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Trade: ONE/USDT/360/VWMA/BBL/1659

Strategy
ONE/USDT/360/VWMA/BBL/1659
Pair
ONE_USDT
Interval
6h
Score
343221
Daily Profit
0.396901
Profit Factor
2.961842
Profitability
35.000000
Streak
0.000000
Best Strategy
Training Data Length
2315.000000
Evaluation Time
2025-10-01 23:29
Expiration Time
2025-12-10 06:48

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 979559.7211 918824.7105 60735.0106 1976488.4882 2535156.4676 -558667.9793
Total P&L (%) 979.5597 918.8247 60.735 1976.4885 2535.1565 -558.668
Avg Daily Profit (%) 0.4231 0.3969 0.0262 0.1311 0.1414 0
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -101740 -70515 -103892 -6997914 -3409759 -5361676
Profit Factor 2.0133 2.9618 1.1219 1.0706 1.187 0.9613
Total Trades 199 100 99 199 100 99
Winning Trades 64 35 29 64 35 29
Losing Trades 135 65 70 135 65 70
Profitability (%) 32.1608 35 29.2929 32.1608 35 29.2929
Ratio Avg Win / Avg Loss 4.2468 5.5006 2.708 2.2584 2.2044 2.3203
Largest Winning Trade 460145 460145 82792 2378583 2328198 2378583
Largest Losing Trade -29343 -29343 -24586 -1377094 -1377094 -1104164
Avg Bars in Trades 43 28 57 43 28 57
Avg Bars in Winners 98 56 150 98 56 150
Avg Bars in Losers 16 13 19 16 13 19
Bars Traded 8576 2869 5707 8576 2869 5707
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 283506 343221 -254984 -165171 -23379 -589184
Evaluation Data
{
    "trading_pair": "ONE_USDT",
    "interval": "6h",
    "packets": 25000,
    "actual_packets": 9260,
    "evaluation_days": 2315,
    "actual_first_datapoint_time": 1559347200000,
    "first_datapoint_time": 1563451200000,
    "last_datapoint_time": 1759341600000,
    "evaluation_time": 1759350568576,
    "expiration_time": 1765342080000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "vwma",
        "factors": {
            "length": 191,
            "offset": 0
        }
    },
    "second_band": {
        "type": "bbl",
        "factors": {
            "length": 5,
            "offset": 182,
            "std": 2.29058
        }
    }
}
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": [
        [
            979559.7211394242,
            918824.7105020296,
            60735.0106373951,
            1976488.4882116087,
            2535156.467558738,
            -558667.9793471247
        ],
        [
            979.559721,
            918.824711,
            60.735011,
            1976.488488,
            2535.156468,
            -558.667979
        ],
        [
            0.423136,
            0.396901,
            0.026235,
            0.131112,
            0.141419,
            0
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -101740,
            -70515,
            -103892,
            -6997914,
            -3409759,
            -5361676
        ],
        [
            2.013307,
            2.961842,
            1.121873,
            1.070649,
            1.18701,
            0.961257
        ],
        [
            199,
            100,
            99,
            199,
            100,
            99
        ],
        [
            64,
            35,
            29,
            64,
            35,
            29
        ],
        [
            135,
            65,
            70,
            135,
            65,
            70
        ],
        [
            32.160804,
            35,
            29.292929,
            32.160804,
            35,
            29.292929
        ],
        [
            4.246819,
            5.500563,
            2.707969,
            2.2584,
            2.204448,
            2.320276
        ],
        [
            460145,
            460145,
            82792,
            2378583,
            2328198,
            2378583
        ],
        [
            -29343,
            -29343,
            -24586,
            -1377094,
            -1377094,
            -1104164
        ],
        [
            43,
            28,
            57,
            43,
            28,
            57
        ],
        [
            98,
            56,
            150,
            98,
            56,
            150
        ],
        [
            16,
            13,
            19,
            16,
            13,
            19
        ],
        [
            8576,
            2869,
            5707,
            8576,
            2869,
            5707
        ],
        [
            0,
            0,
            0,
            0,
            0,
            0
        ],
        [
            0,
            0,
            0,
            0,
            0,
            0
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            283506,
            343221,
            -254984,
            -165171,
            -23379,
            -589184
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "ONE_USDT",
    "interval": "6h",
    "packets": 25000,
    "actual_packets": 9260,
    "evaluation_days": 2315,
    "actual_first_datapoint_time": 1559347200000,
    "first_datapoint_time": 1563451200000,
    "last_datapoint_time": 1759341600000,
    "evaluation_time": 1759350568576,
    "expiration_time": 1765342080000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "vwma",
        "factors": {
            "length": 191,
            "offset": 0
        }
    },
    "second_band": {
        "type": "bbl",
        "factors": {
            "length": 5,
            "offset": 182,
            "std": 2.29058
        }
    }
}

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)