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Trade: ONE/USDT/240/PWMA/VWAP/2187

Strategy
ONE/USDT/240/PWMA/VWAP/2187
Pair
ONE_USDT
Interval
4h
Score
318317
Daily Profit
0.307629
Profit Factor
1.526583
Profitability
39.115646
Streak
0.000000
Best Strategy
Training Data Length
2320.500000
Evaluation Time
2025-10-08 00:19
Expiration Time
2025-12-16 12:45

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 713853.4459 684570.7956 29282.6503 106378.3192 170958.6016 -64580.2823
Total P&L (%) 713.8534 684.5708 29.2827 106.3783 170.9586 -64.5803
Avg Daily Profit (%) 0.3076 0.295 0.0126 0.0312 0.043 -0.0447
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -152343 -112743 -149936 -1227662 -875596 -868742
Profit Factor 1.5266 2.0476 1.0417 1.0142 1.045 0.9825
Total Trades 294 147 147 294 147 147
Winning Trades 115 50 65 115 50 65
Losing Trades 179 97 82 179 97 82
Profitability (%) 39.1156 34.0136 44.2177 39.1156 34.0136 44.2177
Ratio Avg Win / Avg Loss 2.3762 3.9723 1.3141 1.5786 2.0273 1.2395
Largest Winning Trade 393790 393790 59685 686748 686748 418407
Largest Losing Trade -38570 -36390 -38570 -389405 -230040 -389405
Avg Bars in Trades 45 43 48 45 43 48
Avg Bars in Winners 67 68 67 67 68 67
Avg Bars in Losers 31 30 33 31 30 33
Bars Traded 13493 6371 7122 13493 6371 7122
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 318317 228959 -356223 -357662 -311793 -581524
Evaluation Data
{
    "trading_pair": "ONE_USDT",
    "interval": "4h",
    "packets": 25000,
    "actual_packets": 13923,
    "evaluation_days": 2320.5,
    "actual_first_datapoint_time": 1559361600000,
    "first_datapoint_time": 1561176000000,
    "last_datapoint_time": 1759867200000,
    "evaluation_time": 1759871994844,
    "expiration_time": 1765881936000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "pwma",
        "factors": {
            "length": 109,
            "offset": 18
        }
    },
    "second_band": {
        "type": "vwap",
        "factors": {
            "length": 0,
            "offset": 10
        }
    }
}
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": [
        [
            713853.4459328769,
            684570.7956358653,
            29282.6502970121,
            106378.3192308352,
            170958.6015563274,
            -64580.2823254927
        ],
        [
            713.853446,
            684.570796,
            29.28265,
            106.378319,
            170.958602,
            -64.580282
        ],
        [
            0.307629,
            0.29501,
            0.012619,
            0.031228,
            0.042965,
            -0.044717
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -152343,
            -112743,
            -149936,
            -1227662,
            -875596,
            -868742
        ],
        [
            1.526583,
            2.047598,
            1.041703,
            1.014198,
            1.045022,
            0.982523
        ],
        [
            294,
            147,
            147,
            294,
            147,
            147
        ],
        [
            115,
            50,
            65,
            115,
            50,
            65
        ],
        [
            179,
            97,
            82,
            179,
            97,
            82
        ],
        [
            39.115646,
            34.013605,
            44.217687,
            39.115646,
            34.013605,
            44.217687
        ],
        [
            2.37616,
            3.972341,
            1.314149,
            1.578621,
            2.027342,
            1.239491
        ],
        [
            393790,
            393790,
            59685,
            686748,
            686748,
            418407
        ],
        [
            -38570,
            -36390,
            -38570,
            -389405,
            -230040,
            -389405
        ],
        [
            45,
            43,
            48,
            45,
            43,
            48
        ],
        [
            67,
            68,
            67,
            67,
            68,
            67
        ],
        [
            31,
            30,
            33,
            31,
            30,
            33
        ],
        [
            13493,
            6371,
            7122,
            13493,
            6371,
            7122
        ],
        [
            0,
            0,
            0,
            0,
            0,
            0
        ],
        [
            0,
            0,
            0,
            0,
            0,
            0
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            318317,
            228959,
            -356223,
            -357662,
            -311793,
            -581524
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "ONE_USDT",
    "interval": "4h",
    "packets": 25000,
    "actual_packets": 13923,
    "evaluation_days": 2320.5,
    "actual_first_datapoint_time": 1559361600000,
    "first_datapoint_time": 1561176000000,
    "last_datapoint_time": 1759867200000,
    "evaluation_time": 1759871994844,
    "expiration_time": 1765881936000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "pwma",
        "factors": {
            "length": 109,
            "offset": 18
        }
    },
    "second_band": {
        "type": "vwap",
        "factors": {
            "length": 0,
            "offset": 10
        }
    }
}

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)