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

Trade: ONE/USDT/120/SINWMA/VWAP/2236

Strategy
ONE/USDT/120/SINWMA/VWAP/2236
Pair
ONE_USDT
Interval
2h
Score
344545
Daily Profit
0.596972
Profit Factor
1.758221
Profitability
30.020284
Streak
0.000000
Best Strategy
Training Data Length
2083.330000
Evaluation Time
2025-10-02 17:43
Expiration Time
2025-12-16 16:00

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 1243689.6277 1083643.8968 160045.7309 6896619.5364 -285654.7417 7182274.2781
Total P&L (%) 1243.6896 1083.6439 160.0457 6896.6195 -285.6547 7182.2743
Avg Daily Profit (%) 0.597 0.5202 0.0768 0.2041 0 0.206
Buy And Hold Return (%) 95.6947 95.6947 95.6947 95.6947 95.6947 95.6947
Max Trade Drawdown -128087 -103015 -214459 -16077183 -15111415 -6497780
Profit Factor 1.7582 2.3051 1.1976 1.1099 0.992 1.2654
Total Trades 493 246 247 493 246 247
Winning Trades 148 64 84 148 64 84
Losing Trades 345 182 163 345 182 163
Profitability (%) 30.0203 26.0163 34.0081 30.0203 26.0163 34.0081
Ratio Avg Win / Avg Loss 4.0986 6.5551 2.3239 2.5872 2.821 2.4554
Largest Winning Trade 556547 556547 54957 10039871 10039871 3444022
Largest Losing Trade -20794 -20794 -19780 -3521506 -3521506 -1494114
Avg Bars in Trades 50 49 51 50 49 51
Avg Bars in Winners 115 121 110 115 121 110
Avg Bars in Losers 22 23 21 22 23 21
Bars Traded 24866 12065 12801 24866 12065 12801
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 344545 -9441 -106987 -95665 -602604 129258
Evaluation Data
{
    "trading_pair": "ONE_USDT",
    "interval": "2h",
    "packets": 25000,
    "actual_packets": 25000,
    "evaluation_days": 2083.33,
    "actual_first_datapoint_time": 1579348800000,
    "first_datapoint_time": 1580032800000,
    "last_datapoint_time": 1759413600000,
    "evaluation_time": 1759416238586,
    "expiration_time": 1765893600000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "sinwma",
        "factors": {
            "length": 96,
            "offset": 0
        }
    },
    "second_band": {
        "type": "vwap",
        "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": [
        [
            1243689.6276689337,
            1083643.8967808546,
            160045.7308880801,
            6896619.536390988,
            -285654.7416606494,
            7182274.278051633
        ],
        [
            1243.689628,
            1083.643897,
            160.045731,
            6896.619536,
            -285.654742,
            7182.274278
        ],
        [
            0.596972,
            0.52015,
            0.076822,
            0.204113,
            0,
            0.206038
        ],
        [
            95.694716,
            95.694716,
            95.694716,
            95.694716,
            95.694716,
            95.694716
        ],
        [
            -128087,
            -103015,
            -214459,
            -16077183,
            -15111415,
            -6497780
        ],
        [
            1.758221,
            2.305088,
            1.1976,
            1.109883,
            0.991998,
            1.265385
        ],
        [
            493,
            246,
            247,
            493,
            246,
            247
        ],
        [
            148,
            64,
            84,
            148,
            64,
            84
        ],
        [
            345,
            182,
            163,
            345,
            182,
            163
        ],
        [
            30.020284,
            26.01626,
            34.008097,
            30.020284,
            26.01626,
            34.008097
        ],
        [
            4.098557,
            6.555094,
            2.323913,
            2.587228,
            2.820995,
            2.455449
        ],
        [
            556547,
            556547,
            54957,
            10039871,
            10039871,
            3444022
        ],
        [
            -20794,
            -20794,
            -19780,
            -3521506,
            -3521506,
            -1494114
        ],
        [
            50,
            49,
            51,
            50,
            49,
            51
        ],
        [
            115,
            121,
            110,
            115,
            121,
            110
        ],
        [
            22,
            23,
            21,
            22,
            23,
            21
        ],
        [
            24866,
            12065,
            12801,
            24866,
            12065,
            12801
        ],
        [
            0,
            0,
            0,
            0,
            0,
            0
        ],
        [
            0,
            0,
            0,
            0,
            0,
            0
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            344545,
            -9441,
            -106987,
            -95665,
            -602604,
            129258
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "ONE_USDT",
    "interval": "2h",
    "packets": 25000,
    "actual_packets": 25000,
    "evaluation_days": 2083.33,
    "actual_first_datapoint_time": 1579348800000,
    "first_datapoint_time": 1580032800000,
    "last_datapoint_time": 1759413600000,
    "evaluation_time": 1759416238586,
    "expiration_time": 1765893600000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "sinwma",
        "factors": {
            "length": 96,
            "offset": 0
        }
    },
    "second_band": {
        "type": "vwap",
        "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)