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Trade: ONE/USDT/720/DCM/VWMA/7425

Strategy
ONE/USDT/720/DCM/VWMA/7425
Pair
ONE_USDT
Interval
12h
Score
360767
Daily Profit
0.483579
Profit Factor
2.411265
Profitability
36.283186
Streak
0.000000
Best Strategy
Training Data Length
2314.500000
Evaluation Time
2025-10-01 13:49
Expiration Time
2025-12-09 12:26

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 1119244.4204 1003537.9966 115706.4238 5211736.3911 4436143.6384 775592.7527
Total P&L (%) 1119.2444 1003.538 115.7064 5211.7364 4436.1436 775.5928
Avg Daily Profit (%) 0.4836 0.4336 0.05 0.1718 0.165 0.0938
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -168625 -99507 -165141 -4673715 -2660592 -3060969
Profit Factor 2.4113 3.6365 1.2805 1.2677 1.4462 1.0814
Total Trades 113 57 56 113 57 56
Winning Trades 41 19 22 41 19 22
Losing Trades 72 38 34 72 38 34
Profitability (%) 36.2832 33.3333 39.2857 36.2832 33.3333 39.2857
Ratio Avg Win / Avg Loss 4.2344 7.2729 1.979 2.2263 2.8925 1.6713
Largest Winning Trade 440115 440115 82259 4343717 4343717 1937269
Largest Losing Trade -49204 -34178 -49204 -1670283 -1488643 -1670283
Avg Bars in Trades 37 31 44 37 31 44
Avg Bars in Winners 80 64 94 80 64 94
Avg Bars in Losers 13 14 12 13 14 12
Bars Traded 4284 1787 2497 4284 1787 2497
Profit Streak 0 0 0 0 0 0
Trades During Streak 0 0 0 0 0 0
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 360767 -169985 -309296 135368 -176987 -381403
Evaluation Data
{
    "trading_pair": "ONE_USDT",
    "interval": "12h",
    "packets": 25000,
    "actual_packets": 4629,
    "evaluation_days": 2314.5,
    "actual_first_datapoint_time": 1559347200000,
    "first_datapoint_time": 1562025600000,
    "last_datapoint_time": 1759276800000,
    "evaluation_time": 1759315759687,
    "expiration_time": 1765275984000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "dcm",
        "factors": {
            "length": 63,
            "offset": 0
        }
    },
    "second_band": {
        "type": "vwma",
        "factors": {
            "length": 6,
            "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": [
        [
            1119244.420407449,
            1003537.9965788275,
            115706.4238286224,
            5211736.391085383,
            4436143.638389917,
            775592.7526954666
        ],
        [
            1119.24442,
            1003.537997,
            115.706424,
            5211.736391,
            4436.143638,
            775.592753
        ],
        [
            0.483579,
            0.433587,
            0.049992,
            0.171783,
            0.164952,
            0.093789
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -168625,
            -99507,
            -165141,
            -4673715,
            -2660592,
            -3060969
        ],
        [
            2.411265,
            3.636456,
            1.280541,
            1.267731,
            1.446225,
            1.081429
        ],
        [
            113,
            57,
            56,
            113,
            57,
            56
        ],
        [
            41,
            19,
            22,
            41,
            19,
            22
        ],
        [
            72,
            38,
            34,
            72,
            38,
            34
        ],
        [
            36.283186,
            33.333333,
            39.285714,
            36.283186,
            33.333333,
            39.285714
        ],
        [
            4.234416,
            7.272911,
            1.979018,
            2.22626,
            2.89245,
            1.671299
        ],
        [
            440115,
            440115,
            82259,
            4343717,
            4343717,
            1937269
        ],
        [
            -49204,
            -34178,
            -49204,
            -1670283,
            -1488643,
            -1670283
        ],
        [
            37,
            31,
            44,
            37,
            31,
            44
        ],
        [
            80,
            64,
            94,
            80,
            64,
            94
        ],
        [
            13,
            14,
            12,
            13,
            14,
            12
        ],
        [
            4284,
            1787,
            2497,
            4284,
            1787,
            2497
        ],
        [
            0,
            0,
            0,
            0,
            0,
            0
        ],
        [
            0,
            0,
            0,
            0,
            0,
            0
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            360767,
            -169985,
            -309296,
            135368,
            -176987,
            -381403
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "ONE_USDT",
    "interval": "12h",
    "packets": 25000,
    "actual_packets": 4629,
    "evaluation_days": 2314.5,
    "actual_first_datapoint_time": 1559347200000,
    "first_datapoint_time": 1562025600000,
    "last_datapoint_time": 1759276800000,
    "evaluation_time": 1759315759687,
    "expiration_time": 1765275984000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "dcm",
        "factors": {
            "length": 63,
            "offset": 0
        }
    },
    "second_band": {
        "type": "vwma",
        "factors": {
            "length": 6,
            "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)