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Trade: ONE/USDT/360/VWAP/DCU/2736

Strategy
ONE/USDT/360/VWAP/DCU/2736
Pair
ONE_USDT
Interval
6h
Score
769001
Daily Profit
1.244451
Profit Factor
3.999904
Profitability
46.820809
Streak
13.530802
Best Strategy
Training Data Length
2307.750000
Evaluation Time
2025-09-26 09:44
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 2871882.5884 2842856.6731 29025.9153 95027.6402 358206.8476 -263179.2074
Total P&L (%) 2871.8826 2842.8567 29.0259 95.0276 358.2068 -263.1792
Avg Daily Profit (%) 1.2445 1.2319 0.0126 0.0289 0.066 0
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -161563 -103632 -81380 -1424599 -1062513 -580393
Profit Factor 3.9999 5.5641 1.0868 1.0236 1.1307 0.7939
Total Trades 173 86 87 173 86 87
Winning Trades 81 39 42 81 39 42
Losing Trades 92 47 45 92 47 45
Profitability (%) 46.8208 45.3488 48.2759 46.8208 45.3488 48.2759
Ratio Avg Win / Avg Loss 4.5431 6.7054 1.1644 1.1627 1.3626 0.8506
Largest Winning Trade 2686598 2686598 60822 1388023 1388023 142248
Largest Losing Trade -61693 -61693 -47033 -509879 -509879 -317097
Avg Bars in Trades 51 78 25 51 78 25
Avg Bars in Winners 66 102 32 66 102 32
Avg Bars in Losers 39 58 18 39 58 18
Bars Traded 8961 6779 2182 8961 6779 2182
Profit Streak 13.5308 14.5308 13.5308 13.5308 14.5308 13.5308
Trades During Streak 2 1 1 2 1 1
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 769001 727470 -304407 -347976 -183182 -580890

Evaluation Data

{
    "trading_pair": "ONE_USDT",
    "interval": "6h",
    "packets": 22136,
    "actual_packets": 9231,
    "evaluation_days": 2307.75,
    "actual_first_datapoint_time": 1559347200000,
    "first_datapoint_time": 1564164000000,
    "last_datapoint_time": 1758715200000,
    "evaluation_time": 1758869061332,
    "expiration_time": 1764696888000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}

Factors

{
    "first_band": {
        "type": "vwap",
        "factors": {
            "length": 0,
            "offset": 223
        }
    },
    "second_band": {
        "type": "dcu",
        "factors": {
            "length": 173,
            "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": [
        [
            2871882.5883990885,
            2842856.673097132,
            29025.9153019576,
            95027.6401998577,
            358206.8475728804,
            -263179.2073730231
        ],
        [
            2871.882588,
            2842.856673,
            29.025915,
            95.02764,
            358.206848,
            -263.179207
        ],
        [
            1.244451,
            1.231874,
            0.012578,
            0.028949,
            0.06598,
            0
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -161563,
            -103632,
            -81380,
            -1424599,
            -1062513,
            -580393
        ],
        [
            3.999904,
            5.564091,
            1.086787,
            1.023646,
            1.130654,
            0.793915
        ],
        [
            173,
            86,
            87,
            173,
            86,
            87
        ],
        [
            81,
            39,
            42,
            81,
            39,
            42
        ],
        [
            92,
            47,
            45,
            92,
            47,
            45
        ],
        [
            46.820809,
            45.348837,
            48.275862,
            46.820809,
            45.348837,
            48.275862
        ],
        [
            4.5431,
            6.705443,
            1.164415,
            1.16266,
            1.362583,
            0.850623
        ],
        [
            2686598,
            2686598,
            60822,
            1388023,
            1388023,
            142248
        ],
        [
            -61693,
            -61693,
            -47033,
            -509879,
            -509879,
            -317097
        ],
        [
            51,
            78,
            25,
            51,
            78,
            25
        ],
        [
            66,
            102,
            32,
            66,
            102,
            32
        ],
        [
            39,
            58,
            18,
            39,
            58,
            18
        ],
        [
            8961,
            6779,
            2182,
            8961,
            6779,
            2182
        ],
        [
            13.530802,
            14.530802,
            13.530802,
            13.530802,
            14.530802,
            13.530802
        ],
        [
            2,
            1,
            1,
            2,
            1,
            1
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            769001,
            727470,
            -304407,
            -347976,
            -183182,
            -580890
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "ONE_USDT",
    "interval": "6h",
    "packets": 22136,
    "actual_packets": 9231,
    "evaluation_days": 2307.75,
    "actual_first_datapoint_time": 1559347200000,
    "first_datapoint_time": 1564164000000,
    "last_datapoint_time": 1758715200000,
    "evaluation_time": 1758869061332,
    "expiration_time": 1764696888000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "vwap",
        "factors": {
            "length": 0,
            "offset": 223
        }
    },
    "second_band": {
        "type": "dcu",
        "factors": {
            "length": 173,
            "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)