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Trade: ONE/USDT/240/VWAP/HLC3/8784

Strategy
ONE/USDT/240/VWAP/HLC3/8784
Pair
ONE_USDT
Interval
4h
Score
300073
Daily Profit
0.176441
Profit Factor
1.204582
Profitability
38.506418
Streak
16.360863
Best Strategy
Training Data Length
2320.170000
Evaluation Time
2025-10-07 19:39
Expiration Time
2025-12-16 04:31

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 365582.1522 409372.6339 -43790.4817 -90830.6459 -65903.2552 -24927.3907
Total P&L (%) 365.5822 409.3726 -43.7905 -90.8306 -65.9033 -24.9274
Avg Daily Profit (%) 0.1576 0.1764 -0.0189 -0.1029 -0.0464 -0.0124
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -268093 -141789 -368569 -120708 -94044 -75995
Profit Factor 1.0903 1.2046 0.9786 0.8694 0.8241 0.9224
Total Trades 1713 857 856 1713 857 856
Winning Trades 659 330 329 659 330 329
Losing Trades 1054 527 527 1054 527 527
Profitability (%) 38.4705 38.5064 38.4346 38.4705 38.5064 38.4346
Ratio Avg Win / Avg Loss 1.7439 1.9237 1.5675 1.3906 1.316 1.4775
Largest Winning Trade 52982 52982 47096 21027 21027 15284
Largest Losing Trade -88772 -27915 -88772 -21714 -17586 -21714
Avg Bars in Trades 8 7 8 8 7 8
Avg Bars in Winners 11 10 12 11 10 12
Avg Bars in Losers 6 6 5 6 6 5
Bars Traded 13902 6773 7129 13902 6773 7129
Profit Streak 16.3609 16.3609 17.1942 16.3609 16.3609 17.1942
Trades During Streak 2 1 1 2 1 1
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score -108793 300073 -577735 -575109 -578807 -578846
Evaluation Data
{
    "trading_pair": "ONE_USDT",
    "interval": "4h",
    "packets": 25000,
    "actual_packets": 13921,
    "evaluation_days": 2320.17,
    "actual_first_datapoint_time": 1559361600000,
    "first_datapoint_time": 1559361600000,
    "last_datapoint_time": 1759838400000,
    "evaluation_time": 1759855178588,
    "expiration_time": 1765852272000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "vwap",
        "factors": {
            "length": 0,
            "offset": 0
        }
    },
    "second_band": {
        "type": "hlc3",
        "factors": {
            "length": 0,
            "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": [
        [
            365582.1522042482,
            409372.6339236199,
            -43790.4817193716,
            -90830.6458736183,
            -65903.2551688483,
            -24927.3907047702
        ],
        [
            365.582152,
            409.372634,
            -43.790482,
            -90.830646,
            -65.903255,
            -24.927391
        ],
        [
            0.157567,
            0.176441,
            -0.018874,
            -0.102927,
            -0.046364,
            -0.012357
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -268093,
            -141789,
            -368569,
            -120708,
            -94044,
            -75995
        ],
        [
            1.090329,
            1.204582,
            0.978599,
            0.869437,
            0.824053,
            0.922374
        ],
        [
            1713,
            857,
            856,
            1713,
            857,
            856
        ],
        [
            659,
            330,
            329,
            659,
            330,
            329
        ],
        [
            1054,
            527,
            527,
            1054,
            527,
            527
        ],
        [
            38.47052,
            38.506418,
            38.434579,
            38.47052,
            38.506418,
            38.434579
        ],
        [
            1.743865,
            1.923681,
            1.567543,
            1.390572,
            1.315988,
            1.477481
        ],
        [
            52982,
            52982,
            47096,
            21027,
            21027,
            15284
        ],
        [
            -88772,
            -27915,
            -88772,
            -21714,
            -17586,
            -21714
        ],
        [
            8,
            7,
            8,
            8,
            7,
            8
        ],
        [
            11,
            10,
            12,
            11,
            10,
            12
        ],
        [
            6,
            6,
            5,
            6,
            6,
            5
        ],
        [
            13902,
            6773,
            7129,
            13902,
            6773,
            7129
        ],
        [
            16.360863,
            16.360863,
            17.194196,
            16.360863,
            16.360863,
            17.194197
        ],
        [
            2,
            1,
            1,
            2,
            1,
            1
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            -108793,
            300073,
            -577735,
            -575109,
            -578807,
            -578846
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "ONE_USDT",
    "interval": "4h",
    "packets": 25000,
    "actual_packets": 13921,
    "evaluation_days": 2320.17,
    "actual_first_datapoint_time": 1559361600000,
    "first_datapoint_time": 1559361600000,
    "last_datapoint_time": 1759838400000,
    "evaluation_time": 1759855178588,
    "expiration_time": 1765852272000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "vwap",
        "factors": {
            "length": 0,
            "offset": 0
        }
    },
    "second_band": {
        "type": "hlc3",
        "factors": {
            "length": 0,
            "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)