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Trade: OCEAN/USDT/480/VWMA/HILO/1730

Strategy
OCEAN/USDT/480/VWMA/HILO/1730
Pair
OCEAN_USDT
Interval
8h
Score
474717
Daily Profit
0.317951
Profit Factor
3.088686
Profitability
46.666667
Streak
0.000000
Best Strategy
Training Data Length
1412.000000
Evaluation Time
2025-09-30 07:24
Expiration Time
2024-08-12 11:38

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 503091.008 448946.6782 54144.3299 1006566.7151 989099.4662 17467.2489
Total P&L (%) 503.091 448.9467 54.1443 1006.5667 989.0995 17.4672
Avg Daily Profit (%) 0.3563 0.318 0.0383 0.1704 0.1693 0.0114
Buy And Hold Return (%) 58.4217 58.4217 58.4217 58.4217 58.4217 58.4217
Max Trade Drawdown -76683 -70910 -69539 -758674 -533077 -584693
Profit Factor 2.3035 3.0887 1.3166 1.3821 1.6279 1.0165
Total Trades 59 30 29 59 30 29
Winning Trades 26 14 12 26 14 12
Losing Trades 33 16 17 33 16 17
Profitability (%) 44.0678 46.6667 41.3793 44.0678 46.6667 41.3793
Ratio Avg Win / Avg Loss 2.9236 3.5299 1.8652 1.7542 1.8604 1.44
Largest Winning Trade 176700 176700 56499 841779 841779 287356
Largest Losing Trade -29419 -29419 -21845 -211817 -211817 -170866
Avg Bars in Trades 67 51 82 67 51 82
Avg Bars in Winners 95 80 113 95 80 113
Avg Bars in Losers 44 26 61 44 26 61
Bars Traded 3958 1554 2404 3958 1554 2404
Profit Streak 0 0 588.5169 0 0 588.5169
Trades During Streak 0 0 2 0 0 2
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score -168047 474717 -308608 -172325 342477 -548218
Evaluation Data
{
    "trading_pair": "OCEAN_USDT",
    "interval": "8h",
    "packets": 25000,
    "actual_packets": 4236,
    "evaluation_days": 1412,
    "actual_first_datapoint_time": 1597824000000,
    "first_datapoint_time": 1601568000000,
    "last_datapoint_time": 1719792000000,
    "evaluation_time": 1759206256979,
    "expiration_time": 1723451904000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "vwma",
        "factors": {
            "length": 131,
            "offset": 0
        }
    },
    "second_band": {
        "type": "hilo",
        "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": [
        [
            503091.0080282273,
            448946.6781669221,
            54144.3298613048,
            1006566.71513508,
            989099.4662087285,
            17467.2489263515
        ],
        [
            503.091008,
            448.946678,
            54.14433,
            1006.566715,
            989.099466,
            17.467249
        ],
        [
            0.356297,
            0.317951,
            0.038346,
            0.170389,
            0.16926,
            0.011402
        ],
        [
            58.421734,
            58.421734,
            58.421734,
            58.421734,
            58.421734,
            58.421734
        ],
        [
            -76683,
            -70910,
            -69539,
            -758674,
            -533077,
            -584693
        ],
        [
            2.303475,
            3.088686,
            1.316598,
            1.382062,
            1.627866,
            1.01649
        ],
        [
            59,
            30,
            29,
            59,
            30,
            29
        ],
        [
            26,
            14,
            12,
            26,
            14,
            12
        ],
        [
            33,
            16,
            17,
            33,
            16,
            17
        ],
        [
            44.067797,
            46.666667,
            41.37931,
            44.067797,
            46.666667,
            41.37931
        ],
        [
            2.923641,
            3.529927,
            1.86518,
            1.754155,
            1.860418,
            1.440028
        ],
        [
            176700,
            176700,
            56499,
            841779,
            841779,
            287356
        ],
        [
            -29419,
            -29419,
            -21845,
            -211817,
            -211817,
            -170866
        ],
        [
            67,
            51,
            82,
            67,
            51,
            82
        ],
        [
            95,
            80,
            113,
            95,
            80,
            113
        ],
        [
            44,
            26,
            61,
            44,
            26,
            61
        ],
        [
            3958,
            1554,
            2404,
            3958,
            1554,
            2404
        ],
        [
            0,
            0,
            588.516863,
            0,
            0,
            588.516863
        ],
        [
            0,
            0,
            2,
            0,
            0,
            2
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            -168047,
            474717,
            -308608,
            -172325,
            342477,
            -548218
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "OCEAN_USDT",
    "interval": "8h",
    "packets": 25000,
    "actual_packets": 4236,
    "evaluation_days": 1412,
    "actual_first_datapoint_time": 1597824000000,
    "first_datapoint_time": 1601568000000,
    "last_datapoint_time": 1719792000000,
    "evaluation_time": 1759206256979,
    "expiration_time": 1723451904000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "vwma",
        "factors": {
            "length": 131,
            "offset": 0
        }
    },
    "second_band": {
        "type": "hilo",
        "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)