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Trade: ONE/USDT/480/MIDPRICE/VWAP/5986

Strategy
ONE/USDT/480/MIDPRICE/VWAP/5986
Pair
ONE_USDT
Interval
8h
Score
331518
Daily Profit
0.556354
Profit Factor
1.914480
Profitability
30.277778
Streak
0.000000
Best Strategy
Training Data Length
2323.330000
Evaluation Time
2025-10-10 05:45
Expiration Time
2025-12-18 18:48

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 1292594.8655 1062143.596 230451.2695 8373359.9523 4046497.3106 4326862.6417
Total P&L (%) 1292.5949 1062.1436 230.4513 8373.36 4046.4973 4326.8626
Avg Daily Profit (%) 0.5564 0.4572 0.0992 0.1913 0.1605 0.1633
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -97037 -101721 -153755 -8678439 -8812047 -3869828
Profit Factor 1.9145 2.5142 1.3237 1.1777 1.1649 1.1916
Total Trades 360 180 180 360 180 180
Winning Trades 109 49 60 109 49 60
Losing Trades 251 131 120 251 131 120
Profitability (%) 30.2778 27.2222 33.3333 30.2778 27.2222 33.3333
Ratio Avg Win / Avg Loss 4.4086 6.7217 2.6473 2.7119 3.1144 2.3831
Largest Winning Trade 559910 559910 58973 8311883 8311883 2301401
Largest Losing Trade -24799 -19769 -24799 -2714586 -1637150 -2714586
Avg Bars in Trades 19 17 21 19 17 21
Avg Bars in Winners 42 39 44 42 39 44
Avg Bars in Losers 9 8 9 9 8 9
Bars Traded 6929 3098 3830 6929 3098 3830
Profit Streak 0 0 22.1149 0 0 22.1149
Trades During Streak 0 0 1 0 0 1
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 331518 -4327 -64481 -21496 -49643 -6244
Evaluation Data
{
    "trading_pair": "ONE_USDT",
    "interval": "8h",
    "packets": 25000,
    "actual_packets": 6970,
    "evaluation_days": 2323.33,
    "actual_first_datapoint_time": 1559347200000,
    "first_datapoint_time": 1560268800000,
    "last_datapoint_time": 1760054400000,
    "evaluation_time": 1760064324210,
    "expiration_time": 1766076480000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "midprice",
        "factors": {
            "length": 33,
            "offset": 0
        }
    },
    "second_band": {
        "type": "vwap",
        "factors": {
            "length": 0,
            "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": [
        [
            1292594.8654593222,
            1062143.595973184,
            230451.2694861371,
            8373359.952273186,
            4046497.3106117942,
            4326862.6416614
        ],
        [
            1292.594865,
            1062.143596,
            230.451269,
            8373.359952,
            4046.497311,
            4326.862642
        ],
        [
            0.556354,
            0.457164,
            0.09919,
            0.191267,
            0.160452,
            0.163273
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -97037,
            -101721,
            -153755,
            -8678439,
            -8812047,
            -3869828
        ],
        [
            1.91448,
            2.514238,
            1.323651,
            1.177697,
            1.164935,
            1.19156
        ],
        [
            360,
            180,
            180,
            360,
            180,
            180
        ],
        [
            109,
            49,
            60,
            109,
            49,
            60
        ],
        [
            251,
            131,
            120,
            251,
            131,
            120
        ],
        [
            30.277778,
            27.222222,
            33.333333,
            30.277778,
            27.222222,
            33.333333
        ],
        [
            4.408574,
            6.721737,
            2.647301,
            2.711946,
            3.114417,
            2.38312
        ],
        [
            559910,
            559910,
            58973,
            8311883,
            8311883,
            2301401
        ],
        [
            -24799,
            -19769,
            -24799,
            -2714586,
            -1637150,
            -2714586
        ],
        [
            19,
            17,
            21,
            19,
            17,
            21
        ],
        [
            42,
            39,
            44,
            42,
            39,
            44
        ],
        [
            9,
            8,
            9,
            9,
            8,
            9
        ],
        [
            6929,
            3098,
            3830,
            6929,
            3098,
            3830
        ],
        [
            0,
            0,
            22.114863,
            0,
            0,
            22.114864
        ],
        [
            0,
            0,
            1,
            0,
            0,
            1
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            331518,
            -4327,
            -64481,
            -21496,
            -49643,
            -6244
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "ONE_USDT",
    "interval": "8h",
    "packets": 25000,
    "actual_packets": 6970,
    "evaluation_days": 2323.33,
    "actual_first_datapoint_time": 1559347200000,
    "first_datapoint_time": 1560268800000,
    "last_datapoint_time": 1760054400000,
    "evaluation_time": 1760064324210,
    "expiration_time": 1766076480000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "midprice",
        "factors": {
            "length": 33,
            "offset": 0
        }
    },
    "second_band": {
        "type": "vwap",
        "factors": {
            "length": 0,
            "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)