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Trade: ONE/USDT/360/PWMA/VWAP/6387

Strategy
ONE/USDT/360/PWMA/VWAP/6387
Pair
ONE_USDT
Interval
6h
Score
308063
Daily Profit
0.523010
Profit Factor
2.187588
Profitability
31.016043
Streak
0.000000
Best Strategy
Training Data Length
2322.000000
Evaluation Time
2025-10-09 02:13
Expiration Time
2025-12-17 11:50

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 1214429.5488 1052013.2096 162416.3392 4292747.4903 2219432.7327 2073314.7576
Total P&L (%) 1214.4295 1052.0132 162.4163 4292.7475 2219.4327 2073.3148
Avg Daily Profit (%) 0.523 0.4531 0.0699 0.163 0.1355 0.1327
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -133831 -83423 -169872 -6598071 -4821774 -2211807
Profit Factor 2.1876 3.077 1.3147 1.1898 1.1948 1.1847
Total Trades 187 93 94 187 93 94
Winning Trades 58 25 33 58 25 33
Losing Trades 129 68 61 129 68 61
Profitability (%) 31.016 26.8817 35.1064 31.016 26.8817 35.1064
Ratio Avg Win / Avg Loss 4.8655 8.3695 2.4302 2.6463 3.25 2.19
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 9166 4147 5019 9166 4147 5019
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 308063 -5747 -104354 -9292 -38663 -37782
Evaluation Data
{
    "trading_pair": "ONE_USDT",
    "interval": "6h",
    "packets": 25000,
    "actual_packets": 9288,
    "evaluation_days": 2322,
    "actual_first_datapoint_time": 1559347200000,
    "first_datapoint_time": 1561874400000,
    "last_datapoint_time": 1759946400000,
    "evaluation_time": 1759965192537,
    "expiration_time": 1765965024000,
    "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": [
        [
            1214429.5487799253,
            1052013.2095600825,
            162416.3392198432,
            4292747.490272964,
            2219432.732656814,
            2073314.7576161502
        ],
        [
            1214.429549,
            1052.01321,
            162.416339,
            4292.74749,
            2219.432733,
            2073.314758
        ],
        [
            0.52301,
            0.453063,
            0.069947,
            0.163033,
            0.135488,
            0.132682
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -133831,
            -83423,
            -169872,
            -6598071,
            -4821774,
            -2211807
        ],
        [
            2.187588,
            3.077012,
            1.3147,
            1.189823,
            1.194835,
            1.184736
        ],
        [
            187,
            93,
            94,
            187,
            93,
            94
        ],
        [
            58,
            25,
            33,
            58,
            25,
            33
        ],
        [
            129,
            68,
            61,
            129,
            68,
            61
        ],
        [
            31.016043,
            26.88172,
            35.106383,
            31.016043,
            26.88172,
            35.106383
        ],
        [
            4.865497,
            8.369472,
            2.430203,
            2.646331,
            3.24995,
            2.189967
        ],
        [
            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
        ],
        [
            9166,
            4147,
            5019,
            9166,
            4147,
            5019
        ],
        [
            0,
            0,
            0,
            0,
            0,
            0
        ],
        [
            0,
            0,
            0,
            0,
            0,
            0
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            308063,
            -5747,
            -104354,
            -9292,
            -38663,
            -37782
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "ONE_USDT",
    "interval": "6h",
    "packets": 25000,
    "actual_packets": 9288,
    "evaluation_days": 2322,
    "actual_first_datapoint_time": 1559347200000,
    "first_datapoint_time": 1561874400000,
    "last_datapoint_time": 1759946400000,
    "evaluation_time": 1759965192537,
    "expiration_time": 1765965024000,
    "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)