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Trade: ONE/USDT/720/VWMA/DCM/5313

Strategy
ONE/USDT/720/VWMA/DCM/5313
Pair
ONE_USDT
Interval
12h
Score
349196
Daily Profit
0.386601
Profit Factor
1.780652
Profitability
40.650407
Streak
0.000000
Best Strategy
Training Data Length
2313.500000
Evaluation Time
2025-09-30 07:14
Expiration Time
2025-12-08 11:43

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 894400.3219 1120352.0798 -225951.7579 -99215.3091 138034.0467 -237249.3558
Total P&L (%) 894.4003 1120.3521 -225.9518 -99.2153 138.034 -237.2494
Avg Daily Profit (%) 0.3866 0.4843 -0.0977 -0.2093 0.0375 0
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -396404 -226039 -283537 -462079 -258505 -302434
Profit Factor 1.7807 2.7878 0.5647 0.891 1.2698 0.4045
Total Trades 123 62 61 123 62 61
Winning Trades 50 25 25 50 25 25
Losing Trades 73 37 36 73 37 36
Profitability (%) 40.6504 40.3226 40.9836 40.6504 40.3226 40.9836
Ratio Avg Win / Avg Loss 2.5998 4.1259 0.8131 1.3008 1.8793 0.5825
Largest Winning Trade 1290135 1290135 53046 386972 386972 45795
Largest Losing Trade -68312 -68312 -63492 -131616 -123733 -131616
Avg Bars in Trades 36 48 23 36 48 23
Avg Bars in Winners 49 64 35 49 64 35
Avg Bars in Losers 26 37 15 26 37 15
Bars Traded 4441 2999 1442 4441 2999 1442
Profit Streak 0 0 91.6768 0 0 91.6768
Trades During Streak 0 0 1 0 0 1
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 349196 -142433 -745405 -582420 -300026 -745405
Evaluation Data
{
    "trading_pair": "ONE_USDT",
    "interval": "12h",
    "packets": 25000,
    "actual_packets": 4627,
    "evaluation_days": 2313.5,
    "actual_first_datapoint_time": 1559347200000,
    "first_datapoint_time": 1565006400000,
    "last_datapoint_time": 1759190400000,
    "evaluation_time": 1759205679232,
    "expiration_time": 1765186992000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "vwma",
        "factors": {
            "length": 132,
            "offset": 0
        }
    },
    "second_band": {
        "type": "dcm",
        "factors": {
            "length": 112,
            "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": [
        [
            894400.3218828655,
            1120352.0797688104,
            -225951.757885945,
            -99215.3090750314,
            138034.0466924507,
            -237249.3557674821
        ],
        [
            894.400322,
            1120.35208,
            -225.951758,
            -99.215309,
            138.034047,
            -237.249356
        ],
        [
            0.386601,
            0.484267,
            -0.097667,
            -0.209317,
            0.037493,
            0
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -396404,
            -226039,
            -283537,
            -462079,
            -258505,
            -302434
        ],
        [
            1.780652,
            2.787751,
            0.564663,
            0.890982,
            1.269775,
            0.404525
        ],
        [
            123,
            62,
            61,
            123,
            62,
            61
        ],
        [
            50,
            25,
            25,
            50,
            25,
            25
        ],
        [
            73,
            37,
            36,
            73,
            37,
            36
        ],
        [
            40.650407,
            40.322581,
            40.983607,
            40.650407,
            40.322581,
            40.983607
        ],
        [
            2.599752,
            4.125872,
            0.813115,
            1.300834,
            1.879267,
            0.582517
        ],
        [
            1290135,
            1290135,
            53046,
            386972,
            386972,
            45795
        ],
        [
            -68312,
            -68312,
            -63492,
            -131616,
            -123733,
            -131616
        ],
        [
            36,
            48,
            23,
            36,
            48,
            23
        ],
        [
            49,
            64,
            35,
            49,
            64,
            35
        ],
        [
            26,
            37,
            15,
            26,
            37,
            15
        ],
        [
            4441,
            2999,
            1442,
            4441,
            2999,
            1442
        ],
        [
            0,
            0,
            91.676843,
            0,
            0,
            91.676843
        ],
        [
            0,
            0,
            1,
            0,
            0,
            1
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            349196,
            -142433,
            -745405,
            -582420,
            -300026,
            -745405
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "ONE_USDT",
    "interval": "12h",
    "packets": 25000,
    "actual_packets": 4627,
    "evaluation_days": 2313.5,
    "actual_first_datapoint_time": 1559347200000,
    "first_datapoint_time": 1565006400000,
    "last_datapoint_time": 1759190400000,
    "evaluation_time": 1759205679232,
    "expiration_time": 1765186992000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "vwma",
        "factors": {
            "length": 132,
            "offset": 0
        }
    },
    "second_band": {
        "type": "dcm",
        "factors": {
            "length": 112,
            "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)