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Trade: ONE/USDT/720/SSF/VWMA/1238

Strategy
ONE/USDT/720/SSF/VWMA/1238
Pair
ONE_USDT
Interval
12h
Score
320205
Daily Profit
0.185811
Profit Factor
1.643901
Profitability
46.428571
Streak
0.000000
Best Strategy
Training Data Length
2319.500000
Evaluation Time
2025-10-06 14:20
Expiration Time
2025-12-14 16:02

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 225781.3845 430989.3773 -205207.9929 -98376.6263 15218.8 -113595.4263
Total P&L (%) 225.7814 430.9894 -205.208 -98.3766 15.2188 -113.5954
Avg Daily Profit (%) 0.0973 0.1858 -0.0885 -0.1775 0.0061 0
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -234678 -160515 -383081 -92334 -34614 -119336
Profit Factor 1.1574 1.6439 0.7317 0.6751 1.124 0.369
Total Trades 169 84 85 169 84 85
Winning Trades 76 39 37 76 39 37
Losing Trades 93 45 48 93 45 48
Profitability (%) 44.9704 46.4286 43.5294 44.9704 46.4286 43.5294
Ratio Avg Win / Avg Loss 1.4163 1.8968 0.9493 0.8261 1.2969 0.4787
Largest Winning Trade 207927 207927 48273 22979 22979 17168
Largest Losing Trade -62295 -55613 -62295 -34316 -34316 -33798
Avg Bars in Trades 25 35 15 25 35 15
Avg Bars in Winners 24 31 18 24 31 18
Avg Bars in Losers 25 38 13 25 38 13
Bars Traded 4294 2958 1336 4294 2958 1336
Profit Streak 16.4725 0 44.9725 16.4725 0 44.9725
Trades During Streak 1 0 1 1 0 1
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score -110609 320205 -582787 -580996 -280569 -582787
Evaluation Data
{
    "trading_pair": "ONE_USDT",
    "interval": "12h",
    "packets": 25000,
    "actual_packets": 4639,
    "evaluation_days": 2319.5,
    "actual_first_datapoint_time": 1559347200000,
    "first_datapoint_time": 1561161600000,
    "last_datapoint_time": 1759708800000,
    "evaluation_time": 1759749627834,
    "expiration_time": 1765720944000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "ssf",
        "factors": {
            "length": 72,
            "offset": 0,
            "poles": 2
        }
    },
    "second_band": {
        "type": "vwma",
        "factors": {
            "length": 43,
            "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": [
        [
            225781.3844534023,
            430989.3773223176,
            -205207.9928689153,
            -98376.6263006667,
            15218.7999723818,
            -113595.4262730485
        ],
        [
            225.781384,
            430.989377,
            -205.207993,
            -98.376626,
            15.2188,
            -113.595426
        ],
        [
            0.097341,
            0.185811,
            -0.088471,
            -0.177495,
            0.006108,
            0
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -234678,
            -160515,
            -383081,
            -92334,
            -34614,
            -119336
        ],
        [
            1.157413,
            1.643901,
            0.731749,
            0.675055,
            1.124013,
            0.369016
        ],
        [
            169,
            84,
            85,
            169,
            84,
            85
        ],
        [
            76,
            39,
            37,
            76,
            39,
            37
        ],
        [
            93,
            45,
            48,
            93,
            45,
            48
        ],
        [
            44.970414,
            46.428571,
            43.529412,
            44.970414,
            46.428571,
            43.529412
        ],
        [
            1.416308,
            1.896809,
            0.949295,
            0.826054,
            1.296938,
            0.478724
        ],
        [
            207927,
            207927,
            48273,
            22979,
            22979,
            17168
        ],
        [
            -62295,
            -55613,
            -62295,
            -34316,
            -34316,
            -33798
        ],
        [
            25,
            35,
            15,
            25,
            35,
            15
        ],
        [
            24,
            31,
            18,
            24,
            31,
            18
        ],
        [
            25,
            38,
            13,
            25,
            38,
            13
        ],
        [
            4294,
            2958,
            1336,
            4294,
            2958,
            1336
        ],
        [
            16.472544,
            0,
            44.972544,
            16.472544,
            0,
            44.972544
        ],
        [
            1,
            0,
            1,
            1,
            0,
            1
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            -110609,
            320205,
            -582787,
            -580996,
            -280569,
            -582787
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "ONE_USDT",
    "interval": "12h",
    "packets": 25000,
    "actual_packets": 4639,
    "evaluation_days": 2319.5,
    "actual_first_datapoint_time": 1559347200000,
    "first_datapoint_time": 1561161600000,
    "last_datapoint_time": 1759708800000,
    "evaluation_time": 1759749627834,
    "expiration_time": 1765720944000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "ssf",
        "factors": {
            "length": 72,
            "offset": 0,
            "poles": 2
        }
    },
    "second_band": {
        "type": "vwma",
        "factors": {
            "length": 43,
            "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)