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Trade: VET/USDT/120/MIDPRICE/SINWMA/2521

Strategy
VET/USDT/120/MIDPRICE/SINWMA/2521
Pair
VET_USDT
Interval
2h
Score
513980
Daily Profit
0.509198
Profit Factor
2.114806
Profitability
52.238806
Streak
0.000000
Best Strategy
Training Data Length
2083.330000
Evaluation Time
2025-10-04 16:07
Expiration Time
2025-12-18 14:00

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 1060827.0672 801199.0996 259627.9676 88610103.445 50348102.8277 38262000.6174
Total P&L (%) 1060.8271 801.1991 259.628 88610.1034 50348.1028 38262.0006
Avg Daily Profit (%) 0.5092 0.3846 0.1246 0.3264 0.2992 0.286
Buy And Hold Return (%) 257.5964 257.5964 257.5964 257.5964 257.5964 257.5964
Max Trade Drawdown -74915 -63340 -93399 -104181113 -54243361 -61291177
Profit Factor 2.1148 2.7752 1.519 1.1967 1.2366 1.161
Total Trades 268 134 134 268 134 134
Winning Trades 140 68 72 140 68 72
Losing Trades 128 66 62 128 66 62
Profitability (%) 52.2388 50.7463 53.7313 52.2388 50.7463 53.7313
Ratio Avg Win / Avg Loss 1.9335 2.6936 1.308 1.0941 1.2002 0.9997
Largest Winning Trade 133955 133955 54147 45651647 45651647 36829213
Largest Losing Trade -38729 -24397 -38729 -49564511 -23212737 -49564511
Avg Bars in Trades 91 85 97 91 85 97
Avg Bars in Winners 104 88 118 104 88 118
Avg Bars in Losers 77 82 72 77 82 72
Bars Traded 24512 11458 13054 24512 11458 13054
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 513980 424670 -188260 239058 305270 -36079
Evaluation Data
{
    "trading_pair": "VET_USDT",
    "interval": "2h",
    "packets": 25000,
    "actual_packets": 25000,
    "evaluation_days": 2083.33,
    "actual_first_datapoint_time": 1579514400000,
    "first_datapoint_time": 1580947200000,
    "last_datapoint_time": 1759579200000,
    "evaluation_time": 1759583220761,
    "expiration_time": 1766059200000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "midprice",
        "factors": {
            "length": 200,
            "offset": 0
        }
    },
    "second_band": {
        "type": "sinwma",
        "factors": {
            "length": 48,
            "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": [
        [
            1060827.067194713,
            801199.0995986196,
            259627.9675960934,
            88610103.44504297,
            50348102.82768155,
            38262000.617361546
        ],
        [
            1060.827067,
            801.1991,
            259.627968,
            88610.103445,
            50348.102828,
            38262.000617
        ],
        [
            0.509198,
            0.384576,
            0.124622,
            0.326354,
            0.299177,
            0.285992
        ],
        [
            257.596407,
            257.596407,
            257.596407,
            257.596407,
            257.596407,
            257.596407
        ],
        [
            -74915,
            -63340,
            -93399,
            -104181113,
            -54243361,
            -61291177
        ],
        [
            2.114806,
            2.77522,
            1.51899,
            1.196689,
            1.236599,
            1.160961
        ],
        [
            268,
            134,
            134,
            268,
            134,
            134
        ],
        [
            140,
            68,
            72,
            140,
            68,
            72
        ],
        [
            128,
            66,
            62,
            128,
            66,
            62
        ],
        [
            52.238806,
            50.746269,
            53.731343,
            52.238806,
            50.746269,
            53.731343
        ],
        [
            1.933537,
            2.693596,
            1.30802,
            1.094116,
            1.200228,
            0.999717
        ],
        [
            133955,
            133955,
            54147,
            45651647,
            45651647,
            36829213
        ],
        [
            -38729,
            -24397,
            -38729,
            -49564511,
            -23212737,
            -49564511
        ],
        [
            91,
            85,
            97,
            91,
            85,
            97
        ],
        [
            104,
            88,
            118,
            104,
            88,
            118
        ],
        [
            77,
            82,
            72,
            77,
            82,
            72
        ],
        [
            24512,
            11458,
            13054,
            24512,
            11458,
            13054
        ],
        [
            0,
            0,
            0,
            0,
            0,
            0
        ],
        [
            0,
            0,
            0,
            0,
            0,
            0
        ],
        [
            0.8,
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            1.45,
            0.8,
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        ],
        [
            513980,
            424670,
            -188260,
            239058,
            305270,
            -36079
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "VET_USDT",
    "interval": "2h",
    "packets": 25000,
    "actual_packets": 25000,
    "evaluation_days": 2083.33,
    "actual_first_datapoint_time": 1579514400000,
    "first_datapoint_time": 1580947200000,
    "last_datapoint_time": 1759579200000,
    "evaluation_time": 1759583220761,
    "expiration_time": 1766059200000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "midprice",
        "factors": {
            "length": 200,
            "offset": 0
        }
    },
    "second_band": {
        "type": "sinwma",
        "factors": {
            "length": 48,
            "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)