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Trade: ONE/USDT/120/VWMA/WMA/6644

Strategy
ONE/USDT/120/VWMA/WMA/6644
Pair
ONE_USDT
Interval
2h
Score
588327
Daily Profit
0.550136
Profit Factor
2.803259
Profitability
49.122807
Streak
0.000000
Best Strategy
Training Data Length
2082.750000
Evaluation Time
2025-10-03 11:45
Expiration Time
2025-12-17 09:29

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 1145795.2359 952010.7541 193784.4818 28672691.236 16425846.9705 12246844.2656
Total P&L (%) 1145.7952 952.0108 193.7845 28672.6912 16425.847 12246.8443
Avg Daily Profit (%) 0.5501 0.4571 0.093 0.2722 0.2455 0.2315
Buy And Hold Return (%) 49.8499 49.8499 49.8499 49.8499 49.8499 49.8499
Max Trade Drawdown -69727 -71537 -96001 -17945101 -12714872 -14825131
Profit Factor 2.8033 4.9107 1.4944 1.3552 1.4667 1.269
Total Trades 114 57 57 114 57 57
Winning Trades 56 28 28 56 28 28
Losing Trades 58 29 29 58 29 29
Profitability (%) 49.1228 49.1228 49.1228 49.1228 49.1228 49.1228
Ratio Avg Win / Avg Loss 2.9034 5.0861 1.5478 1.4036 1.5191 1.3143
Largest Winning Trade 337875 337875 85544 9743534 9743534 9580555
Largest Losing Trade -39340 -24135 -39340 -14825131 -7423432 -14825131
Avg Bars in Trades 214 183 246 214 183 246
Avg Bars in Winners 309 247 371 309 247 371
Avg Bars in Losers 123 122 124 123 122 124
Bars Traded 24485 10463 14022 24485 10463 14022
Profit Streak 0 0 20.5317 0 0 20.5317
Trades During Streak 0 0 1 0 0 1
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 588327 -162431 -248531 325370 -169755 -171641
Evaluation Data
{
    "trading_pair": "ONE_USDT",
    "interval": "2h",
    "packets": 25000,
    "actual_packets": 24993,
    "evaluation_days": 2082.75,
    "actual_first_datapoint_time": 1579464000000,
    "first_datapoint_time": 1581105600000,
    "last_datapoint_time": 1759478400000,
    "evaluation_time": 1759481135866,
    "expiration_time": 1765956585600,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "vwma",
        "factors": {
            "length": 229,
            "offset": 0
        }
    },
    "second_band": {
        "type": "wma",
        "factors": {
            "length": 133,
            "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": [
        [
            1145795.235901507,
            952010.754114052,
            193784.4817874554,
            28672691.23602234,
            16425846.970462294,
            12246844.26556005
        ],
        [
            1145.795236,
            952.010754,
            193.784482,
            28672.691236,
            16425.84697,
            12246.844266
        ],
        [
            0.550136,
            0.457093,
            0.093043,
            0.272223,
            0.24553,
            0.2315
        ],
        [
            49.84985,
            49.84985,
            49.84985,
            49.84985,
            49.84985,
            49.84985
        ],
        [
            -69727,
            -71537,
            -96001,
            -17945101,
            -12714872,
            -14825131
        ],
        [
            2.803259,
            4.910704,
            1.494392,
            1.355225,
            1.466733,
            1.269021
        ],
        [
            114,
            57,
            57,
            114,
            57,
            57
        ],
        [
            56,
            28,
            28,
            56,
            28,
            28
        ],
        [
            58,
            29,
            29,
            58,
            29,
            29
        ],
        [
            49.122807,
            49.122807,
            49.122807,
            49.122807,
            49.122807,
            49.122807
        ],
        [
            2.903376,
            5.086086,
            1.547763,
            1.403626,
            1.519116,
            1.314343
        ],
        [
            337875,
            337875,
            85544,
            9743534,
            9743534,
            9580555
        ],
        [
            -39340,
            -24135,
            -39340,
            -14825131,
            -7423432,
            -14825131
        ],
        [
            214,
            183,
            246,
            214,
            183,
            246
        ],
        [
            309,
            247,
            371,
            309,
            247,
            371
        ],
        [
            123,
            122,
            124,
            123,
            122,
            124
        ],
        [
            24485,
            10463,
            14022,
            24485,
            10463,
            14022
        ],
        [
            0,
            0,
            20.531665,
            0,
            0,
            20.531665
        ],
        [
            0,
            0,
            1,
            0,
            0,
            1
        ],
        [
            0.8,
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            1.45,
            0.8,
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        ],
        [
            588327,
            -162431,
            -248531,
            325370,
            -169755,
            -171641
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "ONE_USDT",
    "interval": "2h",
    "packets": 25000,
    "actual_packets": 24993,
    "evaluation_days": 2082.75,
    "actual_first_datapoint_time": 1579464000000,
    "first_datapoint_time": 1581105600000,
    "last_datapoint_time": 1759478400000,
    "evaluation_time": 1759481135866,
    "expiration_time": 1765956585600,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "vwma",
        "factors": {
            "length": 229,
            "offset": 0
        }
    },
    "second_band": {
        "type": "wma",
        "factors": {
            "length": 133,
            "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)