← Back to list  ·  Browse strategies →  ·  Learning hub →

Trade: OCEAN/USDT/720/VWAP/BBU/6817

Strategy
OCEAN/USDT/720/VWAP/BBU/6817
Pair
OCEAN_USDT
Interval
12h
Score
462015
Daily Profit
0.210602
Profit Factor
2.674174
Profitability
85.714286
Streak
706.291716
Best Strategy
Training Data Length
1412.500000
Evaluation Time
2025-10-03 10:00
Expiration Time
2024-08-12 12:00

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 283251.1293 297475.984 -14224.8546 -50489.0365 -249425.9071 198936.8706
Total P&L (%) 283.2511 297.476 -14.2249 -50.489 -249.4259 198.9369
Avg Daily Profit (%) 0.2005 0.2106 -0.0101 -0.0498 0 0.0776
Buy And Hold Return (%) 96.8177 96.8177 96.8177 96.8177 96.8177 96.8177
Max Trade Drawdown -172617 -84497 -106868 -1787932 -1626679 -326116
Profit Factor 1.7359 2.6742 0.9314 0.9819 0.8782 1.271
Total Trades 71 35 36 71 35 36
Winning Trades 57 30 27 57 30 27
Losing Trades 14 5 9 14 5 9
Profitability (%) 80.2817 85.7143 75 80.2817 85.7143 75
Ratio Avg Win / Avg Loss 0.4264 0.4457 0.3105 0.2412 0.1464 0.4237
Largest Winning Trade 45945 45945 27539 380043 380043 223839
Largest Losing Trade -92155 -76319 -92155 -1195613 -1195613 -326116
Avg Bars in Trades 34 62 7 34 62 7
Avg Bars in Winners 13 22 3 13 22 3
Avg Bars in Losers 120 302 19 120 302 19
Bars Traded 2468 2194 274 2468 2194 274
Profit Streak 0 706.2917 0 0 706.2917 0
Trades During Streak 0 8 0 0 8 0
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score -82122 462015 -577261 -667861 -574932 -94164
Evaluation Data
{
    "trading_pair": "OCEAN_USDT",
    "interval": "12h",
    "packets": 25000,
    "actual_packets": 2825,
    "evaluation_days": 1412.5,
    "actual_first_datapoint_time": 1597795200000,
    "first_datapoint_time": 1602331200000,
    "last_datapoint_time": 1719792000000,
    "evaluation_time": 1759474804311,
    "expiration_time": 1723453200000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "vwap",
        "factors": {
            "length": 0,
            "offset": 0
        }
    },
    "second_band": {
        "type": "bbu",
        "factors": {
            "length": 106,
            "offset": 0,
            "std": 2.05393
        }
    }
}
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": [
        [
            283251.1293243623,
            297475.9839564922,
            -14224.8546321298,
            -50489.0365229892,
            -249425.9070914081,
            198936.8705684184
        ],
        [
            283.251129,
            297.475984,
            -14.224855,
            -50.489037,
            -249.425907,
            198.936871
        ],
        [
            0.200532,
            0.210602,
            -0.010071,
            -0.049756,
            0,
            0.077557
        ],
        [
            96.817743,
            96.817743,
            96.817743,
            96.817743,
            96.817743,
            96.817743
        ],
        [
            -172617,
            -84497,
            -106868,
            -1787932,
            -1626679,
            -326116
        ],
        [
            1.735911,
            2.674174,
            0.931352,
            0.98185,
            0.878184,
            1.270961
        ],
        [
            71,
            35,
            36,
            71,
            35,
            36
        ],
        [
            57,
            30,
            27,
            57,
            30,
            27
        ],
        [
            14,
            5,
            9,
            14,
            5,
            9
        ],
        [
            80.28169,
            85.714286,
            75,
            80.28169,
            85.714286,
            75
        ],
        [
            0.426364,
            0.445696,
            0.310451,
            0.241156,
            0.146364,
            0.423654
        ],
        [
            45945,
            45945,
            27539,
            380043,
            380043,
            223839
        ],
        [
            -92155,
            -76319,
            -92155,
            -1195613,
            -1195613,
            -326116
        ],
        [
            34,
            62,
            7,
            34,
            62,
            7
        ],
        [
            13,
            22,
            3,
            13,
            22,
            3
        ],
        [
            120,
            302,
            19,
            120,
            302,
            19
        ],
        [
            2468,
            2194,
            274,
            2468,
            2194,
            274
        ],
        [
            0,
            706.291716,
            0,
            0,
            706.291717,
            0
        ],
        [
            0,
            8,
            0,
            0,
            8,
            0
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            -82122,
            462015,
            -577261,
            -667861,
            -574932,
            -94164
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "OCEAN_USDT",
    "interval": "12h",
    "packets": 25000,
    "actual_packets": 2825,
    "evaluation_days": 1412.5,
    "actual_first_datapoint_time": 1597795200000,
    "first_datapoint_time": 1602331200000,
    "last_datapoint_time": 1719792000000,
    "evaluation_time": 1759474804311,
    "expiration_time": 1723453200000,
    "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": 106,
            "offset": 0,
            "std": 2.05393
        }
    }
}

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)