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Trade: ONE/USDT/480/VWMA/SWMA/5353

Strategy
ONE/USDT/480/VWMA/SWMA/5353
Pair
ONE_USDT
Interval
8h
Score
526585
Daily Profit
0.155433
Profit Factor
2.507787
Profitability
65.517241
Streak
324.865471
Best Strategy
Training Data Length
2312.000000
Evaluation Time
2025-09-28 23:46
Expiration Time
2025-12-07 02:38

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 169877.2047 509255.4932 -339378.2884 -145687.1588 3526361.1352 -3672048.294
Total P&L (%) 169.8772 509.2555 -339.3783 -145.6872 3526.3611 -3672.0483
Avg Daily Profit (%) 0.0735 0.2203 -0.1468 0 0.1554 0
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -626601 -238793 -459648 -6556302 -2013583 -6692194
Profit Factor 1.1595 2.5153 0.5343 0.9849 2.5078 0.4988
Total Trades 57 29 28 57 29 28
Winning Trades 25 11 14 30 19 11
Losing Trades 32 18 14 27 10 17
Profitability (%) 43.8596 37.931 50 52.6316 65.5172 39.2857
Ratio Avg Win / Avg Loss 1.4842 4.1159 0.5343 0.8864 1.3199 0.7708
Largest Winning Trade 254290 254290 81718 1981689 1695531 1981689
Largest Losing Trade -175674 -44243 -175674 -3388869 -919733 -3388869
Avg Bars in Trades 108 81 137 108 81 137
Avg Bars in Winners 130 88 164 97 77 131
Avg Bars in Losers 91 76 110 121 88 140
Bars Traded 6197 2358 3839 6197 2358 3839
Profit Streak 0 0 289.8655 66.1988 324.8655 0
Trades During Streak 0 0 2 1 3 0
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score -321757 297249 -600865 -759377 526585 -606000
Evaluation Data
{
    "trading_pair": "ONE_USDT",
    "interval": "8h",
    "packets": 25000,
    "actual_packets": 6936,
    "evaluation_days": 2312,
    "actual_first_datapoint_time": 1559347200000,
    "first_datapoint_time": 1563926400000,
    "last_datapoint_time": 1759075200000,
    "evaluation_time": 1759092376683,
    "expiration_time": 1765067904000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "vwma",
        "factors": {
            "length": 160,
            "offset": 0
        }
    },
    "second_band": {
        "type": "swma",
        "factors": {
            "length": 83,
            "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": [
        [
            169877.2047140346,
            509255.4931604511,
            -339378.2884464165,
            -145687.1588462655,
            3526361.135190551,
            -3672048.294036815
        ],
        [
            169.877205,
            509.255493,
            -339.378288,
            -145.687159,
            3526.361135,
            -3672.048294
        ],
        [
            0.073476,
            0.220266,
            -0.14679,
            0,
            0.155433,
            0
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -626601,
            -238793,
            -459648,
            -6556302,
            -2013583,
            -6692194
        ],
        [
            1.159542,
            2.515256,
            0.534266,
            0.984926,
            2.507787,
            0.498758
        ],
        [
            57,
            29,
            28,
            57,
            29,
            28
        ],
        [
            25,
            11,
            14,
            30,
            19,
            11
        ],
        [
            32,
            18,
            14,
            27,
            10,
            17
        ],
        [
            43.859649,
            37.931034,
            50,
            52.631579,
            65.517241,
            39.285714
        ],
        [
            1.484214,
            4.115873,
            0.534266,
            0.886433,
            1.319888,
            0.770807
        ],
        [
            254290,
            254290,
            81718,
            1981689,
            1695531,
            1981689
        ],
        [
            -175674,
            -44243,
            -175674,
            -3388869,
            -919733,
            -3388869
        ],
        [
            108,
            81,
            137,
            108,
            81,
            137
        ],
        [
            130,
            88,
            164,
            97,
            77,
            131
        ],
        [
            91,
            76,
            110,
            121,
            88,
            140
        ],
        [
            6197,
            2358,
            3839,
            6197,
            2358,
            3839
        ],
        [
            0,
            0,
            289.865471,
            66.198804,
            324.865471,
            0
        ],
        [
            0,
            0,
            2,
            1,
            3,
            0
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            -321757,
            297249,
            -600865,
            -759377,
            526585,
            -606000
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "ONE_USDT",
    "interval": "8h",
    "packets": 25000,
    "actual_packets": 6936,
    "evaluation_days": 2312,
    "actual_first_datapoint_time": 1559347200000,
    "first_datapoint_time": 1563926400000,
    "last_datapoint_time": 1759075200000,
    "evaluation_time": 1759092376683,
    "expiration_time": 1765067904000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "vwma",
        "factors": {
            "length": 160,
            "offset": 0
        }
    },
    "second_band": {
        "type": "swma",
        "factors": {
            "length": 83,
            "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)