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Trade: ONE/USDT/120/VWMA/DCM/2130

Strategy
ONE/USDT/120/VWMA/DCM/2130
Pair
ONE_USDT
Interval
2h
Score
347527
Daily Profit
0.393568
Profit Factor
1.471493
Profitability
38.917526
Streak
0.000000
Best Strategy
Training Data Length
2082.670000
Evaluation Time
2025-10-10 20:36
Expiration Time
2025-12-24 17:25

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 819671.565 887767.1513 -68095.5863 -59674.1215 293073.176 -352747.2975
Total P&L (%) 819.6716 887.7672 -68.0956 -59.6741 293.0732 -352.7473
Avg Daily Profit (%) 0.3936 0.4263 -0.0327 -0.0436 0.0657 0
Buy And Hold Return (%) 57.0671 57.0671 57.0671 57.0671 57.0671 57.0671
Max Trade Drawdown -340691 -176103 -361370 -805433 -427839 -444543
Profit Factor 1.4715 2.0624 0.9246 0.968 1.3133 0.62
Total Trades 388 194 194 388 194 194
Winning Trades 151 66 85 151 66 85
Losing Trades 237 128 109 237 128 109
Profitability (%) 38.9175 34.0206 43.8144 38.9175 34.0206 43.8144
Ratio Avg Win / Avg Loss 2.3096 3.9997 1.1856 1.5193 2.5469 0.7951
Largest Winning Trade 648050 648050 36612 666693 666693 101672
Largest Losing Trade -52967 -31094 -52967 -145582 -125823 -145582
Avg Bars in Trades 63 60 67 63 60 67
Avg Bars in Winners 102 102 103 102 102 103
Avg Bars in Losers 38 38 39 38 38 39
Bars Traded 24729 11667 13062 24729 11667 13062
Profit Streak 0 0 31.9838 0 0 31.9838
Trades During Streak 0 0 1 0 0 1
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 347527 292974 -580516 -580281 -110865 -582182
Evaluation Data
{
    "trading_pair": "ONE_USDT",
    "interval": "2h",
    "packets": 25000,
    "actual_packets": 24992,
    "evaluation_days": 2082.67,
    "actual_first_datapoint_time": 1580104800000,
    "first_datapoint_time": 1580839200000,
    "last_datapoint_time": 1760112000000,
    "evaluation_time": 1760117801223,
    "expiration_time": 1766589926400,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "vwma",
        "factors": {
            "length": 103,
            "offset": 0
        }
    },
    "second_band": {
        "type": "dcm",
        "factors": {
            "length": 44,
            "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": [
        [
            819671.5649687834,
            887767.151258372,
            -68095.5862895894,
            -59674.1214822116,
            293073.1759694339,
            -352747.2974516454
        ],
        [
            819.671565,
            887.767151,
            -68.095586,
            -59.674121,
            293.073176,
            -352.747297
        ],
        [
            0.393568,
            0.426264,
            -0.032696,
            -0.043597,
            0.065746,
            0
        ],
        [
            57.067138,
            57.067138,
            57.067138,
            57.067138,
            57.067138,
            57.067138
        ],
        [
            -340691,
            -176103,
            -361370,
            -805433,
            -427839,
            -444543
        ],
        [
            1.471493,
            2.062369,
            0.924574,
            0.967985,
            1.313268,
            0.620047
        ],
        [
            388,
            194,
            194,
            388,
            194,
            194
        ],
        [
            151,
            66,
            85,
            151,
            66,
            85
        ],
        [
            237,
            128,
            109,
            237,
            128,
            109
        ],
        [
            38.917526,
            34.020619,
            43.814433,
            38.917526,
            34.020619,
            43.814433
        ],
        [
            2.309561,
            3.999747,
            1.18563,
            1.519287,
            2.546945,
            0.795119
        ],
        [
            648050,
            648050,
            36612,
            666693,
            666693,
            101672
        ],
        [
            -52967,
            -31094,
            -52967,
            -145582,
            -125823,
            -145582
        ],
        [
            63,
            60,
            67,
            63,
            60,
            67
        ],
        [
            102,
            102,
            103,
            102,
            102,
            103
        ],
        [
            38,
            38,
            39,
            38,
            38,
            39
        ],
        [
            24729,
            11667,
            13062,
            24729,
            11667,
            13062
        ],
        [
            0,
            0,
            31.98381,
            0,
            0,
            31.98381
        ],
        [
            0,
            0,
            1,
            0,
            0,
            1
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            347527,
            292974,
            -580516,
            -580281,
            -110865,
            -582182
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "ONE_USDT",
    "interval": "2h",
    "packets": 25000,
    "actual_packets": 24992,
    "evaluation_days": 2082.67,
    "actual_first_datapoint_time": 1580104800000,
    "first_datapoint_time": 1580839200000,
    "last_datapoint_time": 1760112000000,
    "evaluation_time": 1760117801223,
    "expiration_time": 1766589926400,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "vwma",
        "factors": {
            "length": 103,
            "offset": 0
        }
    },
    "second_band": {
        "type": "dcm",
        "factors": {
            "length": 44,
            "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)