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Trade: ONE/USDT/240/VWAP/BBM/4881

Strategy
ONE/USDT/240/VWAP/BBM/4881
Pair
ONE_USDT
Interval
4h
Score
854789
Daily Profit
1.186551
Profit Factor
5.353925
Profitability
49.689441
Streak
29.043505
Best Strategy
Training Data Length
2323.170000
Evaluation Time
2025-10-10 16:02
Expiration Time
2025-12-19 06:40

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 2756560.3699 2490736.5652 265823.8047 53598939.1341 27592190.691 26006748.4431
Total P&L (%) 2756.5604 2490.7366 265.8238 53598.9391 27592.1907 26006.7484
Avg Daily Profit (%) 1.1866 1.0721 0.1144 0.2709 0.2424 0.2398
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -81696 -83139 -61009 -56010146 -18418517 -38249540
Profit Factor 5.3539 9.9241 1.7509 1.4503 1.626 1.347
Total Trades 161 81 80 161 81 80
Winning Trades 80 36 44 80 36 44
Losing Trades 81 45 36 81 45 36
Profitability (%) 49.6894 44.4444 55 49.6894 44.4444 55
Ratio Avg Win / Avg Loss 5.4208 12.4051 1.4325 1.4684 2.0325 1.1021
Largest Winning Trade 2132699 2132699 80861 31268701 24223833 31268701
Largest Losing Trade -37412 -33809 -37412 -25025261 -4999999 -25025261
Avg Bars in Trades 82 73 92 82 73 92
Avg Bars in Winners 117 106 126 117 106 126
Avg Bars in Losers 48 46 50 48 46 50
Bars Traded 13314 5927 7387 13314 5927 7387
Profit Streak 29.0435 54.8768 29.0435 29.0435 54.8768 29.0435
Trades During Streak 3 3 1 3 3 1
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 854789 331774 -56303 426043 -1236 -9520
Evaluation Data
{
    "trading_pair": "ONE_USDT",
    "interval": "4h",
    "packets": 25000,
    "actual_packets": 13939,
    "evaluation_days": 2323.17,
    "actual_first_datapoint_time": 1559361600000,
    "first_datapoint_time": 1562529600000,
    "last_datapoint_time": 1760097600000,
    "evaluation_time": 1760101358841,
    "expiration_time": 1766119248000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "vwap",
        "factors": {
            "length": 0,
            "offset": 220
        }
    },
    "second_band": {
        "type": "bbm",
        "factors": {
            "length": 96,
            "offset": 0,
            "std": 3.48111
        }
    }
}
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": [
        [
            2756560.369920288,
            2490736.565236172,
            265823.8046841173,
            53598939.13409455,
            27592190.690961193,
            26006748.44313335
        ],
        [
            2756.56037,
            2490.736565,
            265.823805,
            53598.939134,
            27592.190691,
            26006.748443
        ],
        [
            1.186551,
            1.072128,
            0.114423,
            0.270944,
            0.242365,
            0.239821
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -81696,
            -83139,
            -61009,
            -56010146,
            -18418517,
            -38249540
        ],
        [
            5.353925,
            9.924069,
            1.750878,
            1.450292,
            1.625962,
            1.346979
        ],
        [
            161,
            81,
            80,
            161,
            81,
            80
        ],
        [
            80,
            36,
            44,
            80,
            36,
            44
        ],
        [
            81,
            45,
            36,
            81,
            45,
            36
        ],
        [
            49.689441,
            44.444444,
            55,
            49.689441,
            44.444444,
            55
        ],
        [
            5.420849,
            12.405086,
            1.432536,
            1.468421,
            2.032453,
            1.102074
        ],
        [
            2132699,
            2132699,
            80861,
            31268701,
            24223833,
            31268701
        ],
        [
            -37412,
            -33809,
            -37412,
            -25025261,
            -4999999,
            -25025261
        ],
        [
            82,
            73,
            92,
            82,
            73,
            92
        ],
        [
            117,
            106,
            126,
            117,
            106,
            126
        ],
        [
            48,
            46,
            50,
            48,
            46,
            50
        ],
        [
            13314,
            5927,
            7387,
            13314,
            5927,
            7387
        ],
        [
            29.043505,
            54.876838,
            29.043505,
            29.043505,
            54.876838,
            29.043505
        ],
        [
            3,
            3,
            1,
            3,
            3,
            1
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            854789,
            331774,
            -56303,
            426043,
            -1236,
            -9520
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "ONE_USDT",
    "interval": "4h",
    "packets": 25000,
    "actual_packets": 13939,
    "evaluation_days": 2323.17,
    "actual_first_datapoint_time": 1559361600000,
    "first_datapoint_time": 1562529600000,
    "last_datapoint_time": 1760097600000,
    "evaluation_time": 1760101358841,
    "expiration_time": 1766119248000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "vwap",
        "factors": {
            "length": 0,
            "offset": 220
        }
    },
    "second_band": {
        "type": "bbm",
        "factors": {
            "length": 96,
            "offset": 0,
            "std": 3.48111
        }
    }
}

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)