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Trade: ONE/USDT/360/PWMA/VWAP/1905

Strategy
ONE/USDT/360/PWMA/VWAP/1905
Pair
ONE_USDT
Interval
6h
Score
319723
Daily Profit
0.532569
Profit Factor
2.219288
Profitability
31.521739
Streak
0.000000
Best Strategy
Training Data Length
2307.750000
Evaluation Time
2025-09-26 08:07
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 1229036.3581 1059761.7479 169274.6102 5008979.8723 2592314.7157 2416665.1566
Total P&L (%) 1229.0364 1059.7617 169.2746 5008.9799 2592.3147 2416.6652
Avg Daily Profit (%) 0.5326 0.4592 0.0734 0.1706 0.1428 0.1399
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -133831 -83423 -169872 -5881839 -4448892 -1983125
Profit Factor 2.2193 3.1248 1.3324 1.2287 1.2353 1.2221
Total Trades 184 92 92 184 92 92
Winning Trades 58 25 33 58 25 33
Losing Trades 126 67 59 126 67 59
Profitability (%) 31.5217 27.1739 35.8696 31.5217 27.1739 35.8696
Ratio Avg Win / Avg Loss 4.8212 8.3745 2.3822 2.6693 3.3105 2.185
Largest Winning Trade 389351 389351 83995 4319833 4319833 3444227
Largest Losing Trade -32336 -28790 -32336 -1757335 -1217600 -1757335
Avg Bars in Trades 49 44 53 49 44 53
Avg Bars in Winners 111 109 112 111 109 112
Avg Bars in Losers 20 20 21 20 20 21
Bars Traded 9101 4137 4964 9101 4137 4964
Profit Streak 0 0 34.7138 0 0 34.7138
Trades During Streak 0 0 1 0 0 1
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 319723 -4317 -98874 83645 -21740 -10442

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": 1561874400000,
    "last_datapoint_time": 1758715200000,
    "evaluation_time": 1758863271492,
    "expiration_time": 1764696888000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}

Factors

{
    "first_band": {
        "type": "pwma",
        "factors": {
            "length": 118,
            "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": [
        [
            1229036.3580536435,
            1059761.747858719,
            169274.6101949248,
            5008979.872345748,
            2592314.7156960787,
            2416665.1566496696
        ],
        [
            1229.036358,
            1059.761748,
            169.27461,
            5008.979872,
            2592.314716,
            2416.665157
        ],
        [
            0.532569,
            0.459219,
            0.07335,
            0.170596,
            0.142794,
            0.139867
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -133831,
            -83423,
            -169872,
            -5881839,
            -4448892,
            -1983125
        ],
        [
            2.219288,
            3.124815,
            1.332406,
            1.228739,
            1.23527,
            1.222125
        ],
        [
            184,
            92,
            92,
            184,
            92,
            92
        ],
        [
            58,
            25,
            33,
            58,
            25,
            33
        ],
        [
            126,
            67,
            59,
            126,
            67,
            59
        ],
        [
            31.521739,
            27.173913,
            35.869565,
            31.521739,
            27.173913,
            35.869565
        ],
        [
            4.821212,
            8.374505,
            2.382181,
            2.66933,
            3.310523,
            2.185012
        ],
        [
            389351,
            389351,
            83995,
            4319833,
            4319833,
            3444227
        ],
        [
            -32336,
            -28790,
            -32336,
            -1757335,
            -1217600,
            -1757335
        ],
        [
            49,
            44,
            53,
            49,
            44,
            53
        ],
        [
            111,
            109,
            112,
            111,
            109,
            112
        ],
        [
            20,
            20,
            21,
            20,
            20,
            21
        ],
        [
            9101,
            4137,
            4964,
            9101,
            4137,
            4964
        ],
        [
            0,
            0,
            34.71379,
            0,
            0,
            34.71379
        ],
        [
            0,
            0,
            1,
            0,
            0,
            1
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            319723,
            -4317,
            -98874,
            83645,
            -21740,
            -10442
        ]
    ]
}
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": 1561874400000,
    "last_datapoint_time": 1758715200000,
    "evaluation_time": 1758863271492,
    "expiration_time": 1764696888000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "pwma",
        "factors": {
            "length": 118,
            "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)