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Trade: OCEAN/USDT/120/VWMA/SWMA/2451

Strategy
OCEAN/USDT/120/VWMA/SWMA/2451
Pair
OCEAN_USDT
Interval
2h
Score
418662
Daily Profit
0.277128
Profit Factor
1.291631
Profitability
54.501217
Streak
462.967087
Best Strategy
Training Data Length
1411.330000
Evaluation Time
2025-10-02 00:12
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 391119.1599 364738.047 26381.113 -67932.0373 628277.1523 -696209.1896
Total P&L (%) 391.1192 364.738 26.3811 -67.932 628.2772 -696.2092
Avg Daily Profit (%) 0.2771 0.2584 0.0187 -0.0806 0.1408 0
Buy And Hold Return (%) 17.6369 17.6369 17.6369 17.6369 17.6369 17.6369
Max Trade Drawdown -201441 -58776 -237172 -817388 -124631 -919214
Profit Factor 1.2916 1.7171 1.0317 0.9723 1.9395 0.6105
Total Trades 411 205 206 411 205 206
Winning Trades 224 115 109 224 115 109
Losing Trades 187 90 97 187 90 97
Profitability (%) 54.5012 56.0976 52.9126 54.5012 56.0976 52.9126
Ratio Avg Win / Avg Loss 1.0783 1.3438 0.9181 0.8117 1.5179 0.5433
Largest Winning Trade 37981 37981 30348 189503 189503 104575
Largest Losing Trade -81638 -48754 -81638 -614512 -77246 -614512
Avg Bars in Trades 40 33 47 40 33 47
Avg Bars in Winners 37 29 46 37 29 46
Avg Bars in Losers 43 39 47 43 39 47
Bars Traded 16730 6958 9772 16730 6958 9772
Profit Streak 462.9671 0 554.6338 462.9671 0 554.6338
Trades During Streak 1 0 11 1 0 11
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 418662 416579 -364386 -577461 11251 -578413
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": 1599120000000,
    "last_datapoint_time": 1719799200000,
    "evaluation_time": 1759353156295,
    "expiration_time": 1724189011200,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "vwma",
        "factors": {
            "length": 181,
            "offset": 0
        }
    },
    "second_band": {
        "type": "swma",
        "factors": {
            "length": 8,
            "offset": 118
        }
    }
}
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": [
        [
            391119.1599479736,
            364738.0469887821,
            26381.1129591914,
            -67932.0373156563,
            628277.1522979748,
            -696209.1896136319
        ],
        [
            391.11916,
            364.738047,
            26.381113,
            -67.932037,
            628.277152,
            -696.20919
        ],
        [
            0.277128,
            0.258436,
            0.018692,
            -0.080552,
            0.140783,
            0
        ],
        [
            17.636888,
            17.636888,
            17.636888,
            17.636888,
            17.636888,
            17.636888
        ],
        [
            -201441,
            -58776,
            -237172,
            -817388,
            -124631,
            -919214
        ],
        [
            1.291631,
            1.717072,
            1.031689,
            0.972344,
            1.939494,
            0.610528
        ],
        [
            411,
            205,
            206,
            411,
            205,
            206
        ],
        [
            224,
            115,
            109,
            224,
            115,
            109
        ],
        [
            187,
            90,
            97,
            187,
            90,
            97
        ],
        [
            54.501217,
            56.097561,
            52.912621,
            54.501217,
            56.097561,
            52.912621
        ],
        [
            1.078281,
            1.343796,
            0.918109,
            0.811733,
            1.517865,
            0.543314
        ],
        [
            37981,
            37981,
            30348,
            189503,
            189503,
            104575
        ],
        [
            -81638,
            -48754,
            -81638,
            -614512,
            -77246,
            -614512
        ],
        [
            40,
            33,
            47,
            40,
            33,
            47
        ],
        [
            37,
            29,
            46,
            37,
            29,
            46
        ],
        [
            43,
            39,
            47,
            43,
            39,
            47
        ],
        [
            16730,
            6958,
            9772,
            16730,
            6958,
            9772
        ],
        [
            462.967087,
            0,
            554.633753,
            462.967087,
            0,
            554.633753
        ],
        [
            1,
            0,
            11,
            1,
            0,
            11
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            418662,
            416579,
            -364386,
            -577461,
            11251,
            -578413
        ]
    ]
}
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": 1599120000000,
    "last_datapoint_time": 1719799200000,
    "evaluation_time": 1759353156295,
    "expiration_time": 1724189011200,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "vwma",
        "factors": {
            "length": 181,
            "offset": 0
        }
    },
    "second_band": {
        "type": "swma",
        "factors": {
            "length": 8,
            "offset": 118
        }
    }
}

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)