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Trade: ONE/USDT/120/EMA/VWMA/3614

Strategy
ONE/USDT/120/EMA/VWMA/3614
Pair
ONE_USDT
Interval
2h
Score
436475
Daily Profit
0.472435
Profit Factor
2.042550
Profitability
43.537415
Streak
0.000000
Best Strategy
Training Data Length
2082.500000
Evaluation Time
2025-09-26 18:42
Expiration Time
2025-12-08 15:16

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 983846.0356 965199.0782 18646.9574 -146694.5372 140829.5499 -287524.0871
Total P&L (%) 983.846 965.1991 18.647 -146.6945 140.8296 -287.5241
Avg Daily Profit (%) 0.4724 0.4635 0.009 0 0.0422 0
Buy And Hold Return (%) 87.9921 87.9921 87.9921 87.9921 87.9921 87.9921
Max Trade Drawdown -195804 -187252 -186836 -918102 -418190 -607546
Profit Factor 2.0426 3.0007 1.0404 0.9113 1.1828 0.6749
Total Trades 147 73 74 147 73 74
Winning Trades 64 30 34 86 45 41
Losing Trades 83 43 40 61 28 33
Profitability (%) 43.5374 41.0959 45.9459 58.5034 61.6438 55.4054
Ratio Avg Win / Avg Loss 2.6489 4.301 1.224 0.6464 0.736 0.5432
Largest Winning Trade 309706 309706 81275 439003 439003 90128
Largest Losing Trade -101754 -28582 -101754 -549610 -184794 -549610
Avg Bars in Trades 165 172 158 165 172 158
Avg Bars in Winners 246 275 221 133 138 127
Avg Bars in Losers 102 100 105 211 226 197
Bars Traded 24318 12573 11745 24318 12573 11745
Profit Streak 0 0 0 27.7378 28.4878 27.7378
Trades During Streak 0 0 0 2 1 1
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 436475 -59399 -588738 -578275 -236815 -643716

Evaluation Data

{
    "trading_pair": "ONE_USDT",
    "interval": "2h",
    "packets": 25000,
    "actual_packets": 24990,
    "evaluation_days": 2082.5,
    "actual_first_datapoint_time": 1578729600000,
    "first_datapoint_time": 1580198400000,
    "last_datapoint_time": 1758722400000,
    "evaluation_time": 1758901343615,
    "expiration_time": 1765199808000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}

Factors

{
    "first_band": {
        "type": "ema",
        "factors": {
            "length": 205,
            "offset": 0
        }
    },
    "second_band": {
        "type": "vwma",
        "factors": {
            "length": 141,
            "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": [
        [
            983846.0356070898,
            965199.0782275125,
            18646.9573795767,
            -146694.5372095421,
            140829.549855541,
            -287524.0870650833
        ],
        [
            983.846036,
            965.199078,
            18.646957,
            -146.694537,
            140.82955,
            -287.524087
        ],
        [
            0.472435,
            0.463481,
            0.008954,
            0,
            0.042214,
            0
        ],
        [
            87.992126,
            87.992126,
            87.992126,
            87.992126,
            87.992126,
            87.992126
        ],
        [
            -195804,
            -187252,
            -186836,
            -918102,
            -418190,
            -607546
        ],
        [
            2.04255,
            3.000695,
            1.040426,
            0.911348,
            1.182802,
            0.674868
        ],
        [
            147,
            73,
            74,
            147,
            73,
            74
        ],
        [
            64,
            30,
            34,
            86,
            45,
            41
        ],
        [
            83,
            43,
            40,
            61,
            28,
            33
        ],
        [
            43.537415,
            41.09589,
            45.945946,
            58.503401,
            61.643836,
            55.405405
        ],
        [
            2.648932,
            4.300995,
            1.224031,
            0.646421,
            0.735966,
            0.543186
        ],
        [
            309706,
            309706,
            81275,
            439003,
            439003,
            90128
        ],
        [
            -101754,
            -28582,
            -101754,
            -549610,
            -184794,
            -549610
        ],
        [
            165,
            172,
            158,
            165,
            172,
            158
        ],
        [
            246,
            275,
            221,
            133,
            138,
            127
        ],
        [
            102,
            100,
            105,
            211,
            226,
            197
        ],
        [
            24318,
            12573,
            11745,
            24318,
            12573,
            11745
        ],
        [
            0,
            0,
            0,
            27.737773,
            28.487773,
            27.737773
        ],
        [
            0,
            0,
            0,
            2,
            1,
            1
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            436475,
            -59399,
            -588738,
            -578275,
            -236815,
            -643716
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "ONE_USDT",
    "interval": "2h",
    "packets": 25000,
    "actual_packets": 24990,
    "evaluation_days": 2082.5,
    "actual_first_datapoint_time": 1578729600000,
    "first_datapoint_time": 1580198400000,
    "last_datapoint_time": 1758722400000,
    "evaluation_time": 1758901343615,
    "expiration_time": 1765199808000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "ema",
        "factors": {
            "length": 205,
            "offset": 0
        }
    },
    "second_band": {
        "type": "vwma",
        "factors": {
            "length": 141,
            "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)