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Trade: ONE/USDT/720/VWAP/HWMA/7865

Strategy
ONE/USDT/720/VWAP/HWMA/7865
Pair
ONE_USDT
Interval
12h
Score
318607
Daily Profit
0.176237
Profit Factor
1.361176
Profitability
48.648649
Streak
12.486316
Best Strategy
Training Data Length
2318.000000
Evaluation Time
2025-10-05 02:40
Expiration Time
2025-12-13 02:57

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 340937.2967 408516.3111 -67579.0143 -103449.1727 21935.2032 -125384.376
Total P&L (%) 340.9373 408.5163 -67.579 -103.4492 21.9352 -125.3844
Avg Daily Profit (%) 0.1471 0.1762 -0.0292 0 0.0086 0
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -204283 -100964 -381292 -103415 -59761 -161890
Profit Factor 1.1441 1.3612 0.9452 0.7895 1.1203 0.5942
Total Trades 444 222 222 444 222 222
Winning Trades 226 108 118 217 110 107
Losing Trades 218 114 104 227 112 115
Profitability (%) 50.9009 48.6486 53.1532 48.8739 49.5496 48.1982
Ratio Avg Win / Avg Loss 1.1036 1.4368 0.8331 0.8259 1.1406 0.6387
Largest Winning Trade 56474 56440 56474 20724 20724 19904
Largest Losing Trade -112963 -30023 -112963 -54308 -16039 -54308
Avg Bars in Trades 10 10 10 10 10 10
Avg Bars in Winners 10 10 10 10 10 10
Avg Bars in Losers 10 10 10 10 10 10
Bars Traded 4627 2315 2312 4627 2315 2312
Profit Streak 12.4863 12.4863 38.9863 0 0 0
Trades During Streak 2 1 3 0 0 0
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score -54867 318607 -578055 -578617 -274539 -580594
Evaluation Data
{
    "trading_pair": "ONE_USDT",
    "interval": "12h",
    "packets": 25000,
    "actual_packets": 4636,
    "evaluation_days": 2318,
    "actual_first_datapoint_time": 1559347200000,
    "first_datapoint_time": 1559347200000,
    "last_datapoint_time": 1759579200000,
    "evaluation_time": 1759621217692,
    "expiration_time": 1765587456000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "vwap",
        "factors": {
            "length": 0,
            "offset": 0
        }
    },
    "second_band": {
        "type": "hwma",
        "factors": {
            "length": 0,
            "offset": 0,
            "na": 0.41795,
            "nb": 0.1,
            "nc": 0.99152
        }
    }
}
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": [
        [
            340937.2967328094,
            408516.3110535511,
            -67579.014320742,
            -103449.1727359915,
            21935.2032342683,
            -125384.3759702599
        ],
        [
            340.937297,
            408.516311,
            -67.579014,
            -103.449173,
            21.935203,
            -125.384376
        ],
        [
            0.147083,
            0.176237,
            -0.029154,
            0,
            0.008556,
            0
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -204283,
            -100964,
            -381292,
            -103415,
            -59761,
            -161890
        ],
        [
            1.144143,
            1.361176,
            0.945244,
            0.789486,
            1.120251,
            0.594226
        ],
        [
            444,
            222,
            222,
            444,
            222,
            222
        ],
        [
            226,
            108,
            118,
            217,
            110,
            107
        ],
        [
            218,
            114,
            104,
            227,
            112,
            115
        ],
        [
            50.900901,
            48.648649,
            53.153153,
            48.873874,
            49.54955,
            48.198198
        ],
        [
            1.103643,
            1.436797,
            0.833097,
            0.825867,
            1.14062,
            0.638654
        ],
        [
            56474,
            56440,
            56474,
            20724,
            20724,
            19904
        ],
        [
            -112963,
            -30023,
            -112963,
            -54308,
            -16039,
            -54308
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            4627,
            2315,
            2312,
            4627,
            2315,
            2312
        ],
        [
            12.486316,
            12.486316,
            38.986316,
            0,
            0,
            0
        ],
        [
            2,
            1,
            3,
            0,
            0,
            0
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            -54867,
            318607,
            -578055,
            -578617,
            -274539,
            -580594
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "ONE_USDT",
    "interval": "12h",
    "packets": 25000,
    "actual_packets": 4636,
    "evaluation_days": 2318,
    "actual_first_datapoint_time": 1559347200000,
    "first_datapoint_time": 1559347200000,
    "last_datapoint_time": 1759579200000,
    "evaluation_time": 1759621217692,
    "expiration_time": 1765587456000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "vwap",
        "factors": {
            "length": 0,
            "offset": 0
        }
    },
    "second_band": {
        "type": "hwma",
        "factors": {
            "length": 0,
            "offset": 0,
            "na": 0.41795,
            "nb": 0.1,
            "nc": 0.99152
        }
    }
}

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)