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Trade: ONE/USDT/360/T3/VWMA/2811

Strategy
ONE/USDT/360/T3/VWMA/2811
Pair
ONE_USDT
Interval
6h
Score
334740
Daily Profit
0.313083
Profit Factor
1.405225
Profitability
40.196078
Streak
8.960170
Best Strategy
Training Data Length
2314.000000
Evaluation Time
2025-10-01 02:02
Expiration Time
2025-12-09 06:04

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 724473.4022 789166.9379 -64693.5357 -84264.2087 -45233.4299 -39030.7788
Total P&L (%) 724.4734 789.1669 -64.6935 -84.2642 -45.2334 -39.0308
Avg Daily Profit (%) 0.3131 0.341 -0.028 -0.0799 -0.026 -0.0214
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -237732 -158818 -142125 -275525 -189614 -153322
Profit Factor 1.4052 1.7436 0.911 0.9532 0.96 0.9419
Total Trades 306 153 153 306 153 153
Winning Trades 123 51 72 123 51 72
Losing Trades 183 102 81 183 102 81
Profitability (%) 40.1961 33.3333 47.0588 40.1961 33.3333 47.0588
Ratio Avg Win / Avg Loss 2.0907 3.4872 1.0248 1.4182 1.92 1.0596
Largest Winning Trade 530998 530998 60607 165033 165033 59595
Largest Losing Trade -51328 -51328 -39949 -67378 -61814 -67378
Avg Bars in Trades 30 40 19 30 40 19
Avg Bars in Winners 38 57 25 38 57 25
Avg Bars in Losers 24 31 14 24 31 14
Bars Traded 9181 6183 2998 9181 6183 2998
Profit Streak 8.9602 0 13.2102 8.9602 0 13.2102
Trades During Streak 1 0 1 1 0 1
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 334740 227281 -579125 -580655 -584235 -579125
Evaluation Data
{
    "trading_pair": "ONE_USDT",
    "interval": "6h",
    "packets": 25000,
    "actual_packets": 9256,
    "evaluation_days": 2314,
    "actual_first_datapoint_time": 1559347200000,
    "first_datapoint_time": 1560664800000,
    "last_datapoint_time": 1759255200000,
    "evaluation_time": 1759273358721,
    "expiration_time": 1765253088000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "t3",
        "factors": {
            "length": 33,
            "offset": 0,
            "a": 0.40151
        }
    },
    "second_band": {
        "type": "vwma",
        "factors": {
            "length": 62,
            "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": [
        [
            724473.402226966,
            789166.9378840154,
            -64693.535657049,
            -84264.2086924758,
            -45233.4299018214,
            -39030.7787906544
        ],
        [
            724.473402,
            789.166938,
            -64.693536,
            -84.264209,
            -45.23343,
            -39.030779
        ],
        [
            0.313083,
            0.34104,
            -0.027957,
            -0.079883,
            -0.026016,
            -0.021381
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -237732,
            -158818,
            -142125,
            -275525,
            -189614,
            -153322
        ],
        [
            1.405225,
            1.743589,
            0.910956,
            0.95324,
            0.959986,
            0.941887
        ],
        [
            306,
            153,
            153,
            306,
            153,
            153
        ],
        [
            123,
            51,
            72,
            123,
            51,
            72
        ],
        [
            183,
            102,
            81,
            183,
            102,
            81
        ],
        [
            40.196078,
            33.333333,
            47.058824,
            40.196078,
            33.333333,
            47.058824
        ],
        [
            2.090701,
            3.487178,
            1.024825,
            1.418236,
            1.919971,
            1.059623
        ],
        [
            530998,
            530998,
            60607,
            165033,
            165033,
            59595
        ],
        [
            -51328,
            -51328,
            -39949,
            -67378,
            -61814,
            -67378
        ],
        [
            30,
            40,
            19,
            30,
            40,
            19
        ],
        [
            38,
            57,
            25,
            38,
            57,
            25
        ],
        [
            24,
            31,
            14,
            24,
            31,
            14
        ],
        [
            9181,
            6183,
            2998,
            9181,
            6183,
            2998
        ],
        [
            8.96017,
            0,
            13.21017,
            8.96017,
            0,
            13.21017
        ],
        [
            1,
            0,
            1,
            1,
            0,
            1
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            334740,
            227281,
            -579125,
            -580655,
            -584235,
            -579125
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "ONE_USDT",
    "interval": "6h",
    "packets": 25000,
    "actual_packets": 9256,
    "evaluation_days": 2314,
    "actual_first_datapoint_time": 1559347200000,
    "first_datapoint_time": 1560664800000,
    "last_datapoint_time": 1759255200000,
    "evaluation_time": 1759273358721,
    "expiration_time": 1765253088000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "t3",
        "factors": {
            "length": 33,
            "offset": 0,
            "a": 0.40151
        }
    },
    "second_band": {
        "type": "vwma",
        "factors": {
            "length": 62,
            "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)