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Trade: ONE/USDT/720/VWMA/MIDPRICE/3056

Strategy
ONE/USDT/720/VWMA/MIDPRICE/3056
Pair
ONE_USDT
Interval
12h
Score
819296
Daily Profit
0.922835
Profit Factor
3.689588
Profitability
55.555556
Streak
49.277526
Best Strategy
Training Data Length
2318.500000
Evaluation Time
2025-10-05 09:39
Expiration Time
2025-12-13 15:19

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 2139593.1838 1900275.0045 239318.1793 14020026.2395 5866684.1035 8153342.136
Total P&L (%) 2139.5932 1900.275 239.3182 14020.0262 5866.6841 8153.3421
Avg Daily Profit (%) 0.9228 0.8196 0.1032 0.2137 0.1765 0.1905
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -132305 -79032 -70418 -14671469 -7401522 -7485590
Profit Factor 3.6896 5.941 1.5824 1.3959 1.3615 1.4249
Total Trades 144 72 72 144 72 72
Winning Trades 80 39 41 80 39 41
Losing Trades 64 33 31 64 33 31
Profitability (%) 55.5556 54.1667 56.9444 55.5556 54.1667 56.9444
Ratio Avg Win / Avg Loss 2.9517 5.027 1.1964 1.1167 1.1521 1.0774
Largest Winning Trade 1543398 1543398 58098 8750317 7337220 8750317
Largest Losing Trade -63936 -41823 -63936 -6597159 -4733351 -6597159
Avg Bars in Trades 31 32 30 31 32 30
Avg Bars in Winners 40 40 39 40 40 39
Avg Bars in Losers 20 22 17 20 22 17
Bars Traded 4497 2322 2175 4497 2322 2175
Profit Streak 49.2775 49.2775 79.2775 49.2775 49.2775 79.2775
Trades During Streak 5 2 3 5 2 3
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 819296 -55982 -130280 413155 -69353 -68107
Evaluation Data
{
    "trading_pair": "ONE_USDT",
    "interval": "12h",
    "packets": 25000,
    "actual_packets": 4637,
    "evaluation_days": 2318.5,
    "actual_first_datapoint_time": 1559347200000,
    "first_datapoint_time": 1562500800000,
    "last_datapoint_time": 1759622400000,
    "evaluation_time": 1759646378285,
    "expiration_time": 1765631952000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "vwma",
        "factors": {
            "length": 74,
            "offset": 0
        }
    },
    "second_band": {
        "type": "midprice",
        "factors": {
            "length": 53,
            "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": [
        [
            2139593.183800267,
            1900275.0044575864,
            239318.1793426802,
            14020026.239471424,
            5866684.103504235,
            8153342.135967181
        ],
        [
            2139.593184,
            1900.275004,
            239.318179,
            14020.026239,
            5866.684104,
            8153.342136
        ],
        [
            0.922835,
            0.819614,
            0.103221,
            0.213736,
            0.17651,
            0.190529
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -132305,
            -79032,
            -70418,
            -14671469,
            -7401522,
            -7485590
        ],
        [
            3.689588,
            5.941001,
            1.582401,
            1.395874,
            1.361525,
            1.424924
        ],
        [
            144,
            72,
            72,
            144,
            72,
            72
        ],
        [
            80,
            39,
            41,
            80,
            39,
            41
        ],
        [
            64,
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            31,
            64,
            33,
            31
        ],
        [
            55.555556,
            54.166667,
            56.944444,
            55.555556,
            54.166667,
            56.944444
        ],
        [
            2.95167,
            5.027001,
            1.196449,
            1.116699,
            1.15206,
            1.077381
        ],
        [
            1543398,
            1543398,
            58098,
            8750317,
            7337220,
            8750317
        ],
        [
            -63936,
            -41823,
            -63936,
            -6597159,
            -4733351,
            -6597159
        ],
        [
            31,
            32,
            30,
            31,
            32,
            30
        ],
        [
            40,
            40,
            39,
            40,
            40,
            39
        ],
        [
            20,
            22,
            17,
            20,
            22,
            17
        ],
        [
            4497,
            2322,
            2175,
            4497,
            2322,
            2175
        ],
        [
            49.277526,
            49.277526,
            79.277526,
            49.277526,
            49.277526,
            79.277526
        ],
        [
            5,
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            3
        ],
        [
            0.8,
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            0.8,
            1.45,
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        ],
        [
            819296,
            -55982,
            -130280,
            413155,
            -69353,
            -68107
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "ONE_USDT",
    "interval": "12h",
    "packets": 25000,
    "actual_packets": 4637,
    "evaluation_days": 2318.5,
    "actual_first_datapoint_time": 1559347200000,
    "first_datapoint_time": 1562500800000,
    "last_datapoint_time": 1759622400000,
    "evaluation_time": 1759646378285,
    "expiration_time": 1765631952000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "vwma",
        "factors": {
            "length": 74,
            "offset": 0
        }
    },
    "second_band": {
        "type": "midprice",
        "factors": {
            "length": 53,
            "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)