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Trade: ONE/USDT/720/VWMA/HILO/8909

Strategy
ONE/USDT/720/VWMA/HILO/8909
Pair
ONE_USDT
Interval
12h
Score
769808
Daily Profit
0.855126
Profit Factor
3.634367
Profitability
58.260870
Streak
0.000000
Best Strategy
Training Data Length
2312.000000
Evaluation Time
2025-09-29 00:03
Expiration Time
2025-12-06 22:38

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 1977050.8881 1862845.9522 114204.9359 -547706.4616 5186136.44 -5733842.9016
Total P&L (%) 1977.0509 1862.846 114.2049 -547.7065 5186.1364 -5733.8429
Avg Daily Profit (%) 0.8551 0.8057 0.0494 0 0.1718 0
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -171290 -74631 -142040 -12319137 -5868951 -9251296
Profit Factor 3.6344 7.5092 1.246 0.9877 1.2944 0.7872
Total Trades 115 58 57 115 58 57
Winning Trades 67 30 37 68 30 38
Losing Trades 48 28 20 47 28 19
Profitability (%) 58.2609 51.7241 64.9123 59.1304 51.7241 66.6667
Ratio Avg Win / Avg Loss 2.6037 7.0086 0.6735 0.6827 1.2081 0.3936
Largest Winning Trade 1570362 1570362 83527 6885305 6885305 3502155
Largest Losing Trade -107132 -34282 -107132 -6292556 -2951654 -6292556
Avg Bars in Trades 38 27 49 38 27 49
Avg Bars in Winners 44 32 54 43 34 51
Avg Bars in Losers 30 22 41 31 20 47
Bars Traded 4444 1607 2837 4444 1607 2837
Profit Streak 0 0 13.3777 9.3777 10.3777 0
Trades During Streak 0 0 1 1 1 0
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 769808 -157854 -306375 -578622 -171053 -758672
Evaluation Data
{
    "trading_pair": "ONE_USDT",
    "interval": "12h",
    "packets": 25000,
    "actual_packets": 4624,
    "evaluation_days": 2312,
    "actual_first_datapoint_time": 1559347200000,
    "first_datapoint_time": 1562457600000,
    "last_datapoint_time": 1759060800000,
    "evaluation_time": 1759093432316,
    "expiration_time": 1765053504000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "vwma",
        "factors": {
            "length": 73,
            "offset": 0
        }
    },
    "second_band": {
        "type": "hilo",
        "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": [
        [
            1977050.888143498,
            1862845.952228541,
            114204.9359149568,
            -547706.4615814679,
            5186136.440022422,
            -5733842.901603887
        ],
        [
            1977.050888,
            1862.845952,
            114.204936,
            -547.706462,
            5186.13644,
            -5733.842902
        ],
        [
            0.855126,
            0.805729,
            0.049397,
            0,
            0.171759,
            0
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -171290,
            -74631,
            -142040,
            -12319137,
            -5868951,
            -9251296
        ],
        [
            3.634367,
            7.50918,
            1.245974,
            0.987709,
            1.294415,
            0.787217
        ],
        [
            115,
            58,
            57,
            115,
            58,
            57
        ],
        [
            67,
            30,
            37,
            68,
            30,
            38
        ],
        [
            48,
            28,
            20,
            47,
            28,
            19
        ],
        [
            58.26087,
            51.724138,
            64.912281,
            59.130435,
            51.724138,
            66.666667
        ],
        [
            2.603725,
            7.008568,
            0.673499,
            0.682681,
            1.20812,
            0.393609
        ],
        [
            1570362,
            1570362,
            83527,
            6885305,
            6885305,
            3502155
        ],
        [
            -107132,
            -34282,
            -107132,
            -6292556,
            -2951654,
            -6292556
        ],
        [
            38,
            27,
            49,
            38,
            27,
            49
        ],
        [
            44,
            32,
            54,
            43,
            34,
            51
        ],
        [
            30,
            22,
            41,
            31,
            20,
            47
        ],
        [
            4444,
            1607,
            2837,
            4444,
            1607,
            2837
        ],
        [
            0,
            0,
            13.377689,
            9.377689,
            10.377689,
            0
        ],
        [
            0,
            0,
            1,
            1,
            1,
            0
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            769808,
            -157854,
            -306375,
            -578622,
            -171053,
            -758672
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "ONE_USDT",
    "interval": "12h",
    "packets": 25000,
    "actual_packets": 4624,
    "evaluation_days": 2312,
    "actual_first_datapoint_time": 1559347200000,
    "first_datapoint_time": 1562457600000,
    "last_datapoint_time": 1759060800000,
    "evaluation_time": 1759093432316,
    "expiration_time": 1765053504000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "vwma",
        "factors": {
            "length": 73,
            "offset": 0
        }
    },
    "second_band": {
        "type": "hilo",
        "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)