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Trade: ONE/USDT/720/VWMA/VWAP/3150

Strategy
ONE/USDT/720/VWMA/VWAP/3150
Pair
ONE_USDT
Interval
12h
Score
330216
Daily Profit
0.430496
Profit Factor
1.516532
Profitability
32.712215
Streak
17.472491
Best Strategy
Training Data Length
2319.500000
Evaluation Time
2025-10-06 14:20
Expiration Time
2025-12-14 16:02

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 998535.8625 894124.7876 104411.0748 380311.1695 -46266.0228 426577.1923
Total P&L (%) 998.5359 894.1248 104.4111 380.3112 -46.266 426.5772
Avg Daily Profit (%) 0.4305 0.3855 0.045 0.0677 -0.0268 0.0716
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -125912 -107744 -234502 -1263321 -1139841 -720262
Profit Factor 1.5165 1.9355 1.1068 1.0489 0.9888 1.1164
Total Trades 483 241 242 483 241 242
Winning Trades 158 73 85 158 73 85
Losing Trades 325 168 157 325 168 157
Profitability (%) 32.7122 30.2905 35.124 32.7122 30.2905 35.124
Ratio Avg Win / Avg Loss 3.1195 4.4544 2.0444 2.1575 2.2755 2.0621
Largest Winning Trade 553081 553081 52624 699955 699955 246179
Largest Losing Trade -21343 -21343 -19985 -211599 -211599 -168697
Avg Bars in Trades 9 8 10 9 8 10
Avg Bars in Winners 18 17 19 18 17 19
Avg Bars in Losers 5 4 5 5 4 5
Bars Traded 4610 2085 2525 4610 2085 2525
Profit Streak 17.4725 0 18.4725 17.4725 0 18.4725
Trades During Streak 1 0 1 1 0 1
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 330216 238224 -238933 -271556 -584681 -192887
Evaluation Data
{
    "trading_pair": "ONE_USDT",
    "interval": "12h",
    "packets": 25000,
    "actual_packets": 4639,
    "evaluation_days": 2319.5,
    "actual_first_datapoint_time": 1559347200000,
    "first_datapoint_time": 1559908800000,
    "last_datapoint_time": 1759708800000,
    "evaluation_time": 1759749623275,
    "expiration_time": 1765720944000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "vwma",
        "factors": {
            "length": 14,
            "offset": 0
        }
    },
    "second_band": {
        "type": "vwap",
        "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": [
        [
            998535.862465485,
            894124.7876168445,
            104411.0748486411,
            380311.1695063487,
            -46266.0227535368,
            426577.1922598861
        ],
        [
            998.535862,
            894.124788,
            104.411075,
            380.31117,
            -46.266023,
            426.577192
        ],
        [
            0.430496,
            0.385482,
            0.045014,
            0.067678,
            -0.026775,
            0.071646
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -125912,
            -107744,
            -234502,
            -1263321,
            -1139841,
            -720262
        ],
        [
            1.516532,
            1.935549,
            1.106822,
            1.048893,
            0.988753,
            1.116401
        ],
        [
            483,
            241,
            242,
            483,
            241,
            242
        ],
        [
            158,
            73,
            85,
            158,
            73,
            85
        ],
        [
            325,
            168,
            157,
            325,
            168,
            157
        ],
        [
            32.712215,
            30.290456,
            35.123967,
            32.712215,
            30.290456,
            35.123967
        ],
        [
            3.11945,
            4.454415,
            2.044365,
            2.157532,
            2.275487,
            2.062059
        ],
        [
            553081,
            553081,
            52624,
            699955,
            699955,
            246179
        ],
        [
            -21343,
            -21343,
            -19985,
            -211599,
            -211599,
            -168697
        ],
        [
            9,
            8,
            10,
            9,
            8,
            10
        ],
        [
            18,
            17,
            19,
            18,
            17,
            19
        ],
        [
            5,
            4,
            5,
            5,
            4,
            5
        ],
        [
            4610,
            2085,
            2525,
            4610,
            2085,
            2525
        ],
        [
            17.472491,
            0,
            18.472491,
            17.472492,
            0,
            18.472492
        ],
        [
            1,
            0,
            1,
            1,
            0,
            1
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            330216,
            238224,
            -238933,
            -271556,
            -584681,
            -192887
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "ONE_USDT",
    "interval": "12h",
    "packets": 25000,
    "actual_packets": 4639,
    "evaluation_days": 2319.5,
    "actual_first_datapoint_time": 1559347200000,
    "first_datapoint_time": 1559908800000,
    "last_datapoint_time": 1759708800000,
    "evaluation_time": 1759749623275,
    "expiration_time": 1765720944000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "vwma",
        "factors": {
            "length": 14,
            "offset": 0
        }
    },
    "second_band": {
        "type": "vwap",
        "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)