoint_time": 1759428000000,
    "evaluation_time": 1759451834832,
    "expiration_time": 1765431072000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "midprice",
        "factors": {
            "length": 14,
            "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)