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Trade: ONE/USDT/120/SSF/VWAP/4771

Strategy
ONE/USDT/120/SSF/VWAP/4771
Pair
ONE_USDT
Interval
2h
Score
331542
Daily Profit
0.536153
Profit Factor
1.912383
Profitability
31.609195
Streak
0.000000
Best Strategy
Training Data Length
2083.330000
Evaluation Time
2025-10-10 16:35
Expiration Time
2025-12-24 14:00

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 1116984.6274 1023847.0404 93137.587 2018638.7729 1368865.6585 649773.1143
Total P&L (%) 1116.9846 1023.847 93.1376 2018.6388 1368.8657 649.7731
Avg Daily Profit (%) 0.5362 0.4914 0.0447 0.1467 0.1291 0.0967
Buy And Hold Return (%) 52.5974 52.5974 52.5974 52.5974 52.5974 52.5974
Max Trade Drawdown -191292 -92915 -200812 -3467570 -2210548 -1366953
Profit Factor 1.9124 2.7302 1.1473 1.1251 1.1764 1.0776
Total Trades 348 174 174 348 174 174
Winning Trades 110 48 62 110 48 62
Losing Trades 238 126 112 238 126 112
Profitability (%) 31.6092 27.5862 35.6322 31.6092 27.5862 35.6322
Ratio Avg Win / Avg Loss 4.1377 7.1667 2.0725 2.4343 3.0881 1.9466
Largest Winning Trade 437036 437036 66523 1990604 1990604 1831480
Largest Losing Trade -35327 -35176 -35327 -1019279 -500730 -1019279
Avg Bars in Trades 71 66 75 71 66 75
Avg Bars in Winners 148 145 149 148 145 149
Avg Bars in Losers 35 36 34 35 36 34
Bars Traded 24808 11627 13181 24808 11627 13181
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 331542 -2322 -204280 -83951 -63712 -202699
Evaluation Data
{
    "trading_pair": "ONE_USDT",
    "interval": "2h",
    "packets": 25000,
    "actual_packets": 25000,
    "evaluation_days": 2083.33,
    "actual_first_datapoint_time": 1580032800000,
    "first_datapoint_time": 1581220800000,
    "last_datapoint_time": 1760097600000,
    "evaluation_time": 1760103309304,
    "expiration_time": 1766577600000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "ssf",
        "factors": {
            "length": 10,
            "offset": 165,
            "poles": 3
        }
    },
    "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": [
        [
            1116984.6274229437,
            1023847.0404139597,
            93137.5870089832,
            2018638.7728638705,
            1368865.658546664,
            649773.1143172074
        ],
        [
            1116.984627,
            1023.84704,
            93.137587,
            2018.638773,
            1368.865659,
            649.773114
        ],
        [
            0.536153,
            0.491447,
            0.044706,
            0.146669,
            0.129063,
            0.096748
        ],
        [
            52.597403,
            52.597403,
            52.597403,
            52.597403,
            52.597403,
            52.597403
        ],
        [
            -191292,
            -92915,
            -200812,
            -3467570,
            -2210548,
            -1366953
        ],
        [
            1.912383,
            2.730158,
            1.147257,
            1.125116,
            1.176427,
            1.077582
        ],
        [
            348,
            174,
            174,
            348,
            174,
            174
        ],
        [
            110,
            48,
            62,
            110,
            48,
            62
        ],
        [
            238,
            126,
            112,
            238,
            126,
            112
        ],
        [
            31.609195,
            27.586207,
            35.632184,
            31.609195,
            27.586207,
            35.632184
        ],
        [
            4.137702,
            7.166666,
            2.072464,
            2.434342,
            3.088121,
            1.9466
        ],
        [
            437036,
            437036,
            66523,
            1990604,
            1990604,
            1831480
        ],
        [
            -35327,
            -35176,
            -35327,
            -1019279,
            -500730,
            -1019279
        ],
        [
            71,
            66,
            75,
            71,
            66,
            75
        ],
        [
            148,
            145,
            149,
            148,
            145,
            149
        ],
        [
            35,
            36,
            34,
            35,
            36,
            34
        ],
        [
            24808,
            11627,
            13181,
            24808,
            11627,
            13181
        ],
        [
            0,
            0,
            0,
            0,
            0,
            0
        ],
        [
            0,
            0,
            0,
            0,
            0,
            0
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            331542,
            -2322,
            -204280,
            -83951,
            -63712,
            -202699
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "ONE_USDT",
    "interval": "2h",
    "packets": 25000,
    "actual_packets": 25000,
    "evaluation_days": 2083.33,
    "actual_first_datapoint_time": 1580032800000,
    "first_datapoint_time": 1581220800000,
    "last_datapoint_time": 1760097600000,
    "evaluation_time": 1760103309304,
    "expiration_time": 1766577600000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "ssf",
        "factors": {
            "length": 10,
            "offset": 165,
            "poles": 3
        }
    },
    "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)