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Trade: ONE/USDT/480/VWMA/DCM/4558

Strategy
ONE/USDT/480/VWMA/DCM/4558
Pair
ONE_USDT
Interval
8h
Score
319891
Daily Profit
0.752706
Profit Factor
6.103477
Profitability
28.947368
Streak
0.000000
Best Strategy
Training Data Length
2321.330000
Evaluation Time
2025-10-08 09:47
Expiration Time
2025-12-16 17:21

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 1814137.129 1747279.8736 66857.2554 -539095.9647 1490850.3267 -2029946.2915
Total P&L (%) 1814.1371 1747.2799 66.8573 -539.096 1490.8503 -2029.9463
Avg Daily Profit (%) 0.7815 0.7527 0.0288 0 0.1193 0
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -132488 -104549 -154644 -2603064 -456919 -2439823
Profit Factor 3.604 6.1035 1.1887 0.8729 2.2006 0.3234
Total Trades 75 38 37 75 38 37
Winning Trades 27 11 16 40 24 16
Losing Trades 48 27 21 35 14 21
Profitability (%) 36 28.9474 43.2432 53.3333 63.1579 43.2432
Ratio Avg Win / Avg Loss 6.4071 14.9813 1.5602 0.7638 1.2837 0.4245
Largest Winning Trade 1326052 1326052 78762 1526778 1526778 269825
Largest Losing Trade -106681 -34479 -106681 -1751617 -293959 -1751617
Avg Bars in Trades 85 73 98 85 73 98
Avg Bars in Winners 175 176 174 60 61 58
Avg Bars in Losers 35 31 40 115 93 129
Bars Traded 6434 2789 3645 6434 2789 3645
Profit Streak 0 0 0 168.6161 288.9495 168.6161
Trades During Streak 0 0 0 7 6 3
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score -46942 319891 -169078 -640155 -27163 -582045
Evaluation Data
{
    "trading_pair": "ONE_USDT",
    "interval": "8h",
    "packets": 25000,
    "actual_packets": 6964,
    "evaluation_days": 2321.33,
    "actual_first_datapoint_time": 1559347200000,
    "first_datapoint_time": 1563494400000,
    "last_datapoint_time": 1759881600000,
    "evaluation_time": 1759906034522,
    "expiration_time": 1765898496000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "vwma",
        "factors": {
            "length": 145,
            "offset": 0
        }
    },
    "second_band": {
        "type": "dcm",
        "factors": {
            "length": 20,
            "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": [
        [
            1814137.129033887,
            1747279.8736090173,
            66857.2554248697,
            -539095.9647397747,
            1490850.326724378,
            -2029946.2914641523
        ],
        [
            1814.137129,
            1747.279874,
            66.857255,
            -539.095965,
            1490.850327,
            -2029.946291
        ],
        [
            0.781508,
            0.752706,
            0.028801,
            0,
            0.119264,
            0
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -132488,
            -104549,
            -154644,
            -2603064,
            -456919,
            -2439823
        ],
        [
            3.604021,
            6.103477,
            1.188704,
            0.872917,
            2.200584,
            0.323422
        ],
        [
            75,
            38,
            37,
            75,
            38,
            37
        ],
        [
            27,
            11,
            16,
            40,
            24,
            16
        ],
        [
            48,
            27,
            21,
            35,
            14,
            21
        ],
        [
            36,
            28.947368,
            43.243243,
            53.333333,
            63.157895,
            43.243243
        ],
        [
            6.407148,
            14.981261,
            1.560174,
            0.763803,
            1.283674,
            0.424491
        ],
        [
            1326052,
            1326052,
            78762,
            1526778,
            1526778,
            269825
        ],
        [
            -106681,
            -34479,
            -106681,
            -1751617,
            -293959,
            -1751617
        ],
        [
            85,
            73,
            98,
            85,
            73,
            98
        ],
        [
            175,
            176,
            174,
            60,
            61,
            58
        ],
        [
            35,
            31,
            40,
            115,
            93,
            129
        ],
        [
            6434,
            2789,
            3645,
            6434,
            2789,
            3645
        ],
        [
            0,
            0,
            0,
            168.61614,
            288.949474,
            168.61614
        ],
        [
            0,
            0,
            0,
            7,
            6,
            3
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            -46942,
            319891,
            -169078,
            -640155,
            -27163,
            -582045
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "ONE_USDT",
    "interval": "8h",
    "packets": 25000,
    "actual_packets": 6964,
    "evaluation_days": 2321.33,
    "actual_first_datapoint_time": 1559347200000,
    "first_datapoint_time": 1563494400000,
    "last_datapoint_time": 1759881600000,
    "evaluation_time": 1759906034522,
    "expiration_time": 1765898496000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "vwma",
        "factors": {
            "length": 145,
            "offset": 0
        }
    },
    "second_band": {
        "type": "dcm",
        "factors": {
            "length": 20,
            "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)