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Trade: ONE/USDT/360/VWMA/PSAR/2885

Strategy
ONE/USDT/360/VWMA/PSAR/2885
Pair
ONE_USDT
Interval
6h
Score
529707
Daily Profit
0.371713
Profit Factor
1.729531
Profitability
48.461538
Streak
4.982448
Best Strategy
Training Data Length
2322.000000
Evaluation Time
2025-10-09 02:34
Expiration Time
2025-12-17 11:50

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 863117.6647 779429.3002 83688.3644 1303485.518 1615909.1494 -312423.6313
Total P&L (%) 863.1177 779.4293 83.6884 1303.4855 1615.9091 -312.4236
Avg Daily Profit (%) 0.3717 0.3357 0.036 0.1138 0.1225 0
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -113278 -109213 -172325 -1937029 -1287106 -1545689
Profit Factor 1.7295 2.4751 1.1278 1.1068 1.2618 0.9482
Total Trades 260 130 130 260 130 130
Winning Trades 126 61 65 126 61 65
Losing Trades 134 69 65 134 69 65
Profitability (%) 48.4615 46.9231 50 48.4615 46.9231 50
Ratio Avg Win / Avg Loss 1.8393 2.7997 1.1278 1.1771 1.4272 0.9482
Largest Winning Trade 299503 299503 83505 1749250 1749250 672555
Largest Losing Trade -36668 -36668 -29779 -751037 -751037 -440444
Avg Bars in Trades 34 28 40 34 28 40
Avg Bars in Winners 49 38 59 49 38 59
Avg Bars in Losers 20 20 21 20 20 21
Bars Traded 9006 3743 5263 9006 3743 5263
Profit Streak 4.9824 16.4824 4.9824 4.9824 16.4824 4.9824
Trades During Streak 2 1 1 2 1 1
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 529707 480983 -224180 -141694 -29770 -580286
Evaluation Data
{
    "trading_pair": "ONE_USDT",
    "interval": "6h",
    "packets": 25000,
    "actual_packets": 9288,
    "evaluation_days": 2322,
    "actual_first_datapoint_time": 1559347200000,
    "first_datapoint_time": 1562652000000,
    "last_datapoint_time": 1759946400000,
    "evaluation_time": 1759966483478,
    "expiration_time": 1765965024000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "vwma",
        "factors": {
            "length": 154,
            "offset": 0
        }
    },
    "second_band": {
        "type": "psar",
        "factors": {
            "length": 0,
            "offset": 0,
            "af": 0,
            "af0": 0,
            "max_af": 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": [
        [
            863117.6646623123,
            779429.3002127473,
            83688.3644495653,
            1303485.5180347955,
            1615909.1493774243,
            -312423.6313426291
        ],
        [
            863.117665,
            779.4293,
            83.688364,
            1303.485518,
            1615.909149,
            -312.423631
        ],
        [
            0.371713,
            0.335672,
            0.036042,
            0.113826,
            0.122492,
            0
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -113278,
            -109213,
            -172325,
            -1937029,
            -1287106,
            -1545689
        ],
        [
            1.729531,
            2.475089,
            1.127823,
            1.10684,
            1.26177,
            0.948166
        ],
        [
            260,
            130,
            130,
            260,
            130,
            130
        ],
        [
            126,
            61,
            65,
            126,
            61,
            65
        ],
        [
            134,
            69,
            65,
            134,
            69,
            65
        ],
        [
            48.461538,
            46.923077,
            50,
            48.461538,
            46.923077,
            50
        ],
        [
            1.839342,
            2.79969,
            1.127823,
            1.177115,
            1.427248,
            0.948166
        ],
        [
            299503,
            299503,
            83505,
            1749250,
            1749250,
            672555
        ],
        [
            -36668,
            -36668,
            -29779,
            -751037,
            -751037,
            -440444
        ],
        [
            34,
            28,
            40,
            34,
            28,
            40
        ],
        [
            49,
            38,
            59,
            49,
            38,
            59
        ],
        [
            20,
            20,
            21,
            20,
            20,
            21
        ],
        [
            9006,
            3743,
            5263,
            9006,
            3743,
            5263
        ],
        [
            4.982448,
            16.482448,
            4.982448,
            4.982448,
            16.482448,
            4.982448
        ],
        [
            2,
            1,
            1,
            2,
            1,
            1
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            529707,
            480983,
            -224180,
            -141694,
            -29770,
            -580286
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "ONE_USDT",
    "interval": "6h",
    "packets": 25000,
    "actual_packets": 9288,
    "evaluation_days": 2322,
    "actual_first_datapoint_time": 1559347200000,
    "first_datapoint_time": 1562652000000,
    "last_datapoint_time": 1759946400000,
    "evaluation_time": 1759966483478,
    "expiration_time": 1765965024000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "vwma",
        "factors": {
            "length": 154,
            "offset": 0
        }
    },
    "second_band": {
        "type": "psar",
        "factors": {
            "length": 0,
            "offset": 0,
            "af": 0,
            "af0": 0,
            "max_af": 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)