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Trade: OP/USDT/15/VWAP/DCM/6373

Strategy
OP/USDT/15/VWAP/DCM/6373
Pair
OP_USDT
Interval
15m
Score
316220
Daily Profit
0.184579
Profit Factor
1.578289
Profitability
68.750000
Streak
12.909928
Best Strategy
Training Data Length
260.420000
Evaluation Time
2025-09-28 08:50
Expiration Time
2025-12-08 17:15

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 43928.6919 -7167.7413 51096.4332 21850.5269 -39795.1736 61645.7005
Total P&L (%) 43.9287 -7.1677 51.0964 21.8505 -39.7952 61.6457
Avg Daily Profit (%) 0.1687 -0.0275 0.1962 0.0759 -0.1947 0.1846
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -63166 -47715 -31655 -100267 -87723 -43169
Profit Factor 1.2066 0.944 1.604 1.0743 0.7876 1.5783
Total Trades 95 47 48 95 47 48
Winning Trades 68 35 33 68 35 33
Losing Trades 27 12 15 27 12 15
Profitability (%) 71.5789 74.4681 68.75 71.5789 74.4681 68.75
Ratio Avg Win / Avg Loss 0.4791 0.3237 0.7291 0.4266 0.27 0.7174
Largest Winning Trade 12508 12508 11525 16520 16520 15534
Largest Losing Trade -23415 -23415 -17703 -44715 -44715 -25423
Avg Bars in Trades 254 277 231 254 277 231
Avg Bars in Winners 147 144 150 147 144 150
Avg Bars in Losers 523 664 411 523 664 411
Bars Traded 24178 13043 11135 24178 13043 11135
Profit Streak 12.9099 28.8891 12.9099 12.9099 28.8891 12.9099
Trades During Streak 2 3 1 2 3 1
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 228265 -577455 299533 -234666 -577455 316220
Evaluation Data
{
    "trading_pair": "OP_USDT",
    "interval": "15m",
    "packets": 25000,
    "actual_packets": 25000,
    "evaluation_days": 260.42,
    "actual_first_datapoint_time": 1736227800000,
    "first_datapoint_time": 1736623800000,
    "last_datapoint_time": 1758726900000,
    "evaluation_time": 1759038617767,
    "expiration_time": 1765206900000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "vwap",
        "factors": {
            "length": 0,
            "offset": 0
        }
    },
    "second_band": {
        "type": "dcm",
        "factors": {
            "length": 197,
            "offset": 244
        }
    }
}
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": [
        [
            43928.6918588859,
            -7167.7413338607,
            51096.4331927467,
            21850.5268953675,
            -39795.1735692733,
            61645.7004646409
        ],
        [
            43.928692,
            -7.167741,
            51.096433,
            21.850527,
            -39.795174,
            61.6457
        ],
        [
            0.168684,
            -0.027524,
            0.196208,
            0.075916,
            -0.194656,
            0.184579
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -63166,
            -47715,
            -31655,
            -100267,
            -87723,
            -43169
        ],
        [
            1.206598,
            0.944016,
            1.604003,
            1.074322,
            0.787642,
            1.578289
        ],
        [
            95,
            47,
            48,
            95,
            47,
            48
        ],
        [
            68,
            35,
            33,
            68,
            35,
            33
        ],
        [
            27,
            12,
            15,
            27,
            12,
            15
        ],
        [
            71.578947,
            74.468085,
            68.75,
            71.578947,
            74.468085,
            68.75
        ],
        [
            0.479091,
            0.323663,
            0.729092,
            0.426569,
            0.270049,
            0.717404
        ],
        [
            12508,
            12508,
            11525,
            16520,
            16520,
            15534
        ],
        [
            -23415,
            -23415,
            -17703,
            -44715,
            -44715,
            -25423
        ],
        [
            254,
            277,
            231,
            254,
            277,
            231
        ],
        [
            147,
            144,
            150,
            147,
            144,
            150
        ],
        [
            523,
            664,
            411,
            523,
            664,
            411
        ],
        [
            24178,
            13043,
            11135,
            24178,
            13043,
            11135
        ],
        [
            12.909928,
            28.889094,
            12.909928,
            12.909928,
            28.889095,
            12.909928
        ],
        [
            2,
            3,
            1,
            2,
            3,
            1
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            228265,
            -577455,
            299533,
            -234666,
            -577455,
            316220
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "OP_USDT",
    "interval": "15m",
    "packets": 25000,
    "actual_packets": 25000,
    "evaluation_days": 260.42,
    "actual_first_datapoint_time": 1736227800000,
    "first_datapoint_time": 1736623800000,
    "last_datapoint_time": 1758726900000,
    "evaluation_time": 1759038617767,
    "expiration_time": 1765206900000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "vwap",
        "factors": {
            "length": 0,
            "offset": 0
        }
    },
    "second_band": {
        "type": "dcm",
        "factors": {
            "length": 197,
            "offset": 244
        }
    }
}

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)