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Trade: OCEAN/USDT/120/VWAP/BBU/8820

Strategy
OCEAN/USDT/120/VWAP/BBU/8820
Pair
OCEAN_USDT
Interval
2h
Score
426225
Daily Profit
0.261147
Profit Factor
1.651146
Profitability
60.000000
Streak
0.000000
Best Strategy
Training Data Length
1411.330000
Evaluation Time
2025-10-08 22:41
Expiration Time
2024-08-21 00:23

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 368563.9377 338310.067 30253.8707 207166.8608 165512.5139 41654.3469
Total P&L (%) 368.5639 338.3101 30.2539 207.1669 165.5125 41.6543
Avg Daily Profit (%) 0.2611 0.2397 0.0214 0.0795 0.0692 0.0247
Buy And Hold Return (%) 16.429 16.429 16.429 16.429 16.429 16.429
Max Trade Drawdown -137402 -143775 -24930 -207584 -250825 -43143
Profit Factor 1.6511 1.7255 1.3035 1.2184 1.2081 1.2718
Total Trades 145 72 73 145 72 73
Winning Trades 87 48 39 87 48 39
Losing Trades 58 24 34 58 24 34
Profitability (%) 60 66.6667 53.4247 60 66.6667 53.4247
Ratio Avg Win / Avg Loss 1.1008 0.8627 1.1364 0.8123 0.6041 1.1087
Largest Winning Trade 84377 84377 13335 103214 103214 28017
Largest Losing Trade -74298 -74298 -10100 -180562 -180562 -18462
Avg Bars in Trades 110 216 5 110 216 5
Avg Bars in Winners 55 97 3 55 97 3
Avg Bars in Losers 191 453 6 191 453 6
Bars Traded 15959 15591 368 15959 15591 368
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 426225 -68566 -243024 -87144 -179686 -234476
Evaluation Data
{
    "trading_pair": "OCEAN_USDT",
    "interval": "2h",
    "packets": 25000,
    "actual_packets": 16936,
    "evaluation_days": 1411.33,
    "actual_first_datapoint_time": 1597824000000,
    "first_datapoint_time": 1598508000000,
    "last_datapoint_time": 1719799200000,
    "evaluation_time": 1759952460800,
    "expiration_time": 1724189011200,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "vwap",
        "factors": {
            "length": 0,
            "offset": 0
        }
    },
    "second_band": {
        "type": "bbu",
        "factors": {
            "length": 183,
            "offset": 0,
            "std": 2.45869
        }
    }
}
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": [
        [
            368563.937708019,
            338310.0670375266,
            30253.8706704923,
            207166.860843519,
            165512.5138982015,
            41654.3469453173
        ],
        [
            368.563938,
            338.310067,
            30.253871,
            207.166861,
            165.512514,
            41.654347
        ],
        [
            0.261147,
            0.23971,
            0.021436,
            0.079547,
            0.069213,
            0.024676
        ],
        [
            16.428979,
            16.428979,
            16.428979,
            16.428979,
            16.428979,
            16.428979
        ],
        [
            -137402,
            -143775,
            -24930,
            -207584,
            -250825,
            -43143
        ],
        [
            1.651146,
            1.725474,
            1.303467,
            1.218422,
            1.208142,
            1.271756
        ],
        [
            145,
            72,
            73,
            145,
            72,
            73
        ],
        [
            87,
            48,
            39,
            87,
            48,
            39
        ],
        [
            58,
            24,
            34,
            58,
            24,
            34
        ],
        [
            60,
            66.666667,
            53.424658,
            60,
            66.666667,
            53.424658
        ],
        [
            1.100764,
            0.862737,
            1.136356,
            0.812282,
            0.604071,
            1.108711
        ],
        [
            84377,
            84377,
            13335,
            103214,
            103214,
            28017
        ],
        [
            -74298,
            -74298,
            -10100,
            -180562,
            -180562,
            -18462
        ],
        [
            110,
            216,
            5,
            110,
            216,
            5
        ],
        [
            55,
            97,
            3,
            55,
            97,
            3
        ],
        [
            191,
            453,
            6,
            191,
            453,
            6
        ],
        [
            15959,
            15591,
            368,
            15959,
            15591,
            368
        ],
        [
            0,
            0,
            0,
            0,
            0,
            0
        ],
        [
            0,
            0,
            0,
            0,
            0,
            0
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            426225,
            -68566,
            -243024,
            -87144,
            -179686,
            -234476
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "OCEAN_USDT",
    "interval": "2h",
    "packets": 25000,
    "actual_packets": 16936,
    "evaluation_days": 1411.33,
    "actual_first_datapoint_time": 1597824000000,
    "first_datapoint_time": 1598508000000,
    "last_datapoint_time": 1719799200000,
    "evaluation_time": 1759952460800,
    "expiration_time": 1724189011200,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "vwap",
        "factors": {
            "length": 0,
            "offset": 0
        }
    },
    "second_band": {
        "type": "bbu",
        "factors": {
            "length": 183,
            "offset": 0,
            "std": 2.45869
        }
    }
}

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)