← Back to list  ·  Browse strategies →  ·  Learning hub →

Trade: ONE/USDT/360/VWAP/PSAR/8613

Strategy
ONE/USDT/360/VWAP/PSAR/8613
Pair
ONE_USDT
Interval
6h
Score
649156
Daily Profit
0.927435
Profit Factor
5.461027
Profitability
42.168675
Streak
0.000000
Best Strategy
Training Data Length
2315.000000
Evaluation Time
2025-10-02 01:04
Expiration Time
2025-12-10 06:48

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 1998801.6407 2147012.4529 -148210.8122 -80202.3339 376543.4327 -456745.7666
Total P&L (%) 1998.8016 2147.0125 -148.2108 -80.2023 376.5434 -456.7458
Avg Daily Profit (%) 0.8634 0.9274 -0.064 -0.0699 0.0675 0
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -280393 -166105 -164537 -970056 -473544 -563335
Profit Factor 2.9251 5.461 0.7339 0.9554 1.4985 0.5613
Total Trades 165 83 82 165 83 82
Winning Trades 72 35 37 72 35 37
Losing Trades 93 48 45 93 48 45
Profitability (%) 43.6364 42.1687 45.122 43.6364 42.1687 45.122
Ratio Avg Win / Avg Loss 3.7782 7.4894 0.8926 1.234 2.055 0.6826
Largest Winning Trade 2187597 2187597 86666 537896 537896 223922
Largest Losing Trade -50613 -43028 -50613 -498625 -215683 -498625
Avg Bars in Trades 51 45 57 51 45 57
Avg Bars in Winners 74 63 85 74 63 85
Avg Bars in Losers 33 31 34 33 31 34
Bars Traded 8463 3749 4714 8463 3749 4714
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 619058 649156 -587133 -580721 -103817 -587133
Evaluation Data
{
    "trading_pair": "ONE_USDT",
    "interval": "6h",
    "packets": 25000,
    "actual_packets": 9260,
    "evaluation_days": 2315,
    "actual_first_datapoint_time": 1559347200000,
    "first_datapoint_time": 1564099200000,
    "last_datapoint_time": 1759341600000,
    "evaluation_time": 1759356248280,
    "expiration_time": 1765342080000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "vwap",
        "factors": {
            "length": 0,
            "offset": 220
        }
    },
    "second_band": {
        "type": "psar",
        "factors": {
            "length": 0,
            "offset": 0,
            "af": 0,
            "af0": 0,
            "max_af": 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": [
        [
            1998801.640688154,
            2147012.452881739,
            -148210.8121935854,
            -80202.3338527435,
            376543.4327129033,
            -456745.766565647
        ],
        [
            1998.801641,
            2147.012453,
            -148.210812,
            -80.202334,
            376.543433,
            -456.745767
        ],
        [
            0.863413,
            0.927435,
            -0.064022,
            -0.069937,
            0.067469,
            0
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -280393,
            -166105,
            -164537,
            -970056,
            -473544,
            -563335
        ],
        [
            2.925052,
            5.461027,
            0.733926,
            0.955356,
            1.498453,
            0.561272
        ],
        [
            165,
            83,
            82,
            165,
            83,
            82
        ],
        [
            72,
            35,
            37,
            72,
            35,
            37
        ],
        [
            93,
            48,
            45,
            93,
            48,
            45
        ],
        [
            43.636364,
            42.168675,
            45.121951,
            43.636364,
            42.168675,
            45.121951
        ],
        [
            3.778192,
            7.489408,
            0.892613,
            1.234002,
            2.055021,
            0.682628
        ],
        [
            2187597,
            2187597,
            86666,
            537896,
            537896,
            223922
        ],
        [
            -50613,
            -43028,
            -50613,
            -498625,
            -215683,
            -498625
        ],
        [
            51,
            45,
            57,
            51,
            45,
            57
        ],
        [
            74,
            63,
            85,
            74,
            63,
            85
        ],
        [
            33,
            31,
            34,
            33,
            31,
            34
        ],
        [
            8463,
            3749,
            4714,
            8463,
            3749,
            4714
        ],
        [
            0,
            0,
            0,
            0,
            0,
            0
        ],
        [
            0,
            0,
            0,
            0,
            0,
            0
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            619058,
            649156,
            -587133,
            -580721,
            -103817,
            -587133
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "ONE_USDT",
    "interval": "6h",
    "packets": 25000,
    "actual_packets": 9260,
    "evaluation_days": 2315,
    "actual_first_datapoint_time": 1559347200000,
    "first_datapoint_time": 1564099200000,
    "last_datapoint_time": 1759341600000,
    "evaluation_time": 1759356248280,
    "expiration_time": 1765342080000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "vwap",
        "factors": {
            "length": 0,
            "offset": 220
        }
    },
    "second_band": {
        "type": "psar",
        "factors": {
            "length": 0,
            "offset": 0,
            "af": 0,
            "af0": 0,
            "max_af": 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)