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Trade: ONE/USDT/360/MIDPRICE/VWMA/8145

Strategy
ONE/USDT/360/MIDPRICE/VWMA/8145
Pair
ONE_USDT
Interval
6h
Score
604477
Daily Profit
0.374345
Profit Factor
3.321365
Profitability
52.380952
Streak
48.025871
Best Strategy
Training Data Length
2316.000000
Evaluation Time
2025-10-03 03:37
Expiration Time
2025-12-11 07:31

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 956947.6001 866982.6913 89964.9088 1868002.2468 897635.2059 970367.0409
Total P&L (%) 956.9476 866.9827 89.9649 1868.0022 897.6352 970.367
Avg Daily Profit (%) 0.4132 0.3743 0.0388 0.1287 0.0994 0.1024
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -111954 -99767 -64879 -3431056 -3379298 -1523108
Profit Factor 2.4306 3.3214 1.3045 1.13 1.1029 1.1721
Total Trades 83 42 41 83 42 41
Winning Trades 42 22 20 42 22 20
Losing Trades 41 20 21 41 20 21
Profitability (%) 50.6024 52.381 48.7805 50.6024 52.381 48.7805
Ratio Avg Win / Avg Loss 2.3728 3.0194 1.3698 1.1031 1.0026 1.2307
Largest Winning Trade 429749 429749 78590 2235655 2235655 2043236
Largest Losing Trade -48193 -43091 -48193 -1303627 -1303627 -1270831
Avg Bars in Trades 102 78 128 102 78 128
Avg Bars in Winners 132 91 177 132 91 177
Avg Bars in Losers 72 63 81 72 63 81
Bars Traded 8548 3291 5257 8548 3291 5257
Profit Streak 48.0259 48.0259 49.7759 48.0259 48.0259 49.7759
Trades During Streak 2 1 1 2 1 1
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 514111 604477 -140775 -98427 -166344 -86957
Evaluation Data
{
    "trading_pair": "ONE_USDT",
    "interval": "6h",
    "packets": 25000,
    "actual_packets": 9264,
    "evaluation_days": 2316,
    "actual_first_datapoint_time": 1559347200000,
    "first_datapoint_time": 1564012800000,
    "last_datapoint_time": 1759428000000,
    "evaluation_time": 1759451835304,
    "expiration_time": 1765431072000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "midprice",
        "factors": {
            "length": 217,
            "offset": 0
        }
    },
    "second_band": {
        "type": "vwma",
        "factors": {
            "length": 48,
            "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": [
        [
            956947.6001246737,
            866982.6913197387,
            89964.9088049349,
            1868002.2467865923,
            897635.2058963554,
            970367.0408902359
        ],
        [
            956.9476,
            866.982691,
            89.964909,
            1868.002247,
            897.635206,
            970.367041
        ],
        [
            0.41319,
            0.374345,
            0.038845,
            0.128736,
            0.099368,
            0.102409
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -111954,
            -99767,
            -64879,
            -3431056,
            -3379298,
            -1523108
        ],
        [
            2.430621,
            3.321365,
            1.304528,
            1.130047,
            1.102881,
            1.17208
        ],
        [
            83,
            42,
            41,
            83,
            42,
            41
        ],
        [
            42,
            22,
            20,
            42,
            22,
            20
        ],
        [
            41,
            20,
            21,
            41,
            20,
            21
        ],
        [
            50.60241,
            52.380952,
            48.780488,
            50.60241,
            52.380952,
            48.780488
        ],
        [
            2.37275,
            3.019423,
            1.369755,
            1.103142,
            1.002619,
            1.230684
        ],
        [
            429749,
            429749,
            78590,
            2235655,
            2235655,
            2043236
        ],
        [
            -48193,
            -43091,
            -48193,
            -1303627,
            -1303627,
            -1270831
        ],
        [
            102,
            78,
            128,
            102,
            78,
            128
        ],
        [
            132,
            91,
            177,
            132,
            91,
            177
        ],
        [
            72,
            63,
            81,
            72,
            63,
            81
        ],
        [
            8548,
            3291,
            5257,
            8548,
            3291,
            5257
        ],
        [
            48.025871,
            48.025871,
            49.775871,
            48.025872,
            48.025872,
            49.775872
        ],
        [
            2,
            1,
            1,
            2,
            1,
            1
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            514111,
            604477,
            -140775,
            -98427,
            -166344,
            -86957
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "ONE_USDT",
    "interval": "6h",
    "packets": 25000,
    "actual_packets": 9264,
    "evaluation_days": 2316,
    "actual_first_datapoint_time": 1559347200000,
    "first_datapoint_time": 1564012800000,
    "last_datapoint_time": 1759428000000,
    "evaluation_time": 1759451835304,
    "expiration_time": 1765431072000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "midprice",
        "factors": {
            "length": 217,
            "offset": 0
        }
    },
    "second_band": {
        "type": "vwma",
        "factors": {
            "length": 48,
            "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)