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Trade: ONE/USDT/360/SMA/VWMA/8879

Strategy
ONE/USDT/360/SMA/VWMA/8879
Pair
ONE_USDT
Interval
6h
Score
615231
Daily Profit
0.692175
Profit Factor
2.672902
Profitability
46.938776
Streak
7.842979
Best Strategy
Training Data Length
2318.000000
Evaluation Time
2025-10-04 23:13
Expiration Time
2025-12-13 08:57

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 1604460.5913 1744028.8329 -139568.2416 -88684.5356 -66583.1196 -22101.416
Total P&L (%) 1604.4606 1744.0288 -139.5682 -88.6845 -66.5831 -22.1014
Avg Daily Profit (%) 0.6922 0.7524 -0.0602 -0.094 -0.0473 -0.0108
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -205226 -200038 -128718 -453881 -408057 -56673
Profit Factor 2.6729 4.0893 0.6463 0.8999 0.8993 0.9018
Total Trades 98 49 49 98 49 49
Winning Trades 46 20 26 46 20 26
Losing Trades 52 29 23 52 29 23
Profitability (%) 46.9388 40.8163 53.0612 46.9388 40.8163 53.0612
Ratio Avg Win / Avg Loss 3.0215 5.9294 0.5717 1.0173 1.304 0.7977
Largest Winning Trade 1639138 1639138 69755 178554 178554 62590
Largest Losing Trade -68484 -68484 -63843 -244956 -244956 -33289
Avg Bars in Trades 89 122 55 89 122 55
Avg Bars in Winners 108 166 64 108 166 64
Avg Bars in Losers 72 92 46 72 92 46
Bars Traded 8768 6025 2743 8768 6025 2743
Profit Streak 7.843 9.843 0 7.843 9.843 0
Trades During Streak 1 1 0 1 1 0
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 615231 614703 -580284 -579364 -581922 -580284
Evaluation Data
{
    "trading_pair": "ONE_USDT",
    "interval": "6h",
    "packets": 25000,
    "actual_packets": 9272,
    "evaluation_days": 2318,
    "actual_first_datapoint_time": 1559347200000,
    "first_datapoint_time": 1563148800000,
    "last_datapoint_time": 1759600800000,
    "evaluation_time": 1759608833413,
    "expiration_time": 1765609056000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "sma",
        "factors": {
            "length": 177,
            "offset": 0
        }
    },
    "second_band": {
        "type": "vwma",
        "factors": {
            "length": 167,
            "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": [
        [
            1604460.5912883086,
            1744028.832917281,
            -139568.241628972,
            -88684.5356315039,
            -66583.1195901865,
            -22101.4160413174
        ],
        [
            1604.460591,
            1744.028833,
            -139.568242,
            -88.684536,
            -66.58312,
            -22.101416
        ],
        [
            0.692175,
            0.752385,
            -0.060211,
            -0.093959,
            -0.047276,
            -0.010774
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -205226,
            -200038,
            -128718,
            -453881,
            -408057,
            -56673
        ],
        [
            2.672902,
            4.08925,
            0.646251,
            0.899926,
            0.899293,
            0.901785
        ],
        [
            98,
            49,
            49,
            98,
            49,
            49
        ],
        [
            46,
            20,
            26,
            46,
            20,
            26
        ],
        [
            52,
            29,
            23,
            52,
            29,
            23
        ],
        [
            46.938776,
            40.816327,
            53.061224,
            46.938776,
            40.816327,
            53.061224
        ],
        [
            3.021541,
            5.929413,
            0.571684,
            1.017307,
            1.303974,
            0.797733
        ],
        [
            1639138,
            1639138,
            69755,
            178554,
            178554,
            62590
        ],
        [
            -68484,
            -68484,
            -63843,
            -244956,
            -244956,
            -33289
        ],
        [
            89,
            122,
            55,
            89,
            122,
            55
        ],
        [
            108,
            166,
            64,
            108,
            166,
            64
        ],
        [
            72,
            92,
            46,
            72,
            92,
            46
        ],
        [
            8768,
            6025,
            2743,
            8768,
            6025,
            2743
        ],
        [
            7.842979,
            9.842979,
            0,
            7.842979,
            9.842979,
            0
        ],
        [
            1,
            1,
            0,
            1,
            1,
            0
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            615231,
            614703,
            -580284,
            -579364,
            -581922,
            -580284
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "ONE_USDT",
    "interval": "6h",
    "packets": 25000,
    "actual_packets": 9272,
    "evaluation_days": 2318,
    "actual_first_datapoint_time": 1559347200000,
    "first_datapoint_time": 1563148800000,
    "last_datapoint_time": 1759600800000,
    "evaluation_time": 1759608833413,
    "expiration_time": 1765609056000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "sma",
        "factors": {
            "length": 177,
            "offset": 0
        }
    },
    "second_band": {
        "type": "vwma",
        "factors": {
            "length": 167,
            "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)