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Trade: ONE/USDT/720/VWMA/T3/8151

Strategy
ONE/USDT/720/VWMA/T3/8151
Pair
ONE_USDT
Interval
12h
Score
515474
Daily Profit
0.649543
Profit Factor
6.324312
Profitability
34.482759
Streak
0.000000
Best Strategy
Training Data Length
2318.000000
Evaluation Time
2025-10-04 17:14
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 1541258.3206 1505641.6523 35616.6683 578860.1317 822135.0431 -243274.9114
Total P&L (%) 1541.2583 1505.6417 35.6167 578.8601 822.135 -243.2749
Avg Daily Profit (%) 0.6649 0.6495 0.0154 0.0827 0.0959 0
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -107792 -101341 -132913 -1293917 -1223961 -833730
Profit Factor 3.5572 6.3243 1.1113 1.1215 1.339 0.896
Total Trades 57 29 28 57 29 28
Winning Trades 23 10 13 23 10 13
Losing Trades 34 19 15 34 19 15
Profitability (%) 40.3509 34.4828 46.4286 40.3509 34.4828 46.4286
Ratio Avg Win / Avg Loss 5.2585 12.0162 1.2823 1.6579 2.544 1.0338
Largest Winning Trade 1224754 1224754 81163 1225694 1225694 606193
Largest Losing Trade -58397 -38929 -58397 -552898 -515354 -552898
Avg Bars in Trades 73 59 87 73 59 87
Avg Bars in Winners 132 124 137 132 124 137
Avg Bars in Losers 33 25 43 33 25 43
Bars Traded 4184 1737 2447 4184 1737 2447
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 -164504 515474 -295442 -351203 -69200 -601555
Evaluation Data
{
    "trading_pair": "ONE_USDT",
    "interval": "12h",
    "packets": 25000,
    "actual_packets": 4636,
    "evaluation_days": 2318,
    "actual_first_datapoint_time": 1559347200000,
    "first_datapoint_time": 1564574400000,
    "last_datapoint_time": 1759579200000,
    "evaluation_time": 1759587246512,
    "expiration_time": 1765587456000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "vwma",
        "factors": {
            "length": 122,
            "offset": 0
        }
    },
    "second_band": {
        "type": "t3",
        "factors": {
            "length": 12,
            "offset": 0,
            "a": 0.67486
        }
    }
}
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": [
        [
            1541258.320584265,
            1505641.6523277175,
            35616.6682565478,
            578860.1316529033,
            822135.0430946163,
            -243274.9114417132
        ],
        [
            1541.258321,
            1505.641652,
            35.616668,
            578.860132,
            822.135043,
            -243.274911
        ],
        [
            0.664909,
            0.649543,
            0.015365,
            0.082659,
            0.095884,
            0
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -107792,
            -101341,
            -132913,
            -1293917,
            -1223961,
            -833730
        ],
        [
            3.557207,
            6.324312,
            1.111328,
            1.121493,
            1.338966,
            0.895997
        ],
        [
            57,
            29,
            28,
            57,
            29,
            28
        ],
        [
            23,
            10,
            13,
            23,
            10,
            13
        ],
        [
            34,
            19,
            15,
            34,
            19,
            15
        ],
        [
            40.350877,
            34.482759,
            46.428571,
            40.350877,
            34.482759,
            46.428571
        ],
        [
            5.25848,
            12.016193,
            1.282302,
            1.65786,
            2.544035,
            1.033843
        ],
        [
            1224754,
            1224754,
            81163,
            1225694,
            1225694,
            606193
        ],
        [
            -58397,
            -38929,
            -58397,
            -552898,
            -515354,
            -552898
        ],
        [
            73,
            59,
            87,
            73,
            59,
            87
        ],
        [
            132,
            124,
            137,
            132,
            124,
            137
        ],
        [
            33,
            25,
            43,
            33,
            25,
            43
        ],
        [
            4184,
            1737,
            2447,
            4184,
            1737,
            2447
        ],
        [
            0,
            0,
            0,
            0,
            0,
            0
        ],
        [
            0,
            0,
            0,
            0,
            0,
            0
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            -164504,
            515474,
            -295442,
            -351203,
            -69200,
            -601555
        ]
    ]
}
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": 1564574400000,
    "last_datapoint_time": 1759579200000,
    "evaluation_time": 1759587246512,
    "expiration_time": 1765587456000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "vwma",
        "factors": {
            "length": 122,
            "offset": 0
        }
    },
    "second_band": {
        "type": "t3",
        "factors": {
            "length": 12,
            "offset": 0,
            "a": 0.67486
        }
    }
}

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)