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Trade: ONE/USDT/360/SMA/VWMA/5930

Strategy
ONE/USDT/360/SMA/VWMA/5930
Pair
ONE_USDT
Interval
6h
Score
629357
Daily Profit
0.543469
Profit Factor
4.947468
Profitability
46.875000
Streak
0.000000
Best Strategy
Training Data Length
2322.000000
Evaluation Time
2025-10-09 00:34
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 1303116.9438 1261934.5437 41182.4001 98916.161 915196.4491 -816280.2881
Total P&L (%) 1303.1169 1261.9345 41.1824 98.9162 915.1964 -816.2803
Avg Daily Profit (%) 0.5612 0.5435 0.0177 0.0296 0.0999 0
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -121917 -112410 -161665 -912849 -373483 -1160249
Profit Factor 3.0308 4.9475 1.1279 1.0418 2.0402 0.4503
Total Trades 63 32 31 63 32 31
Winning Trades 29 15 14 29 15 14
Losing Trades 34 17 17 34 17 17
Profitability (%) 46.0317 46.875 45.1613 46.0317 46.875 45.1613
Ratio Avg Win / Avg Loss 3.5533 5.6071 1.3696 1.2215 2.3122 0.5468
Largest Winning Trade 980289 980289 82756 929690 929690 148226
Largest Losing Trade -78436 -45792 -78436 -779925 -131998 -779925
Avg Bars in Trades 140 139 141 140 139 141
Avg Bars in Winners 207 205 210 207 205 210
Avg Bars in Losers 82 80 84 82 80 84
Bars Traded 8833 4448 4385 8833 4448 4385
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 -135628 629357 -253040 -480367 -56608 -582699
Evaluation Data
{
    "trading_pair": "ONE_USDT",
    "interval": "6h",
    "packets": 25000,
    "actual_packets": 9288,
    "evaluation_days": 2322,
    "actual_first_datapoint_time": 1559347200000,
    "first_datapoint_time": 1562803200000,
    "last_datapoint_time": 1759946400000,
    "evaluation_time": 1759959258089,
    "expiration_time": 1765965024000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "sma",
        "factors": {
            "length": 161,
            "offset": 0
        }
    },
    "second_band": {
        "type": "vwma",
        "factors": {
            "length": 88,
            "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": [
        [
            1303116.9437521473,
            1261934.5436826418,
            41182.4000695054,
            98916.1609800894,
            915196.4490629155,
            -816280.2880828264
        ],
        [
            1303.116944,
            1261.934544,
            41.1824,
            98.916161,
            915.196449,
            -816.280288
        ],
        [
            0.561205,
            0.543469,
            0.017736,
            0.029622,
            0.099863,
            0
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -121917,
            -112410,
            -161665,
            -912849,
            -373483,
            -1160249
        ],
        [
            3.030768,
            4.947468,
            1.127894,
            1.04183,
            2.040162,
            0.450265
        ],
        [
            63,
            32,
            31,
            63,
            32,
            31
        ],
        [
            29,
            15,
            14,
            29,
            15,
            14
        ],
        [
            34,
            17,
            17,
            34,
            17,
            17
        ],
        [
            46.031746,
            46.875,
            45.16129,
            46.031746,
            46.875,
            45.16129
        ],
        [
            3.553314,
            5.607131,
            1.369585,
            1.221456,
            2.312183,
            0.54675
        ],
        [
            980289,
            980289,
            82756,
            929690,
            929690,
            148226
        ],
        [
            -78436,
            -45792,
            -78436,
            -779925,
            -131998,
            -779925
        ],
        [
            140,
            139,
            141,
            140,
            139,
            141
        ],
        [
            207,
            205,
            210,
            207,
            205,
            210
        ],
        [
            82,
            80,
            84,
            82,
            80,
            84
        ],
        [
            8833,
            4448,
            4385,
            8833,
            4448,
            4385
        ],
        [
            0,
            0,
            0,
            0,
            0,
            0
        ],
        [
            0,
            0,
            0,
            0,
            0,
            0
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            -135628,
            629357,
            -253040,
            -480367,
            -56608,
            -582699
        ]
    ]
}
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": 1562803200000,
    "last_datapoint_time": 1759946400000,
    "evaluation_time": 1759959258089,
    "expiration_time": 1765965024000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "sma",
        "factors": {
            "length": 161,
            "offset": 0
        }
    },
    "second_band": {
        "type": "vwma",
        "factors": {
            "length": 88,
            "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)