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Trade: ONE/USDT/720/SMA/VWMA/4556

Strategy
ONE/USDT/720/SMA/VWMA/4556
Pair
ONE_USDT
Interval
12h
Score
536374
Daily Profit
0.990915
Profit Factor
3.569330
Profitability
36.000000
Streak
0.000000
Best Strategy
Training Data Length
2308.000000
Evaluation Time
2025-09-26 02:39
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 2287031.4855 2238432.5138 48598.9716 251888.147 1751021.5788 -1499133.4318
Total P&L (%) 2287.0315 2238.4325 48.599 251.8881 1751.0216 -1499.1334
Avg Daily Profit (%) 0.9909 0.9699 0.0211 0.0545 0.1265 0
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -167889 -176118 -128127 -3539283 -2140043 -2454625
Profit Factor 3.5693 5.9279 1.1115 1.0275 1.3986 0.6846
Total Trades 100 50 50 100 50 50
Winning Trades 36 13 23 36 13 23
Losing Trades 64 37 27 64 37 27
Profitability (%) 36 26 46 36 26 46
Ratio Avg Win / Avg Loss 6.3455 16.8716 1.3048 1.8267 3.9805 0.8036
Largest Winning Trade 1914994 1914994 79662 2006289 2006289 439324
Largest Losing Trade -75038 -27422 -75038 -1811098 -828117 -1811098
Avg Bars in Trades 44 45 43 44 45 43
Avg Bars in Winners 74 93 64 74 93 64
Avg Bars in Losers 27 29 25 27 29 25
Bars Traded 4462 2293 2169 4462 2293 2169
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 536374 -183951 -445682 -314402 -227634 -762388

Evaluation Data

{
    "trading_pair": "ONE_USDT",
    "interval": "12h",
    "packets": 25000,
    "actual_packets": 4616,
    "evaluation_days": 2308,
    "actual_first_datapoint_time": 1559347200000,
    "first_datapoint_time": 1561593600000,
    "last_datapoint_time": 1758715200000,
    "evaluation_time": 1758843575774,
    "expiration_time": 1764697536000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}

Factors

{
    "first_band": {
        "type": "sma",
        "factors": {
            "length": 53,
            "offset": 0
        }
    },
    "second_band": {
        "type": "vwma",
        "factors": {
            "length": 33,
            "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": [
        [
            2287031.485464878,
            2238432.5138231134,
            48598.9716417652,
            251888.1470174546,
            1751021.5788005649,
            -1499133.4317831092
        ],
        [
            2287.031485,
            2238.432514,
            48.598972,
            251.888147,
            1751.021579,
            -1499.133432
        ],
        [
            0.990915,
            0.969858,
            0.021057,
            0.054527,
            0.126524,
            0
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -167889,
            -176118,
            -128127,
            -3539283,
            -2140043,
            -2454625
        ],
        [
            3.56933,
            5.927873,
            1.111494,
            1.027541,
            1.398562,
            0.684569
        ],
        [
            100,
            50,
            50,
            100,
            50,
            50
        ],
        [
            36,
            13,
            23,
            36,
            13,
            23
        ],
        [
            64,
            37,
            27,
            64,
            37,
            27
        ],
        [
            36,
            26,
            46,
            36,
            26,
            46
        ],
        [
            6.345476,
            16.871638,
            1.304797,
            1.826739,
            3.980522,
            0.803624
        ],
        [
            1914994,
            1914994,
            79662,
            2006289,
            2006289,
            439324
        ],
        [
            -75038,
            -27422,
            -75038,
            -1811098,
            -828117,
            -1811098
        ],
        [
            44,
            45,
            43,
            44,
            45,
            43
        ],
        [
            74,
            93,
            64,
            74,
            93,
            64
        ],
        [
            27,
            29,
            25,
            27,
            29,
            25
        ],
        [
            4462,
            2293,
            2169,
            4462,
            2293,
            2169
        ],
        [
            0,
            0,
            0,
            0,
            0,
            0
        ],
        [
            0,
            0,
            0,
            0,
            0,
            0
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            536374,
            -183951,
            -445682,
            -314402,
            -227634,
            -762388
        ]
    ]
}
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": 1561593600000,
    "last_datapoint_time": 1758715200000,
    "evaluation_time": 1758843575774,
    "expiration_time": 1764697536000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "sma",
        "factors": {
            "length": 53,
            "offset": 0
        }
    },
    "second_band": {
        "type": "vwma",
        "factors": {
            "length": 33,
            "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)