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Trade: ONE/USDT/360/VWMA/SWMA/2938

Strategy
ONE/USDT/360/VWMA/SWMA/2938
Pair
ONE_USDT
Interval
6h
Score
313360
Daily Profit
0.154243
Profit Factor
1.632772
Profitability
44.736842
Streak
0.000000
Best Strategy
Training Data Length
2322.500000
Evaluation Time
2025-10-09 11:08
Expiration Time
2025-12-18 00:12

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L -1677793.51 166007.0688 -1843800.5788 -111905.7016 3485683.7379 -3597589.4395
Total P&L (%) -1677.7935 166.0071 -1843.8006 -111.9057 3485.6837 -3597.5894
Avg Daily Profit (%) -0.7224 0.0715 -0.7939 0 0.1542 0
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -1954184 -86910 -1975905 -13325248 -2293484 -14454067
Profit Factor 0.3613 1.5917 0.2141 0.9947 1.6328 0.7667
Total Trades 76 38 38 76 38 38
Winning Trades 54 24 30 28 17 11
Losing Trades 22 14 8 48 21 27
Profitability (%) 71.0526 63.1579 78.9474 36.8421 44.7368 28.9474
Ratio Avg Win / Avg Loss 0.1472 0.9285 0.0571 1.7051 2.017 1.8819
Largest Winning Trade 55341 55341 38256 5112786 4456925 5112786
Largest Losing Trade -1827945 -81065 -1827945 -8776456 -1015160 -8776456
Avg Bars in Trades 115 95 134 115 95 134
Avg Bars in Winners 71 48 89 158 145 177
Avg Bars in Losers 223 177 302 90 55 116
Bars Traded 8757 3645 5111 8757 3645 5111
Profit Streak 166.3392 166.3392 277.8392 0 0 0
Trades During Streak 5 2 4 0 0 0
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score -630137 -94616 -575641 -636894 313360 -590404
Evaluation Data
{
    "trading_pair": "ONE_USDT",
    "interval": "6h",
    "packets": 25000,
    "actual_packets": 9290,
    "evaluation_days": 2322.5,
    "actual_first_datapoint_time": 1559347200000,
    "first_datapoint_time": 1564056000000,
    "last_datapoint_time": 1759989600000,
    "evaluation_time": 1759997307169,
    "expiration_time": 1766009520000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "vwma",
        "factors": {
            "length": 182,
            "offset": 0
        }
    },
    "second_band": {
        "type": "swma",
        "factors": {
            "length": 219,
            "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": [
        [
            -1677793.510036995,
            166007.0687647874,
            -1843800.5788017823,
            -111905.7016022294,
            3485683.737910954,
            -3597589.4395131837
        ],
        [
            -1677.79351,
            166.007069,
            -1843.800579,
            -111.905702,
            3485.683738,
            -3597.58944
        ],
        [
            -0.722408,
            0.071478,
            -0.793886,
            0,
            0.154243,
            0
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -1954184,
            -86910,
            -1975905,
            -13325248,
            -2293484,
            -14454067
        ],
        [
            0.361255,
            1.59171,
            0.214116,
            0.994653,
            1.632772,
            0.766683
        ],
        [
            76,
            38,
            38,
            76,
            38,
            38
        ],
        [
            54,
            24,
            30,
            28,
            17,
            11
        ],
        [
            22,
            14,
            8,
            48,
            21,
            27
        ],
        [
            71.052632,
            63.157895,
            78.947368,
            36.842105,
            44.736842,
            28.947368
        ],
        [
            0.147178,
            0.928498,
            0.057098,
            1.705119,
            2.016953,
            1.881858
        ],
        [
            55341,
            55341,
            38256,
            5112786,
            4456925,
            5112786
        ],
        [
            -1827945,
            -81065,
            -1827945,
            -8776456,
            -1015160,
            -8776456
        ],
        [
            115,
            95,
            134,
            115,
            95,
            134
        ],
        [
            71,
            48,
            89,
            158,
            145,
            177
        ],
        [
            223,
            177,
            302,
            90,
            55,
            116
        ],
        [
            8757,
            3645,
            5111,
            8757,
            3645,
            5111
        ],
        [
            166.339203,
            166.339203,
            277.839203,
            0,
            0,
            0
        ],
        [
            5,
            2,
            4,
            0,
            0,
            0
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            -630137,
            -94616,
            -575641,
            -636894,
            313360,
            -590404
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "ONE_USDT",
    "interval": "6h",
    "packets": 25000,
    "actual_packets": 9290,
    "evaluation_days": 2322.5,
    "actual_first_datapoint_time": 1559347200000,
    "first_datapoint_time": 1564056000000,
    "last_datapoint_time": 1759989600000,
    "evaluation_time": 1759997307169,
    "expiration_time": 1766009520000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "vwma",
        "factors": {
            "length": 182,
            "offset": 0
        }
    },
    "second_band": {
        "type": "swma",
        "factors": {
            "length": 219,
            "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)