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Trade: ONE/USDT/240/VWMA/MIDPOINT/3288

Strategy
ONE/USDT/240/VWMA/MIDPOINT/3288
Pair
ONE_USDT
Interval
4h
Score
611268
Daily Profit
0.876053
Profit Factor
3.125861
Profitability
41.666667
Streak
11.365465
Best Strategy
Training Data Length
2315.830000
Evaluation Time
2025-10-03 11:46
Expiration Time
2025-12-11 17:24

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 2028789.0908 1969617.2163 59171.8745 242645.7863 1311175.0242 -1068529.2379
Total P&L (%) 2028.7891 1969.6172 59.1719 242.6458 1311.175 -1068.5292
Avg Daily Profit (%) 0.8761 0.8505 0.0256 0.0532 0.1144 0
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -152577 -93628 -154921 -1863845 -774874 -1451483
Profit Factor 3.1259 5.3381 1.1183 1.0457 1.6024 0.6589
Total Trades 144 72 72 144 72 72
Winning Trades 60 27 33 60 27 33
Losing Trades 84 45 39 84 45 39
Profitability (%) 41.6667 37.5 45.8333 41.6667 37.5 45.8333
Ratio Avg Win / Avg Loss 4.3762 8.8968 1.3216 1.464 2.6706 0.7787
Largest Winning Trade 1905229 1905229 57276 2001758 2001758 266312
Largest Losing Trade -59514 -59514 -55294 -1164963 -560544 -1164963
Avg Bars in Trades 93 90 95 93 90 95
Avg Bars in Winners 140 146 135 140 146 135
Avg Bars in Losers 59 57 61 59 57 61
Bars Traded 13402 6530 6872 13402 6530 6872
Profit Streak 11.3655 0 79.5321 11.3655 0 79.5321
Trades During Streak 1 0 3 1 0 3
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 611268 -63066 -329598 -294359 -121187 -660488
Evaluation Data
{
    "trading_pair": "ONE_USDT",
    "interval": "4h",
    "packets": 25000,
    "actual_packets": 13895,
    "evaluation_days": 2315.83,
    "actual_first_datapoint_time": 1559361600000,
    "first_datapoint_time": 1562515200000,
    "last_datapoint_time": 1759464000000,
    "evaluation_time": 1759481176228,
    "expiration_time": 1765466640000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "vwma",
        "factors": {
            "length": 220,
            "offset": 0
        }
    },
    "second_band": {
        "type": "midpoint",
        "factors": {
            "length": 139,
            "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": [
        [
            2028789.0907682516,
            1969617.2162921934,
            59171.8744760593,
            242645.7863389158,
            1311175.0242201833,
            -1068529.237881267
        ],
        [
            2028.789091,
            1969.617216,
            59.171874,
            242.645786,
            1311.175024,
            -1068.529238
        ],
        [
            0.876053,
            0.850502,
            0.025551,
            0.053193,
            0.114366,
            0
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -152577,
            -93628,
            -154921,
            -1863845,
            -774874,
            -1451483
        ],
        [
            3.125861,
            5.338057,
            1.118272,
            1.045705,
            1.602386,
            0.658866
        ],
        [
            144,
            72,
            72,
            144,
            72,
            72
        ],
        [
            60,
            27,
            33,
            60,
            27,
            33
        ],
        [
            84,
            45,
            39,
            84,
            45,
            39
        ],
        [
            41.666667,
            37.5,
            45.833333,
            41.666667,
            37.5,
            45.833333
        ],
        [
            4.376206,
            8.896762,
            1.321594,
            1.463987,
            2.670643,
            0.778659
        ],
        [
            1905229,
            1905229,
            57276,
            2001758,
            2001758,
            266312
        ],
        [
            -59514,
            -59514,
            -55294,
            -1164963,
            -560544,
            -1164963
        ],
        [
            93,
            90,
            95,
            93,
            90,
            95
        ],
        [
            140,
            146,
            135,
            140,
            146,
            135
        ],
        [
            59,
            57,
            61,
            59,
            57,
            61
        ],
        [
            13402,
            6530,
            6872,
            13402,
            6530,
            6872
        ],
        [
            11.365465,
            0,
            79.532132,
            11.365466,
            0,
            79.532132
        ],
        [
            1,
            0,
            3,
            1,
            0,
            3
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            611268,
            -63066,
            -329598,
            -294359,
            -121187,
            -660488
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "ONE_USDT",
    "interval": "4h",
    "packets": 25000,
    "actual_packets": 13895,
    "evaluation_days": 2315.83,
    "actual_first_datapoint_time": 1559361600000,
    "first_datapoint_time": 1562515200000,
    "last_datapoint_time": 1759464000000,
    "evaluation_time": 1759481176228,
    "expiration_time": 1765466640000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "vwma",
        "factors": {
            "length": 220,
            "offset": 0
        }
    },
    "second_band": {
        "type": "midpoint",
        "factors": {
            "length": 139,
            "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)