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Trade: VET/USDT/720/MIDPRICE/FWMA/4027

Strategy
VET/USDT/720/MIDPRICE/FWMA/4027
Pair
VET_USDT
Interval
12h
Score
303692
Daily Profit
0.436160
Profit Factor
5.808118
Profitability
33.333333
Streak
0.000000
Best Strategy
Training Data Length
2502.500000
Evaluation Time
2025-09-30 11:59
Expiration Time
2025-12-14 03:48

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 1160956.4152 1091489.7587 69466.6565 2296790.4227 4671600.3215 -2374809.8987
Total P&L (%) 1160.9564 1091.4898 69.4667 2296.7904 4671.6003 -2374.8099
Avg Daily Profit (%) 0.4639 0.4362 0.0278 0.127 0.1546 0
Buy And Hold Return (%) 430.5372 430.5372 430.5372 430.5372 430.5372 430.5372
Max Trade Drawdown -107138 -113185 -54802 -8338720 -5317943 -5394820
Profit Factor 3.6427 5.8081 1.3272 1.1166 1.5091 0.7741
Total Trades 71 36 35 71 36 35
Winning Trades 27 12 15 27 12 15
Losing Trades 44 24 20 44 24 20
Profitability (%) 38.0282 33.3333 42.8571 38.0282 33.3333 42.8571
Ratio Avg Win / Avg Loss 5.9363 11.6162 1.7696 1.8197 3.0181 1.0322
Largest Winning Trade 728864 728864 44308 8442582 8442582 1721752
Largest Losing Trade -54802 -30050 -54802 -5394820 -1685085 -5394820
Avg Bars in Trades 68 64 73 68 64 73
Avg Bars in Winners 137 133 140 137 133 140
Avg Bars in Losers 26 29 22 26 29 22
Bars Traded 4862 2307 2555 4862 2307 2555
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 -82221 303692 -322998 -211181 130987 -581898
Evaluation Data
{
    "trading_pair": "VET_USDT",
    "interval": "12h",
    "packets": 25000,
    "actual_packets": 5005,
    "evaluation_days": 2502.5,
    "actual_first_datapoint_time": 1543017600000,
    "first_datapoint_time": 1547899200000,
    "last_datapoint_time": 1759190400000,
    "evaluation_time": 1759222794192,
    "expiration_time": 1765676880000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "midprice",
        "factors": {
            "length": 32,
            "offset": 82
        }
    },
    "second_band": {
        "type": "fwma",
        "factors": {
            "length": 95,
            "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": [
        [
            1160956.4152052184,
            1091489.758675208,
            69466.6565300106,
            2296790.4227446495,
            4671600.321494437,
            -2374809.898749785
        ],
        [
            1160.956415,
            1091.489759,
            69.466657,
            2296.790423,
            4671.600321,
            -2374.809899
        ],
        [
            0.463919,
            0.43616,
            0.027759,
            0.127022,
            0.154576,
            0
        ],
        [
            430.53716,
            430.53716,
            430.53716,
            430.53716,
            430.53716,
            430.53716
        ],
        [
            -107138,
            -113185,
            -54802,
            -8338720,
            -5317943,
            -5394820
        ],
        [
            3.642746,
            5.808118,
            1.327226,
            1.116641,
            1.509072,
            0.774139
        ],
        [
            71,
            36,
            35,
            71,
            36,
            35
        ],
        [
            27,
            12,
            15,
            27,
            12,
            15
        ],
        [
            44,
            24,
            20,
            44,
            24,
            20
        ],
        [
            38.028169,
            33.333333,
            42.857143,
            38.028169,
            33.333333,
            42.857143
        ],
        [
            5.936326,
            11.616236,
            1.769635,
            1.819711,
            3.018144,
            1.032186
        ],
        [
            728864,
            728864,
            44308,
            8442582,
            8442582,
            1721752
        ],
        [
            -54802,
            -30050,
            -54802,
            -5394820,
            -1685085,
            -5394820
        ],
        [
            68,
            64,
            73,
            68,
            64,
            73
        ],
        [
            137,
            133,
            140,
            137,
            133,
            140
        ],
        [
            26,
            29,
            22,
            26,
            29,
            22
        ],
        [
            4862,
            2307,
            2555,
            4862,
            2307,
            2555
        ],
        [
            0,
            0,
            0,
            0,
            0,
            0
        ],
        [
            0,
            0,
            0,
            0,
            0,
            0
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            -82221,
            303692,
            -322998,
            -211181,
            130987,
            -581898
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "VET_USDT",
    "interval": "12h",
    "packets": 25000,
    "actual_packets": 5005,
    "evaluation_days": 2502.5,
    "actual_first_datapoint_time": 1543017600000,
    "first_datapoint_time": 1547899200000,
    "last_datapoint_time": 1759190400000,
    "evaluation_time": 1759222794192,
    "expiration_time": 1765676880000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "midprice",
        "factors": {
            "length": 32,
            "offset": 82
        }
    },
    "second_band": {
        "type": "fwma",
        "factors": {
            "length": 95,
            "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)