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Trade: OP/USDT/480/DCM/VWAP/3941

Strategy
OP/USDT/480/DCM/VWAP/3941
Pair
OP_USDT
Interval
8h
Score
327975
Daily Profit
0.304462
Profit Factor
1.250280
Profitability
39.608434
Streak
0.000000
Best Strategy
Training Data Length
1216.330000
Evaluation Time
2025-09-29 11:42
Expiration Time
2025-11-04 21:45

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 370326.6683 250060.6692 120265.9991 500861.9842 562186.0103 -61324.0261
Total P&L (%) 370.3267 250.0607 120.266 500.862 562.186 -61.324
Avg Daily Profit (%) 0.3045 0.2056 0.0989 0.1475 0.1555 -0.0781
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -88706 -83258 -93142 -724897 -520242 -770358
Profit Factor 1.2503 1.3438 1.1599 1.0618 1.1421 0.9852
Total Trades 664 332 332 664 332 332
Winning Trades 263 127 136 263 127 136
Losing Trades 401 205 196 401 205 196
Profitability (%) 39.6084 38.253 40.9639 39.6084 38.253 40.9639
Ratio Avg Win / Avg Loss 1.9063 2.1692 1.6715 1.619 1.8436 1.4199
Largest Winning Trade 86844 86844 37848 267281 267281 169071
Largest Losing Trade -25541 -17936 -25541 -133441 -83539 -133441
Avg Bars in Trades 5 5 5 5 5 5
Avg Bars in Winners 8 8 8 8 8 8
Avg Bars in Losers 3 3 3 3 3 3
Bars Traded 3640 1778 1863 3640 1778 1863
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 327975 216776 -106608 -147398 -58532 -581167
Evaluation Data
{
    "trading_pair": "OP_USDT",
    "interval": "8h",
    "packets": 25000,
    "actual_packets": 3649,
    "evaluation_days": 1216.33,
    "actual_first_datapoint_time": 1654070400000,
    "first_datapoint_time": 1654214400000,
    "last_datapoint_time": 1759132800000,
    "evaluation_time": 1759135350729,
    "expiration_time": 1762285536000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "dcm",
        "factors": {
            "length": 6,
            "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": [
        [
            370326.668269954,
            250060.6691507575,
            120265.9991191968,
            500861.9842111166,
            562186.0103062757,
            -61324.0260951599
        ],
        [
            370.326668,
            250.060669,
            120.265999,
            500.861984,
            562.18601,
            -61.324026
        ],
        [
            0.304462,
            0.205586,
            0.098876,
            0.147535,
            0.155537,
            -0.078069
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -88706,
            -83258,
            -93142,
            -724897,
            -520242,
            -770358
        ],
        [
            1.25028,
            1.343828,
            1.15985,
            1.061808,
            1.142124,
            0.985216
        ],
        [
            664,
            332,
            332,
            664,
            332,
            332
        ],
        [
            263,
            127,
            136,
            263,
            127,
            136
        ],
        [
            401,
            205,
            196,
            401,
            205,
            196
        ],
        [
            39.608434,
            38.253012,
            40.963855,
            39.608434,
            38.253012,
            40.963855
        ],
        [
            1.90632,
            2.169171,
            1.671549,
            1.618955,
            1.843586,
            1.41987
        ],
        [
            86844,
            86844,
            37848,
            267281,
            267281,
            169071
        ],
        [
            -25541,
            -17936,
            -25541,
            -133441,
            -83539,
            -133441
        ],
        [
            5,
            5,
            5,
            5,
            5,
            5
        ],
        [
            8,
            8,
            8,
            8,
            8,
            8
        ],
        [
            3,
            3,
            3,
            3,
            3,
            3
        ],
        [
            3640,
            1778,
            1863,
            3640,
            1778,
            1863
        ],
        [
            0,
            0,
            0,
            0,
            0,
            0
        ],
        [
            0,
            0,
            0,
            0,
            0,
            0
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            327975,
            216776,
            -106608,
            -147398,
            -58532,
            -581167
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "OP_USDT",
    "interval": "8h",
    "packets": 25000,
    "actual_packets": 3649,
    "evaluation_days": 1216.33,
    "actual_first_datapoint_time": 1654070400000,
    "first_datapoint_time": 1654214400000,
    "last_datapoint_time": 1759132800000,
    "evaluation_time": 1759135350729,
    "expiration_time": 1762285536000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "dcm",
        "factors": {
            "length": 6,
            "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)