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Trade: VET/USDT/120/VWMA/HILO/9924

Strategy
VET/USDT/120/VWMA/HILO/9924
Pair
VET_USDT
Interval
2h
Score
370591
Daily Profit
0.370704
Profit Factor
2.044508
Profitability
47.598253
Streak
0.000000
Best Strategy
Training Data Length
2082.500000
Evaluation Time
2025-09-27 07:39
Expiration Time
2025-12-08 15:16

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 771990.8161 649330.56 122660.2561 5641642.99 3098466.3567 2543176.6333
Total P&L (%) 771.9908 649.3306 122.6603 5641.643 3098.4664 2543.1766
Avg Daily Profit (%) 0.3707 0.3118 0.0589 0.1947 0.1665 0.1574
Buy And Hold Return (%) 283.0142 283.0142 283.0142 283.0142 283.0142 283.0142
Max Trade Drawdown -47568 -58861 -149603 -2549592 -2354391 -1713033
Profit Factor 2.0445 2.8025 1.3238 1.3419 1.3409 1.3432
Total Trades 229 115 114 229 115 114
Winning Trades 109 48 61 109 48 61
Losing Trades 120 67 53 120 67 53
Profitability (%) 47.5983 41.7391 53.5088 47.5983 41.7391 53.5088
Ratio Avg Win / Avg Loss 2.2508 3.9118 1.1502 1.4774 1.8717 1.1671
Largest Winning Trade 243332 243332 54540 3535971 3535971 1797526
Largest Losing Trade -25014 -24510 -25014 -1014593 -805611 -1014593
Avg Bars in Trades 107 99 116 107 99 116
Avg Bars in Winners 168 174 164 168 174 164
Avg Bars in Losers 52 45 61 52 45 61
Bars Traded 24698 11436 13262 24698 11436 13262
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 370591 214365 -279617 309489 206481 296107
Evaluation Data
{
    "trading_pair": "VET_USDT",
    "interval": "2h",
    "packets": 25000,
    "actual_packets": 24990,
    "evaluation_days": 2082.5,
    "actual_first_datapoint_time": 1578729600000,
    "first_datapoint_time": 1580572800000,
    "last_datapoint_time": 1758722400000,
    "evaluation_time": 1758947993240,
    "expiration_time": 1765199808000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "vwma",
        "factors": {
            "length": 104,
            "offset": 153
        }
    },
    "second_band": {
        "type": "hilo",
        "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": [
        [
            771990.816101541,
            649330.5599996883,
            122660.2561018528,
            5641642.989979352,
            3098466.3567076367,
            2543176.6332717137
        ],
        [
            771.990816,
            649.33056,
            122.660256,
            5641.64299,
            3098.466357,
            2543.176633
        ],
        [
            0.370704,
            0.311803,
            0.0589,
            0.194683,
            0.166537,
            0.157366
        ],
        [
            283.014155,
            283.014155,
            283.014155,
            283.014155,
            283.014155,
            283.014155
        ],
        [
            -47568,
            -58861,
            -149603,
            -2549592,
            -2354391,
            -1713033
        ],
        [
            2.044508,
            2.802488,
            1.323767,
            1.341945,
            1.340893,
            1.343235
        ],
        [
            229,
            115,
            114,
            229,
            115,
            114
        ],
        [
            109,
            48,
            61,
            109,
            48,
            61
        ],
        [
            120,
            67,
            53,
            120,
            67,
            53
        ],
        [
            47.598253,
            41.73913,
            53.508772,
            47.598253,
            41.73913,
            53.508772
        ],
        [
            2.250835,
            3.911807,
            1.150158,
            1.477371,
            1.871663,
            1.167073
        ],
        [
            243332,
            243332,
            54540,
            3535971,
            3535971,
            1797526
        ],
        [
            -25014,
            -24510,
            -25014,
            -1014593,
            -805611,
            -1014593
        ],
        [
            107,
            99,
            116,
            107,
            99,
            116
        ],
        [
            168,
            174,
            164,
            168,
            174,
            164
        ],
        [
            52,
            45,
            61,
            52,
            45,
            61
        ],
        [
            24698,
            11436,
            13262,
            24698,
            11436,
            13262
        ],
        [
            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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            1.45
        ],
        [
            370591,
            214365,
            -279617,
            309489,
            206481,
            296107
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "VET_USDT",
    "interval": "2h",
    "packets": 25000,
    "actual_packets": 24990,
    "evaluation_days": 2082.5,
    "actual_first_datapoint_time": 1578729600000,
    "first_datapoint_time": 1580572800000,
    "last_datapoint_time": 1758722400000,
    "evaluation_time": 1758947993240,
    "expiration_time": 1765199808000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "vwma",
        "factors": {
            "length": 104,
            "offset": 153
        }
    },
    "second_band": {
        "type": "hilo",
        "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)