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Trade: ONE/USDT/240/VWMA/HILO/7092

Strategy
ONE/USDT/240/VWMA/HILO/7092
Pair
ONE_USDT
Interval
4h
Score
629895
Daily Profit
0.931537
Profit Factor
3.713098
Profitability
40.559441
Streak
10.208032
Best Strategy
Training Data Length
2312.330000
Evaluation Time
2025-09-29 19:59
Expiration Time
2025-12-08 02:52

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 2154020.3843 2061941.7259 92078.6584 2787151.751 3708367.4602 -921215.7092
Total P&L (%) 2154.0204 2061.9417 92.0787 2787.1518 3708.3675 -921.2157
Avg Daily Profit (%) 0.9315 0.8917 0.0398 0.1455 0.1575 0
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -117291 -96029 -121603 -3863345 -2993929 -4042451
Profit Factor 3.7131 6.5588 1.2177 1.1471 1.4141 0.9078
Total Trades 143 72 71 143 72 71
Winning Trades 58 28 30 58 28 30
Losing Trades 85 44 41 85 44 41
Profitability (%) 40.5594 38.8889 42.2535 40.5594 38.8889 42.2535
Ratio Avg Win / Avg Loss 5.4416 10.3066 1.6642 1.6811 2.2222 1.2407
Largest Winning Trade 1715074 1715074 81107 4720398 4720398 1794322
Largest Losing Trade -52077 -29808 -52077 -2601575 -939059 -2601575
Avg Bars in Trades 89 73 106 89 73 106
Avg Bars in Winners 165 135 192 165 135 192
Avg Bars in Losers 38 34 43 38 34 43
Bars Traded 12858 5308 7550 12858 5308 7550
Profit Streak 10.208 13.3747 0 10.208 13.3747 0
Trades During Streak 1 1 0 1 1 0
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 629895 -61401 -228990 -58569 -73607 -669081
Evaluation Data
{
    "trading_pair": "ONE_USDT",
    "interval": "4h",
    "packets": 25000,
    "actual_packets": 13874,
    "evaluation_days": 2312.33,
    "actual_first_datapoint_time": 1559361600000,
    "first_datapoint_time": 1562803200000,
    "last_datapoint_time": 1759161600000,
    "evaluation_time": 1759165173951,
    "expiration_time": 1765155168000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "vwma",
        "factors": {
            "length": 240,
            "offset": 0
        }
    },
    "second_band": {
        "type": "hilo",
        "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": [
        [
            2154020.3843048452,
            2061941.7258638344,
            92078.6584410101,
            2787151.7510283105,
            3708367.4602141622,
            -921215.7091858496
        ],
        [
            2154.020384,
            2061.941726,
            92.078658,
            2787.151751,
            3708.36746,
            -921.215709
        ],
        [
            0.931537,
            0.891716,
            0.039821,
            0.145537,
            0.157532,
            0
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -117291,
            -96029,
            -121603,
            -3863345,
            -2993929,
            -4042451
        ],
        [
            3.713098,
            6.558757,
            1.217681,
            1.14711,
            1.414149,
            0.907804
        ],
        [
            143,
            72,
            71,
            143,
            72,
            71
        ],
        [
            58,
            28,
            30,
            58,
            28,
            30
        ],
        [
            85,
            44,
            41,
            85,
            44,
            41
        ],
        [
            40.559441,
            38.888889,
            42.253521,
            40.559441,
            38.888889,
            42.253521
        ],
        [
            5.441609,
            10.306619,
            1.664164,
            1.681109,
            2.222233,
            1.240665
        ],
        [
            1715074,
            1715074,
            81107,
            4720398,
            4720398,
            1794322
        ],
        [
            -52077,
            -29808,
            -52077,
            -2601575,
            -939059,
            -2601575
        ],
        [
            89,
            73,
            106,
            89,
            73,
            106
        ],
        [
            165,
            135,
            192,
            165,
            135,
            192
        ],
        [
            38,
            34,
            43,
            38,
            34,
            43
        ],
        [
            12858,
            5308,
            7550,
            12858,
            5308,
            7550
        ],
        [
            10.208032,
            13.374698,
            0,
            10.208032,
            13.374698,
            0
        ],
        [
            1,
            1,
            0,
            1,
            1,
            0
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            629895,
            -61401,
            -228990,
            -58569,
            -73607,
            -669081
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "ONE_USDT",
    "interval": "4h",
    "packets": 25000,
    "actual_packets": 13874,
    "evaluation_days": 2312.33,
    "actual_first_datapoint_time": 1559361600000,
    "first_datapoint_time": 1562803200000,
    "last_datapoint_time": 1759161600000,
    "evaluation_time": 1759165173951,
    "expiration_time": 1765155168000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "vwma",
        "factors": {
            "length": 240,
            "offset": 0
        }
    },
    "second_band": {
        "type": "hilo",
        "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)