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Trade: ONE/USDT/360/HILO/VWAP/3280

Strategy
ONE/USDT/360/HILO/VWAP/3280
Pair
ONE_USDT
Interval
6h
Score
341291
Daily Profit
0.462626
Profit Factor
1.529205
Profitability
33.333333
Streak
0.000000
Best Strategy
Training Data Length
2319.000000
Evaluation Time
2025-10-05 23:16
Expiration Time
2025-12-14 09:40

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 1072828.6717 931145.085 141683.5867 994637.2683 265674.5641 728962.7042
Total P&L (%) 1072.8287 931.1451 141.6836 994.6373 265.6746 728.9627
Avg Daily Profit (%) 0.4626 0.4015 0.0611 0.1032 0.0559 0.0912
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -113575 -108685 -234083 -1608657 -1339713 -689850
Profit Factor 1.5292 1.904 1.1421 1.11 1.0548 1.1739
Total Trades 537 268 269 537 268 269
Winning Trades 179 80 99 179 80 99
Losing Trades 358 188 170 358 188 170
Profitability (%) 33.3333 29.8507 36.803 33.3333 29.8507 36.803
Ratio Avg Win / Avg Loss 3.0584 4.4744 1.9612 2.22 2.4787 2.0158
Largest Winning Trade 489216 489216 60657 1008576 1008576 336602
Largest Losing Trade -24720 -18754 -24720 -479529 -299230 -479529
Avg Bars in Trades 17 17 16 17 17 16
Avg Bars in Winners 32 38 27 32 38 27
Avg Bars in Losers 9 9 9 9 9 9
Bars Traded 9223 4772 4451 9223 4772 4451
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 341291 218294 -178472 -156561 -284736 -102828
Evaluation Data
{
    "trading_pair": "ONE_USDT",
    "interval": "6h",
    "packets": 25000,
    "actual_packets": 9276,
    "evaluation_days": 2319,
    "actual_first_datapoint_time": 1559347200000,
    "first_datapoint_time": 1559779200000,
    "last_datapoint_time": 1759687200000,
    "evaluation_time": 1759695397375,
    "expiration_time": 1765698048000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "hilo",
        "factors": {
            "length": 0,
            "offset": 0
        }
    },
    "second_band": {
        "type": "vwap",
        "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": [
        [
            1072828.67167346,
            931145.0849732253,
            141683.5867002353,
            994637.2682801166,
            265674.564107965,
            728962.7041721507
        ],
        [
            1072.828672,
            931.145085,
            141.683587,
            994.637268,
            265.674564,
            728.962704
        ],
        [
            0.462626,
            0.401529,
            0.061097,
            0.103245,
            0.055927,
            0.091245
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -113575,
            -108685,
            -234083,
            -1608657,
            -1339713,
            -689850
        ],
        [
            1.529205,
            1.90398,
            1.142082,
            1.109984,
            1.054753,
            1.173927
        ],
        [
            537,
            268,
            269,
            537,
            268,
            269
        ],
        [
            179,
            80,
            99,
            179,
            80,
            99
        ],
        [
            358,
            188,
            170,
            358,
            188,
            170
        ],
        [
            33.333333,
            29.850746,
            36.802974,
            33.333333,
            29.850746,
            36.802974
        ],
        [
            3.05841,
            4.474354,
            1.961151,
            2.219969,
            2.47867,
            2.015834
        ],
        [
            489216,
            489216,
            60657,
            1008576,
            1008576,
            336602
        ],
        [
            -24720,
            -18754,
            -24720,
            -479529,
            -299230,
            -479529
        ],
        [
            17,
            17,
            16,
            17,
            17,
            16
        ],
        [
            32,
            38,
            27,
            32,
            38,
            27
        ],
        [
            9,
            9,
            9,
            9,
            9,
            9
        ],
        [
            9223,
            4772,
            4451,
            9223,
            4772,
            4451
        ],
        [
            0,
            0,
            0,
            0,
            0,
            0
        ],
        [
            0,
            0,
            0,
            0,
            0,
            0
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            341291,
            218294,
            -178472,
            -156561,
            -284736,
            -102828
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "ONE_USDT",
    "interval": "6h",
    "packets": 25000,
    "actual_packets": 9276,
    "evaluation_days": 2319,
    "actual_first_datapoint_time": 1559347200000,
    "first_datapoint_time": 1559779200000,
    "last_datapoint_time": 1759687200000,
    "evaluation_time": 1759695397375,
    "expiration_time": 1765698048000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "hilo",
        "factors": {
            "length": 0,
            "offset": 0
        }
    },
    "second_band": {
        "type": "vwap",
        "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)