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Trade: ONE/USDT/360/HMA/VWAP/5861

Strategy
ONE/USDT/360/HMA/VWAP/5861
Pair
ONE_USDT
Interval
6h
Score
317442
Daily Profit
0.470646
Profit Factor
1.740049
Profitability
32.424242
Streak
0.000000
Best Strategy
Training Data Length
2307.750000
Evaluation Time
2025-09-25 23:06
Expiration Time
2025-12-02 19:34

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 1086133.3582 945973.391 140159.9673 2235067.5531 37770.4617 2197297.0914
Total P&L (%) 1086.1334 945.9734 140.16 2235.0676 37.7705 2197.2971
Avg Daily Profit (%) 0.4706 0.4099 0.0607 0.1366 0.0139 0.1359
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -239039 -112599 -219029 -2491960 -2968714 -697413
Profit Factor 1.74 2.1967 1.207 1.2123 1.0055 1.5951
Total Trades 330 165 165 330 165 165
Winning Trades 107 50 57 107 50 57
Losing Trades 223 115 108 223 115 108
Profitability (%) 32.4242 30.303 34.5455 32.4242 30.303 34.5455
Ratio Avg Win / Avg Loss 3.6265 5.0524 2.2869 2.5265 2.3127 3.0223
Largest Winning Trade 427167 427167 44263 2560570 2560570 659683
Largest Losing Trade -35918 -35918 -23443 -558046 -558046 -423989
Avg Bars in Trades 27 30 24 27 30 24
Avg Bars in Winners 56 62 50 56 62 50
Avg Bars in Losers 13 16 10 13 16 10
Bars Traded 9001 4976 4025 9001 4976 4025
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 317442 239781 -116624 -14406 -397403 -13602

Evaluation Data

{
    "trading_pair": "ONE_USDT",
    "interval": "6h",
    "packets": 25000,
    "actual_packets": 9231,
    "evaluation_days": 2307.75,
    "actual_first_datapoint_time": 1559347200000,
    "first_datapoint_time": 1563688800000,
    "last_datapoint_time": 1758715200000,
    "evaluation_time": 1758830760397,
    "expiration_time": 1764696888000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}

Factors

{
    "first_band": {
        "type": "hma",
        "factors": {
            "length": 190,
            "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": [
        [
            1086133.358238975,
            945973.3909772586,
            140159.9672617163,
            2235067.5530838985,
            37770.4616637974,
            2197297.0914201005
        ],
        [
            1086.133358,
            945.973391,
            140.159967,
            2235.067553,
            37.770462,
            2197.297091
        ],
        [
            0.470646,
            0.409912,
            0.060734,
            0.136617,
            0.013885,
            0.135909
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -239039,
            -112599,
            -219029,
            -2491960,
            -2968714,
            -697413
        ],
        [
            1.740049,
            2.196703,
            1.20698,
            1.212285,
            1.005525,
            1.595125
        ],
        [
            330,
            165,
            165,
            330,
            165,
            165
        ],
        [
            107,
            50,
            57,
            107,
            50,
            57
        ],
        [
            223,
            115,
            108,
            223,
            115,
            108
        ],
        [
            32.424242,
            30.30303,
            34.545455,
            32.424242,
            30.30303,
            34.545455
        ],
        [
            3.626458,
            5.052416,
            2.28691,
            2.526538,
            2.312707,
            3.022343
        ],
        [
            427167,
            427167,
            44263,
            2560570,
            2560570,
            659683
        ],
        [
            -35918,
            -35918,
            -23443,
            -558046,
            -558046,
            -423989
        ],
        [
            27,
            30,
            24,
            27,
            30,
            24
        ],
        [
            56,
            62,
            50,
            56,
            62,
            50
        ],
        [
            13,
            16,
            10,
            13,
            16,
            10
        ],
        [
            9001,
            4976,
            4025,
            9001,
            4976,
            4025
        ],
        [
            0,
            0,
            0,
            0,
            0,
            0
        ],
        [
            0,
            0,
            0,
            0,
            0,
            0
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            317442,
            239781,
            -116624,
            -14406,
            -397403,
            -13602
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "ONE_USDT",
    "interval": "6h",
    "packets": 25000,
    "actual_packets": 9231,
    "evaluation_days": 2307.75,
    "actual_first_datapoint_time": 1559347200000,
    "first_datapoint_time": 1563688800000,
    "last_datapoint_time": 1758715200000,
    "evaluation_time": 1758830760397,
    "expiration_time": 1764696888000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "hma",
        "factors": {
            "length": 190,
            "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)