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Trade: ONE/USDT/480/VWMA/DCM/8162

Strategy
ONE/USDT/480/VWMA/DCM/8162
Pair
ONE_USDT
Interval
8h
Score
634277
Daily Profit
0.749496
Profit Factor
2.802369
Profitability
47.967480
Streak
0.000000
Best Strategy
Training Data Length
2317.670000
Evaluation Time
2025-10-04 16:54
Expiration Time
2025-12-12 22:43

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 1737085.2099 1737771.1593 -685.9493 -25156.9473 274358.5926 -299515.5399
Total P&L (%) 1737.0852 1737.7712 -0.6859 -25.1569 274.3586 -299.5155
Avg Daily Profit (%) 0.7495 0.7498 -0.0003 -0.0125 0.057 0
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -139507 -125589 -102509 -1236826 -1026551 -918680
Profit Factor 2.8024 4.4705 0.9985 0.9938 1.1305 0.8486
Total Trades 123 62 61 123 62 61
Winning Trades 59 25 34 59 25 34
Losing Trades 64 37 27 64 37 27
Profitability (%) 47.9675 40.3226 55.7377 47.9675 40.3226 55.7377
Ratio Avg Win / Avg Loss 3.0399 6.6163 0.7929 1.0781 1.6731 0.6739
Largest Winning Trade 1734775 1734775 53082 859436 859436 292633
Largest Losing Trade -55457 -55457 -52710 -479703 -456634 -479703
Avg Bars in Trades 54 61 46 54 61 46
Avg Bars in Winners 73 97 55 73 97 55
Avg Bars in Losers 36 37 35 36 37 35
Bars Traded 6651 3826 2825 6651 3826 2825
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 634277 -138078 -741714 -579575 -350986 -741714
Evaluation Data
{
    "trading_pair": "ONE_USDT",
    "interval": "8h",
    "packets": 25000,
    "actual_packets": 6953,
    "evaluation_days": 2317.67,
    "actual_first_datapoint_time": 1559347200000,
    "first_datapoint_time": 1564387200000,
    "last_datapoint_time": 1759564800000,
    "evaluation_time": 1759586085586,
    "expiration_time": 1765572192000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "vwma",
        "factors": {
            "length": 176,
            "offset": 0
        }
    },
    "second_band": {
        "type": "dcm",
        "factors": {
            "length": 137,
            "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": [
        [
            1737085.2099177816,
            1737771.1592544431,
            -685.949336662,
            -25156.9472558324,
            274358.5925945422,
            -299515.5398503745
        ],
        [
            1737.08521,
            1737.771159,
            -0.685949,
            -25.156947,
            274.358593,
            -299.51554
        ],
        [
            0.749496,
            0.749792,
            -0.000296,
            -0.012502,
            0.056972,
            0
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -139507,
            -125589,
            -102509,
            -1236826,
            -1026551,
            -918680
        ],
        [
            2.802369,
            4.47046,
            0.998519,
            0.993836,
            1.13045,
            0.848575
        ],
        [
            123,
            62,
            61,
            123,
            62,
            61
        ],
        [
            59,
            25,
            34,
            59,
            25,
            34
        ],
        [
            64,
            37,
            27,
            64,
            37,
            27
        ],
        [
            47.96748,
            40.322581,
            55.737705,
            47.96748,
            40.322581,
            55.737705
        ],
        [
            3.039858,
            6.616281,
            0.792941,
            1.078059,
            1.673066,
            0.673869
        ],
        [
            1734775,
            1734775,
            53082,
            859436,
            859436,
            292633
        ],
        [
            -55457,
            -55457,
            -52710,
            -479703,
            -456634,
            -479703
        ],
        [
            54,
            61,
            46,
            54,
            61,
            46
        ],
        [
            73,
            97,
            55,
            73,
            97,
            55
        ],
        [
            36,
            37,
            35,
            36,
            37,
            35
        ],
        [
            6651,
            3826,
            2825,
            6651,
            3826,
            2825
        ],
        [
            0,
            0,
            0,
            0,
            0,
            0
        ],
        [
            0,
            0,
            0,
            0,
            0,
            0
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            634277,
            -138078,
            -741714,
            -579575,
            -350986,
            -741714
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "ONE_USDT",
    "interval": "8h",
    "packets": 25000,
    "actual_packets": 6953,
    "evaluation_days": 2317.67,
    "actual_first_datapoint_time": 1559347200000,
    "first_datapoint_time": 1564387200000,
    "last_datapoint_time": 1759564800000,
    "evaluation_time": 1759586085586,
    "expiration_time": 1765572192000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "vwma",
        "factors": {
            "length": 176,
            "offset": 0
        }
    },
    "second_band": {
        "type": "dcm",
        "factors": {
            "length": 137,
            "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)