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Trade: ONE/USDT/360/VWMA/SINWMA/1962

Strategy
ONE/USDT/360/VWMA/SINWMA/1962
Pair
ONE_USDT
Interval
6h
Score
505823
Daily Profit
0.238278
Profit Factor
2.616779
Profitability
55.263158
Streak
0.000000
Best Strategy
Training Data Length
2317.500000
Evaluation Time
2025-10-04 13:04
Expiration Time
2025-12-12 20:36

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 276846.423 552208.4812 -275362.0582 -103848.299 2185472.7327 -2289321.0317
Total P&L (%) 276.8464 552.2085 -275.3621 -103.8483 2185.4727 -2289.321
Avg Daily Profit (%) 0.1195 0.2383 -0.1188 0 0.1351 0
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -512460 -168135 -416041 -3580071 -481943 -3687863
Profit Factor 1.2419 2.6168 0.6571 0.9816 2.8972 0.4892
Total Trades 75 38 37 75 38 37
Winning Trades 41 21 20 44 23 21
Losing Trades 34 17 17 31 15 16
Profitability (%) 54.6667 55.2632 54.0541 58.6667 60.5263 56.7568
Ratio Avg Win / Avg Loss 1.0298 2.1183 0.5586 0.6916 1.8895 0.3727
Largest Winning Trade 235231 235231 68103 1429850 1429850 991508
Largest Losing Trade -151302 -43420 -151302 -2486801 -335088 -2486801
Avg Bars in Trades 111 74 148 111 74 148
Avg Bars in Winners 112 62 165 89 71 109
Avg Bars in Losers 109 89 129 142 79 200
Bars Traded 8336 2837 5499 8336 2837 5499
Profit Streak 0 0 290.92 68.67 114.92 0
Trades During Streak 0 0 2 1 1 0
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score -94193 505823 -579278 -640096 -4764 -579896
Evaluation Data
{
    "trading_pair": "ONE_USDT",
    "interval": "6h",
    "packets": 25000,
    "actual_packets": 9270,
    "evaluation_days": 2317.5,
    "actual_first_datapoint_time": 1559347200000,
    "first_datapoint_time": 1563472800000,
    "last_datapoint_time": 1759557600000,
    "evaluation_time": 1759572286878,
    "expiration_time": 1765564560000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "vwma",
        "factors": {
            "length": 192,
            "offset": 0
        }
    },
    "second_band": {
        "type": "sinwma",
        "factors": {
            "length": 137,
            "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": [
        [
            276846.4230073839,
            552208.4811875027,
            -275362.0581801186,
            -103848.2990148294,
            2185472.7326932116,
            -2289321.03170804
        ],
        [
            276.846423,
            552.208481,
            -275.362058,
            -103.848299,
            2185.472733,
            -2289.321032
        ],
        [
            0.119459,
            0.238278,
            -0.118819,
            0,
            0.135114,
            0
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -512460,
            -168135,
            -416041,
            -3580071,
            -481943,
            -3687863
        ],
        [
            1.241859,
            2.616779,
            0.657131,
            0.981567,
            2.897208,
            0.489196
        ],
        [
            75,
            38,
            37,
            75,
            38,
            37
        ],
        [
            41,
            21,
            20,
            44,
            23,
            21
        ],
        [
            34,
            17,
            17,
            31,
            15,
            16
        ],
        [
            54.666667,
            55.263158,
            54.054054,
            58.666667,
            60.526316,
            56.756757
        ],
        [
            1.029834,
            2.118345,
            0.558562,
            0.691558,
            1.889484,
            0.372721
        ],
        [
            235231,
            235231,
            68103,
            1429850,
            1429850,
            991508
        ],
        [
            -151302,
            -43420,
            -151302,
            -2486801,
            -335088,
            -2486801
        ],
        [
            111,
            74,
            148,
            111,
            74,
            148
        ],
        [
            112,
            62,
            165,
            89,
            71,
            109
        ],
        [
            109,
            89,
            129,
            142,
            79,
            200
        ],
        [
            8336,
            2837,
            5499,
            8336,
            2837,
            5499
        ],
        [
            0,
            0,
            290.919987,
            68.669987,
            114.919987,
            0
        ],
        [
            0,
            0,
            2,
            1,
            1,
            0
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            -94193,
            505823,
            -579278,
            -640096,
            -4764,
            -579896
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "ONE_USDT",
    "interval": "6h",
    "packets": 25000,
    "actual_packets": 9270,
    "evaluation_days": 2317.5,
    "actual_first_datapoint_time": 1559347200000,
    "first_datapoint_time": 1563472800000,
    "last_datapoint_time": 1759557600000,
    "evaluation_time": 1759572286878,
    "expiration_time": 1765564560000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "vwma",
        "factors": {
            "length": 192,
            "offset": 0
        }
    },
    "second_band": {
        "type": "sinwma",
        "factors": {
            "length": 137,
            "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)