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Trade: ONE/USDT/360/VWAP/HMA/1978

Strategy
ONE/USDT/360/VWAP/HMA/1978
Pair
ONE_USDT
Interval
6h
Score
679212
Daily Profit
0.890740
Profit Factor
3.253094
Profitability
46.405229
Streak
0.000000
Best Strategy
Training Data Length
2307.750000
Evaluation Time
2025-09-25 23:06
Expiration Time
2025-12-02 19:34

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 2055604.8004 1984790.5743 70814.2261 276171.7728 1148786.5674 -872614.7946
Total P&L (%) 2055.6048 1984.7906 70.8142 276.1718 1148.7866 -872.6148
Avg Daily Profit (%) 0.8907 0.8601 0.0307 0.0574 0.1095 0
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -157239 -127416 -139214 -3942426 -2561867 -1746902
Profit Factor 3.2531 5.3855 1.154 1.0372 1.2765 0.7337
Total Trades 153 77 76 153 77 76
Winning Trades 71 32 39 71 32 39
Losing Trades 82 45 37 82 45 37
Profitability (%) 46.4052 41.5584 51.3158 46.4052 41.5584 51.3158
Ratio Avg Win / Avg Loss 3.7571 7.5733 1.0948 1.1978 1.7951 0.6961
Largest Winning Trade 1806449 1806449 67704 2739379 2739379 418599
Largest Losing Trade -61163 -61163 -54767 -2172164 -2172164 -731912
Avg Bars in Trades 58 52 63 58 52 63
Avg Bars in Winners 79 71 86 79 71 86
Avg Bars in Losers 39 39 40 39 39 40
Bars Traded 8904 4059 4845 8904 4059 4845
Profit Streak 0 0 10.0875 0 0 10.0875
Trades During Streak 0 0 1 0 0 1
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 679212 -23945 -251622 -296487 -90628 -629404

Evaluation Data

{
    "trading_pair": "ONE_USDT",
    "interval": "6h",
    "packets": 25000,
    "actual_packets": 9231,
    "evaluation_days": 2307.75,
    "actual_first_datapoint_time": 1559347200000,
    "first_datapoint_time": 1562868000000,
    "last_datapoint_time": 1758715200000,
    "evaluation_time": 1758830763270,
    "expiration_time": 1764696888000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}

Factors

{
    "first_band": {
        "type": "vwap",
        "factors": {
            "length": 0,
            "offset": 108
        }
    },
    "second_band": {
        "type": "hma",
        "factors": {
            "length": 153,
            "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": [
        [
            2055604.8004368693,
            1984790.5743486625,
            70814.226088208,
            276171.7727976564,
            1148786.5674440775,
            -872614.794646421
        ],
        [
            2055.6048,
            1984.790574,
            70.814226,
            276.171773,
            1148.786567,
            -872.614795
        ],
        [
            0.89074,
            0.860054,
            0.030685,
            0.057426,
            0.109463,
            0
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -157239,
            -127416,
            -139214,
            -3942426,
            -2561867,
            -1746902
        ],
        [
            3.253094,
            5.385488,
            1.154022,
            1.037158,
            1.276487,
            0.733748
        ],
        [
            153,
            77,
            76,
            153,
            77,
            76
        ],
        [
            71,
            32,
            39,
            71,
            32,
            39
        ],
        [
            82,
            45,
            37,
            82,
            45,
            37
        ],
        [
            46.405229,
            41.558442,
            51.315789,
            46.405229,
            41.558442,
            51.315789
        ],
        [
            3.757095,
            7.573342,
            1.094842,
            1.197845,
            1.795059,
            0.69612
        ],
        [
            1806449,
            1806449,
            67704,
            2739379,
            2739379,
            418599
        ],
        [
            -61163,
            -61163,
            -54767,
            -2172164,
            -2172164,
            -731912
        ],
        [
            58,
            52,
            63,
            58,
            52,
            63
        ],
        [
            79,
            71,
            86,
            79,
            71,
            86
        ],
        [
            39,
            39,
            40,
            39,
            39,
            40
        ],
        [
            8904,
            4059,
            4845,
            8904,
            4059,
            4845
        ],
        [
            0,
            0,
            10.087538,
            0,
            0,
            10.087538
        ],
        [
            0,
            0,
            1,
            0,
            0,
            1
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            679212,
            -23945,
            -251622,
            -296487,
            -90628,
            -629404
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "ONE_USDT",
    "interval": "6h",
    "packets": 25000,
    "actual_packets": 9231,
    "evaluation_days": 2307.75,
    "actual_first_datapoint_time": 1559347200000,
    "first_datapoint_time": 1562868000000,
    "last_datapoint_time": 1758715200000,
    "evaluation_time": 1758830763270,
    "expiration_time": 1764696888000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "vwap",
        "factors": {
            "length": 0,
            "offset": 108
        }
    },
    "second_band": {
        "type": "hma",
        "factors": {
            "length": 153,
            "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)