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Trade: ONE/USDT/360/VWMA/BBU/9216

Strategy
ONE/USDT/360/VWMA/BBU/9216
Pair
ONE_USDT
Interval
6h
Score
657225
Daily Profit
1.015231
Profit Factor
3.806296
Profitability
44.117647
Streak
0.000000
Best Strategy
Training Data Length
2317.500000
Evaluation Time
2025-10-04 11:11
Expiration Time
2025-12-12 20:36

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 2352798.9659 2224064.9398 128734.0261 1480972.6045 259031.5532 1221941.0513
Total P&L (%) 2352.799 2224.0649 128.734 1480.9726 259.0316 1221.9411
Avg Daily Profit (%) 1.0152 0.9597 0.0555 0.1192 0.0552 0.1115
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -128947 -87185 -150830 -4093923 -3121876 -1551413
Profit Factor 3.8063 6.0379 1.3243 1.157 1.0475 1.3068
Total Trades 102 51 51 102 51 51
Winning Trades 45 21 24 45 21 24
Losing Trades 57 30 27 57 30 27
Profitability (%) 44.1176 41.1765 47.0588 44.1176 41.1765 47.0588
Ratio Avg Win / Avg Loss 4.8213 8.6255 1.4899 1.4655 1.4965 1.4701
Largest Winning Trade 1968660 1968660 63841 2044908 2044908 1258746
Largest Losing Trade -56935 -49700 -56935 -1188062 -1188062 -648749
Avg Bars in Trades 88 123 53 88 123 53
Avg Bars in Winners 123 182 70 123 182 70
Avg Bars in Losers 60 81 37 60 81 37
Bars Traded 8991 6278 2713 8991 6278 2713
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 657225 -161653 -299707 -83323 -470979 -224847
Evaluation Data
{
    "trading_pair": "ONE_USDT",
    "interval": "6h",
    "packets": 25000,
    "actual_packets": 9270,
    "evaluation_days": 2317.5,
    "actual_first_datapoint_time": 1559347200000,
    "first_datapoint_time": 1562479200000,
    "last_datapoint_time": 1759557600000,
    "evaluation_time": 1759565498190,
    "expiration_time": 1765564560000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "vwma",
        "factors": {
            "length": 146,
            "offset": 0
        }
    },
    "second_band": {
        "type": "bbu",
        "factors": {
            "length": 155,
            "offset": 0,
            "std": 1.91324
        }
    }
}
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": [
        [
            2352798.96592102,
            2224064.939846967,
            128734.0260740531,
            1480972.6044967633,
            259031.5532414842,
            1221941.051255279
        ],
        [
            2352.798966,
            2224.06494,
            128.734026,
            1480.972604,
            259.031553,
            1221.941051
        ],
        [
            1.015231,
            0.959683,
            0.055549,
            0.119192,
            0.055171,
            0.111462
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -128947,
            -87185,
            -150830,
            -4093923,
            -3121876,
            -1551413
        ],
        [
            3.806296,
            6.037854,
            1.324325,
            1.156988,
            1.047527,
            1.306751
        ],
        [
            102,
            51,
            51,
            102,
            51,
            51
        ],
        [
            45,
            21,
            24,
            45,
            21,
            24
        ],
        [
            57,
            30,
            27,
            57,
            30,
            27
        ],
        [
            44.117647,
            41.176471,
            47.058824,
            44.117647,
            41.176471,
            47.058824
        ],
        [
            4.821309,
            8.625506,
            1.489865,
            1.465518,
            1.496468,
            1.470095
        ],
        [
            1968660,
            1968660,
            63841,
            2044908,
            2044908,
            1258746
        ],
        [
            -56935,
            -49700,
            -56935,
            -1188062,
            -1188062,
            -648749
        ],
        [
            88,
            123,
            53,
            88,
            123,
            53
        ],
        [
            123,
            182,
            70,
            123,
            182,
            70
        ],
        [
            60,
            81,
            37,
            60,
            81,
            37
        ],
        [
            8991,
            6278,
            2713,
            8991,
            6278,
            2713
        ],
        [
            0,
            0,
            0,
            0,
            0,
            0
        ],
        [
            0,
            0,
            0,
            0,
            0,
            0
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            657225,
            -161653,
            -299707,
            -83323,
            -470979,
            -224847
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "ONE_USDT",
    "interval": "6h",
    "packets": 25000,
    "actual_packets": 9270,
    "evaluation_days": 2317.5,
    "actual_first_datapoint_time": 1559347200000,
    "first_datapoint_time": 1562479200000,
    "last_datapoint_time": 1759557600000,
    "evaluation_time": 1759565498190,
    "expiration_time": 1765564560000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "vwma",
        "factors": {
            "length": 146,
            "offset": 0
        }
    },
    "second_band": {
        "type": "bbu",
        "factors": {
            "length": 155,
            "offset": 0,
            "std": 1.91324
        }
    }
}

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)