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Trade: ONE/USDT/120/VWMA/T3/3897

Strategy
ONE/USDT/120/VWMA/T3/3897
Pair
ONE_USDT
Interval
2h
Score
376236
Daily Profit
0.302405
Profit Factor
1.342800
Profitability
46.329114
Streak
0.000000
Best Strategy
Training Data Length
2083.330000
Evaluation Time
2025-10-05 14:26
Expiration Time
2025-12-19 12:00

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 630009.9691 598218.7592 31791.2098 376437.7281 1361109.4547 -984671.7266
Total P&L (%) 630.01 598.2188 31.7912 376.4377 1361.1095 -984.6717
Avg Daily Profit (%) 0.3024 0.2871 0.0153 0.075 0.1288 0
Buy And Hold Return (%) 102.1696 102.1696 102.1696 102.1696 102.1696 102.1696
Max Trade Drawdown -139620 -113303 -242096 -3099370 -1466511 -2509404
Profit Factor 1.3428 1.745 1.0307 1.0222 1.1749 0.8931
Total Trades 395 197 198 395 197 198
Winning Trades 183 87 96 183 87 96
Losing Trades 212 110 102 212 110 102
Profitability (%) 46.3291 44.1624 48.4848 46.3291 44.1624 48.4848
Ratio Avg Win / Avg Loss 1.5556 2.2064 1.0951 1.1841 1.4855 0.9489
Largest Winning Trade 96831 96831 57143 906226 906226 666122
Largest Losing Trade -40125 -25008 -40125 -824356 -465305 -824356
Avg Bars in Trades 62 56 69 62 56 69
Avg Bars in Winners 73 66 79 73 66 79
Avg Bars in Losers 53 48 60 53 48 60
Bars Traded 24862 11063 13799 24862 11063 13799
Profit Streak 0 18.5602 0 0 18.5602 0
Trades During Streak 0 1 0 0 1 0
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 376236 363423 -525081 -290877 -50040 -580886
Evaluation Data
{
    "trading_pair": "ONE_USDT",
    "interval": "2h",
    "packets": 25000,
    "actual_packets": 25000,
    "evaluation_days": 2083.33,
    "actual_first_datapoint_time": 1579593600000,
    "first_datapoint_time": 1580205600000,
    "last_datapoint_time": 1759658400000,
    "evaluation_time": 1759663605491,
    "expiration_time": 1766138400000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "vwma",
        "factors": {
            "length": 86,
            "offset": 0
        }
    },
    "second_band": {
        "type": "t3",
        "factors": {
            "length": 33,
            "offset": 0,
            "a": 0.61869
        }
    }
}
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": [
        [
            630009.9690722298,
            598218.759232016,
            31791.209840214,
            376437.7281038375,
            1361109.4546857965,
            -984671.7265819571
        ],
        [
            630.009969,
            598.218759,
            31.79121,
            376.437728,
            1361.109455,
            -984.671727
        ],
        [
            0.302405,
            0.287145,
            0.01526,
            0.074964,
            0.128809,
            0
        ],
        [
            102.169625,
            102.169625,
            102.169625,
            102.169625,
            102.169625,
            102.169625
        ],
        [
            -139620,
            -113303,
            -242096,
            -3099370,
            -1466511,
            -2509404
        ],
        [
            1.3428,
            1.745034,
            1.030719,
            1.022154,
            1.174876,
            0.893069
        ],
        [
            395,
            197,
            198,
            395,
            197,
            198
        ],
        [
            183,
            87,
            96,
            183,
            87,
            96
        ],
        [
            212,
            110,
            102,
            212,
            110,
            102
        ],
        [
            46.329114,
            44.162437,
            48.484848,
            46.329114,
            44.162437,
            48.484848
        ],
        [
            1.555594,
            2.206364,
            1.095139,
            1.184135,
            1.485476,
            0.948886
        ],
        [
            96831,
            96831,
            57143,
            906226,
            906226,
            666122
        ],
        [
            -40125,
            -25008,
            -40125,
            -824356,
            -465305,
            -824356
        ],
        [
            62,
            56,
            69,
            62,
            56,
            69
        ],
        [
            73,
            66,
            79,
            73,
            66,
            79
        ],
        [
            53,
            48,
            60,
            53,
            48,
            60
        ],
        [
            24862,
            11063,
            13799,
            24862,
            11063,
            13799
        ],
        [
            0,
            18.560249,
            0,
            0,
            18.560249,
            0
        ],
        [
            0,
            1,
            0,
            0,
            1,
            0
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            376236,
            363423,
            -525081,
            -290877,
            -50040,
            -580886
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "ONE_USDT",
    "interval": "2h",
    "packets": 25000,
    "actual_packets": 25000,
    "evaluation_days": 2083.33,
    "actual_first_datapoint_time": 1579593600000,
    "first_datapoint_time": 1580205600000,
    "last_datapoint_time": 1759658400000,
    "evaluation_time": 1759663605491,
    "expiration_time": 1766138400000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "vwma",
        "factors": {
            "length": 86,
            "offset": 0
        }
    },
    "second_band": {
        "type": "t3",
        "factors": {
            "length": 33,
            "offset": 0,
            "a": 0.61869
        }
    }
}

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)