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Trade: ONE/USDT/720/PWMA/VWAP/6741

Strategy
ONE/USDT/720/PWMA/VWAP/6741
Pair
ONE_USDT
Interval
12h
Score
519418
Daily Profit
1.368734
Profit Factor
4.952863
Profitability
31.034483
Streak
0.000000
Best Strategy
Training Data Length
2308.000000
Evaluation Time
2025-09-26 21:25
Expiration Time
2025-12-02 19:45

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 3159036.9385 2974855.3357 184181.6028 7590561.6817 897839.7584 6692721.9234
Total P&L (%) 3159.0369 2974.8553 184.1816 7590.5617 897.8398 6692.7219
Avg Daily Profit (%) 1.3687 1.2889 0.0798 0.1883 0.0997 0.1829
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -147393 -107716 -76675 -26375379 -20118059 -10258595
Profit Factor 4.9529 7.557 1.5331 1.1139 1.0231 1.2414
Total Trades 145 73 72 145 73 72
Winning Trades 45 18 27 45 18 27
Losing Trades 100 55 45 100 55 45
Profitability (%) 31.0345 24.6575 37.5 31.0345 24.6575 37.5
Ratio Avg Win / Avg Loss 11.0064 23.0907 2.5552 2.4752 3.126 2.0691
Largest Winning Trade 2637376 2637376 79341 12197058 12197058 7930639
Largest Losing Trade -34757 -34757 -27927 -4569547 -4569547 -3135774
Avg Bars in Trades 30 27 34 30 27 34
Avg Bars in Winners 75 76 74 75 76 74
Avg Bars in Losers 10 11 10 10 11 10
Bars Traded 4471 1977 2494 4471 1977 2494
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 519418 -80885 -168104 -93229 -356491 -75590
Evaluation Data
{
    "trading_pair": "ONE_USDT",
    "interval": "12h",
    "packets": 25000,
    "actual_packets": 4616,
    "evaluation_days": 2308,
    "actual_first_datapoint_time": 1559347200000,
    "first_datapoint_time": 1563537600000,
    "last_datapoint_time": 1758715200000,
    "evaluation_time": 1758911145272,
    "expiration_time": 1764697536000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "pwma",
        "factors": {
            "length": 98,
            "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": [
        [
            3159036.938458939,
            2974855.3356878213,
            184181.6027711178,
            7590561.681712667,
            897839.758352235,
            6692721.923360431
        ],
        [
            3159.036938,
            2974.855336,
            184.181603,
            7590.561682,
            897.839758,
            6692.721923
        ],
        [
            1.368734,
            1.288932,
            0.079801,
            0.18833,
            0.099721,
            0.182942
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -147393,
            -107716,
            -76675,
            -26375379,
            -20118059,
            -10258595
        ],
        [
            4.952863,
            7.556963,
            1.533113,
            1.113855,
            1.023052,
            1.241442
        ],
        [
            145,
            73,
            72,
            145,
            73,
            72
        ],
        [
            45,
            18,
            27,
            45,
            18,
            27
        ],
        [
            100,
            55,
            45,
            100,
            55,
            45
        ],
        [
            31.034483,
            24.657534,
            37.5,
            31.034483,
            24.657534,
            37.5
        ],
        [
            11.006362,
            23.090721,
            2.555189,
            2.475232,
            3.125991,
            2.06907
        ],
        [
            2637376,
            2637376,
            79341,
            12197058,
            12197058,
            7930639
        ],
        [
            -34757,
            -34757,
            -27927,
            -4569547,
            -4569547,
            -3135774
        ],
        [
            30,
            27,
            34,
            30,
            27,
            34
        ],
        [
            75,
            76,
            74,
            75,
            76,
            74
        ],
        [
            10,
            11,
            10,
            10,
            11,
            10
        ],
        [
            4471,
            1977,
            2494,
            4471,
            1977,
            2494
        ],
        [
            0,
            0,
            0,
            0,
            0,
            0
        ],
        [
            0,
            0,
            0,
            0,
            0,
            0
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            519418,
            -80885,
            -168104,
            -93229,
            -356491,
            -75590
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "ONE_USDT",
    "interval": "12h",
    "packets": 25000,
    "actual_packets": 4616,
    "evaluation_days": 2308,
    "actual_first_datapoint_time": 1559347200000,
    "first_datapoint_time": 1563537600000,
    "last_datapoint_time": 1758715200000,
    "evaluation_time": 1758911145272,
    "expiration_time": 1764697536000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "pwma",
        "factors": {
            "length": 98,
            "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)