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Trade: ONE/USDT/720/VWMA/HL2/5397

Strategy
ONE/USDT/720/VWMA/HL2/5397
Pair
ONE_USDT
Interval
12h
Score
332087
Daily Profit
0.441987
Profit Factor
1.742827
Profitability
32.285714
Streak
14.062047
Best Strategy
Training Data Length
2317.000000
Evaluation Time
2025-10-03 16:29
Expiration Time
2025-12-12 02:14

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 1024084.5604 886290.9931 137793.5672 1590349.738 1134805.1091 455544.6289
Total P&L (%) 1024.0846 886.291 137.7936 1590.3497 1134.8051 455.5446
Avg Daily Profit (%) 0.442 0.3825 0.0595 0.1221 0.1085 0.074
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -146351 -101744 -202657 -4230655 -3659608 -1649533
Profit Factor 1.7428 2.303 1.1973 1.0698 1.0971 1.0411
Total Trades 350 175 175 350 175 175
Winning Trades 113 54 59 113 54 59
Losing Trades 237 121 116 237 121 116
Profitability (%) 32.2857 30.8571 33.7143 32.2857 30.8571 33.7143
Ratio Avg Win / Avg Loss 3.6553 5.1604 2.354 2.2438 2.4584 2.0469
Largest Winning Trade 419632 419632 65845 2719757 2719757 1575421
Largest Losing Trade -32275 -32275 -30297 -541135 -455236 -541135
Avg Bars in Trades 13 11 14 13 11 14
Avg Bars in Winners 27 23 30 27 23 30
Avg Bars in Losers 6 5 7 6 5 7
Bars Traded 4572 1962 2610 4572 1962 2610
Profit Streak 14.062 0 15.562 14.062 0 15.562
Trades During Streak 1 0 1 1 0 1
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 332087 258373 -121022 -176365 -167062 -273431
Evaluation Data
{
    "trading_pair": "ONE_USDT",
    "interval": "12h",
    "packets": 25000,
    "actual_packets": 4634,
    "evaluation_days": 2317,
    "actual_first_datapoint_time": 1559347200000,
    "first_datapoint_time": 1560643200000,
    "last_datapoint_time": 1759492800000,
    "evaluation_time": 1759498160864,
    "expiration_time": 1765498464000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "vwma",
        "factors": {
            "length": 31,
            "offset": 0
        }
    },
    "second_band": {
        "type": "hl2",
        "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": [
        [
            1024084.5603761859,
            886290.9931451776,
            137793.5672310086,
            1590349.7379733669,
            1134805.1090955478,
            455544.6288778188
        ],
        [
            1024.08456,
            886.290993,
            137.793567,
            1590.349738,
            1134.805109,
            455.544629
        ],
        [
            0.441987,
            0.382517,
            0.059471,
            0.122108,
            0.10854,
            0.074036
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -146351,
            -101744,
            -202657,
            -4230655,
            -3659608,
            -1649533
        ],
        [
            1.742827,
            2.302991,
            1.197289,
            1.069832,
            1.097117,
            1.041081
        ],
        [
            350,
            175,
            175,
            350,
            175,
            175
        ],
        [
            113,
            54,
            59,
            113,
            54,
            59
        ],
        [
            237,
            121,
            116,
            237,
            121,
            116
        ],
        [
            32.285714,
            30.857143,
            33.714286,
            32.285714,
            30.857143,
            33.714286
        ],
        [
            3.65531,
            5.160407,
            2.353992,
            2.243807,
            2.458354,
            2.046871
        ],
        [
            419632,
            419632,
            65845,
            2719757,
            2719757,
            1575421
        ],
        [
            -32275,
            -32275,
            -30297,
            -541135,
            -455236,
            -541135
        ],
        [
            13,
            11,
            14,
            13,
            11,
            14
        ],
        [
            27,
            23,
            30,
            27,
            23,
            30
        ],
        [
            6,
            5,
            7,
            6,
            5,
            7
        ],
        [
            4572,
            1962,
            2610,
            4572,
            1962,
            2610
        ],
        [
            14.062047,
            0,
            15.562047,
            14.062047,
            0,
            15.562047
        ],
        [
            1,
            0,
            1,
            1,
            0,
            1
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            332087,
            258373,
            -121022,
            -176365,
            -167062,
            -273431
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "ONE_USDT",
    "interval": "12h",
    "packets": 25000,
    "actual_packets": 4634,
    "evaluation_days": 2317,
    "actual_first_datapoint_time": 1559347200000,
    "first_datapoint_time": 1560643200000,
    "last_datapoint_time": 1759492800000,
    "evaluation_time": 1759498160864,
    "expiration_time": 1765498464000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "vwma",
        "factors": {
            "length": 31,
            "offset": 0
        }
    },
    "second_band": {
        "type": "hl2",
        "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)