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Trade: VET/USDT/15/VWAP/MIDPOINT/9386

Strategy
VET/USDT/15/VWAP/MIDPOINT/9386
Pair
VET_USDT
Interval
15m
Score
300766
Daily Profit
0.229016
Profit Factor
1.505360
Profitability
62.626263
Streak
8.537567
Best Strategy
Training Data Length
260.420000
Evaluation Time
2025-10-12 17:24
Expiration Time
2025-12-26 16:15

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 49183.3116 -10457.0907 59640.4023 25803.4959 -23076.8332 48880.3291
Total P&L (%) 49.1833 -10.4571 59.6404 25.8035 -23.0768 48.8803
Avg Daily Profit (%) 0.1889 -0.0402 0.229 0.0882 -0.1007 0.1529
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -64526 -35990 -47017 -79898 -44947 -57087
Profit Factor 1.1618 0.9438 1.5054 1.0749 0.8911 1.3688
Total Trades 198 99 99 198 99 99
Winning Trades 120 58 62 120 58 62
Losing Trades 78 41 37 78 41 37
Profitability (%) 60.6061 58.5859 62.6263 60.6061 58.5859 62.6263
Ratio Avg Win / Avg Loss 0.7552 0.6672 0.8984 0.6987 0.6299 0.8168
Largest Winning Trade 25597 18385 25597 21657 19537 21657
Largest Losing Trade -24439 -14746 -24439 -33021 -19517 -33021
Avg Bars in Trades 124 128 120 124 128 120
Avg Bars in Winners 85 77 92 85 77 92
Avg Bars in Losers 184 201 165 184 201 165
Bars Traded 24647 12750 11897 24647 12750 11897
Profit Streak 1.7355 1.7355 8.5376 1.7355 1.7355 8.5376
Trades During Streak 2 1 3 2 1 3
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score -38989 -583660 300766 -219368 -583660 220586
Evaluation Data
{
    "trading_pair": "VET_USDT",
    "interval": "15m",
    "packets": 25000,
    "actual_packets": 25000,
    "evaluation_days": 260.42,
    "actual_first_datapoint_time": 1737779400000,
    "first_datapoint_time": 1737964800000,
    "last_datapoint_time": 1760278500000,
    "evaluation_time": 1760279045803,
    "expiration_time": 1766758500000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "vwap",
        "factors": {
            "length": 0,
            "offset": 0
        }
    },
    "second_band": {
        "type": "midpoint",
        "factors": {
            "length": 207,
            "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": [
        [
            49183.3116364977,
            -10457.0906937328,
            59640.4023302306,
            25803.4958959219,
            -23076.8332196289,
            48880.3291155508
        ],
        [
            49.183312,
            -10.457091,
            59.640402,
            25.803496,
            -23.076833,
            48.880329
        ],
        [
            0.188861,
            -0.040155,
            0.229016,
            0.088185,
            -0.100695,
            0.152936
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -64526,
            -35990,
            -47017,
            -79898,
            -44947,
            -57087
        ],
        [
            1.161769,
            0.943785,
            1.50536,
            1.074907,
            0.891108,
            1.368766
        ],
        [
            198,
            99,
            99,
            198,
            99,
            99
        ],
        [
            120,
            58,
            62,
            120,
            58,
            62
        ],
        [
            78,
            41,
            37,
            78,
            41,
            37
        ],
        [
            60.606061,
            58.585859,
            62.626263,
            60.606061,
            58.585859,
            62.626263
        ],
        [
            0.75515,
            0.667158,
            0.89836,
            0.698689,
            0.629921,
            0.816844
        ],
        [
            25597,
            18385,
            25597,
            21657,
            19537,
            21657
        ],
        [
            -24439,
            -14746,
            -24439,
            -33021,
            -19517,
            -33021
        ],
        [
            124,
            128,
            120,
            124,
            128,
            120
        ],
        [
            85,
            77,
            92,
            85,
            77,
            92
        ],
        [
            184,
            201,
            165,
            184,
            201,
            165
        ],
        [
            24647,
            12750,
            11897,
            24647,
            12750,
            11897
        ],
        [
            1.735484,
            1.735484,
            8.537567,
            1.735484,
            1.735484,
            8.537567
        ],
        [
            2,
            1,
            3,
            2,
            1,
            3
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            -38989,
            -583660,
            300766,
            -219368,
            -583660,
            220586
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "VET_USDT",
    "interval": "15m",
    "packets": 25000,
    "actual_packets": 25000,
    "evaluation_days": 260.42,
    "actual_first_datapoint_time": 1737779400000,
    "first_datapoint_time": 1737964800000,
    "last_datapoint_time": 1760278500000,
    "evaluation_time": 1760279045803,
    "expiration_time": 1766758500000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "vwap",
        "factors": {
            "length": 0,
            "offset": 0
        }
    },
    "second_band": {
        "type": "midpoint",
        "factors": {
            "length": 207,
            "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)