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Trade: NEAR/USDT/720/VWMA/VWAP/7277

Strategy
NEAR/USDT/720/VWMA/VWAP/7277
Pair
NEAR_USDT
Interval
12h
Score
338858
Daily Profit
0.419360
Profit Factor
4.869004
Profitability
32.653061
Streak
0.000000
Best Strategy
Training Data Length
1822.000000
Evaluation Time
2025-10-09 19:50
Expiration Time
2025-12-03 05:50

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 857274.1242 764074.0599 93200.0643 3880522.8672 4842327.7608 -961804.8936
Total P&L (%) 857.2741 764.0741 93.2001 3880.5229 4842.3278 -961.8049
Avg Daily Profit (%) 0.4705 0.4194 0.0512 0.2024 0.2143 0
Buy And Hold Return (%) 160.6099 160.6099 160.6099 160.6099 160.6099 160.6099
Max Trade Drawdown -109129 -44066 -86208 -4400351 -2696803 -3208904
Profit Factor 2.8162 4.869 1.3395 1.2949 1.8842 0.8748
Total Trades 99 49 50 99 49 50
Winning Trades 33 16 17 33 16 17
Losing Trades 66 33 33 66 33 33
Profitability (%) 33.3333 32.6531 34 33.3333 32.6531 34
Ratio Avg Win / Avg Loss 5.6323 10.0423 2.6002 2.5898 3.8862 1.6982
Largest Winning Trade 370217 370217 71593 3403233 3403233 1989239
Largest Losing Trade -24253 -15579 -24253 -1727279 -692665 -1727279
Avg Bars in Trades 35 31 39 35 31 39
Avg Bars in Winners 84 78 91 84 78 91
Avg Bars in Losers 10 9 11 10 9 11
Bars Traded 3510 1560 1950 3510 1560 1950
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 302365 338858 -475221 108148 183133 -764277
Evaluation Data
{
    "trading_pair": "NEAR_USDT",
    "interval": "12h",
    "packets": 25000,
    "actual_packets": 3644,
    "evaluation_days": 1822,
    "actual_first_datapoint_time": 1602633600000,
    "first_datapoint_time": 1606305600000,
    "last_datapoint_time": 1760011200000,
    "evaluation_time": 1760028625763,
    "expiration_time": 1764733824000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "vwma",
        "factors": {
            "length": 86,
            "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": [
        [
            857274.1242032062,
            764074.0599319426,
            93200.0642712636,
            3880522.867197019,
            4842327.76080375,
            -961804.8936067303
        ],
        [
            857.274124,
            764.07406,
            93.200064,
            3880.522867,
            4842.327761,
            -961.804894
        ],
        [
            0.470513,
            0.41936,
            0.051153,
            0.2024,
            0.214303,
            0
        ],
        [
            160.6099,
            160.6099,
            160.6099,
            160.6099,
            160.6099,
            160.6099
        ],
        [
            -109129,
            -44066,
            -86208,
            -4400351,
            -2696803,
            -3208904
        ],
        [
            2.816169,
            4.869004,
            1.33948,
            1.294882,
            1.884229,
            0.874818
        ],
        [
            99,
            49,
            50,
            99,
            49,
            50
        ],
        [
            33,
            16,
            17,
            33,
            16,
            17
        ],
        [
            66,
            33,
            33,
            66,
            33,
            33
        ],
        [
            33.333333,
            32.653061,
            34,
            33.333333,
            32.653061,
            34
        ],
        [
            5.632338,
            10.042321,
            2.600168,
            2.589763,
            3.886222,
            1.698176
        ],
        [
            370217,
            370217,
            71593,
            3403233,
            3403233,
            1989239
        ],
        [
            -24253,
            -15579,
            -24253,
            -1727279,
            -692665,
            -1727279
        ],
        [
            35,
            31,
            39,
            35,
            31,
            39
        ],
        [
            84,
            78,
            91,
            84,
            78,
            91
        ],
        [
            10,
            9,
            11,
            10,
            9,
            11
        ],
        [
            3510,
            1560,
            1950,
            3510,
            1560,
            1950
        ],
        [
            0,
            0,
            0,
            0,
            0,
            0
        ],
        [
            0,
            0,
            0,
            0,
            0,
            0
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            302365,
            338858,
            -475221,
            108148,
            183133,
            -764277
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "NEAR_USDT",
    "interval": "12h",
    "packets": 25000,
    "actual_packets": 3644,
    "evaluation_days": 1822,
    "actual_first_datapoint_time": 1602633600000,
    "first_datapoint_time": 1606305600000,
    "last_datapoint_time": 1760011200000,
    "evaluation_time": 1760028625763,
    "expiration_time": 1764733824000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "vwma",
        "factors": {
            "length": 86,
            "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)