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Trade: OP/USDT/360/BBL/VWMA/2841

Strategy
OP/USDT/360/BBL/VWMA/2841
Pair
OP_USDT
Interval
6h
Score
467423
Daily Profit
0.230874
Profit Factor
1.448436
Profitability
59.067358
Streak
16.757008
Best Strategy
Training Data Length
1217.250000
Evaluation Time
2025-09-30 15:10
Expiration Time
2025-11-05 20:25

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 281030.9494 257787.5845 23243.3649 109445.2187 327423.2734 -217978.0547
Total P&L (%) 281.0309 257.7876 23.2434 109.4452 327.4233 -217.9781
Avg Daily Profit (%) 0.2309 0.2118 0.0191 0.0608 0.1194 0
Buy And Hold Return (%) 24.6805 24.6805 24.6805 24.6805 24.6805 24.6805
Max Trade Drawdown -95050 -73287 -79884 -715500 -543779 -592456
Profit Factor 1.4484 1.7955 1.0768 1.0348 1.1952 0.8513
Total Trades 193 96 97 193 96 97
Winning Trades 114 53 61 114 53 61
Losing Trades 79 43 36 79 43 36
Profitability (%) 59.0674 55.2083 62.8866 59.0674 55.2083 62.8866
Ratio Avg Win / Avg Loss 1.0037 1.4567 0.6355 0.7171 0.9697 0.5024
Largest Winning Trade 130733 130733 23638 298483 298483 74597
Largest Losing Trade -69198 -69198 -30363 -430863 -430863 -208101
Avg Bars in Trades 24 39 9 24 39 9
Avg Bars in Winners 12 17 8 12 17 8
Avg Bars in Losers 40 66 9 40 66 9
Bars Traded 4681 3805 876 4681 3805 876
Profit Streak 16.757 16.757 17.257 16.757 16.757 17.257
Trades During Streak 7 3 4 7 3 4
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 467423 427441 -467647 -293427 -39245 -577594
Evaluation Data
{
    "trading_pair": "OP_USDT",
    "interval": "6h",
    "packets": 25000,
    "actual_packets": 4869,
    "evaluation_days": 1217.25,
    "actual_first_datapoint_time": 1654063200000,
    "first_datapoint_time": 1656331200000,
    "last_datapoint_time": 1759212000000,
    "evaluation_time": 1759234205533,
    "expiration_time": 1762367112000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "bbl",
        "factors": {
            "length": 6,
            "offset": 0,
            "std": 4.41426
        }
    },
    "second_band": {
        "type": "vwma",
        "factors": {
            "length": 106,
            "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": [
        [
            281030.9494283891,
            257787.5845438396,
            23243.3648845495,
            109445.21872334,
            327423.2733742337,
            -217978.0546508936
        ],
        [
            281.030949,
            257.787585,
            23.243365,
            109.445219,
            327.423273,
            -217.978055
        ],
        [
            0.230874,
            0.211779,
            0.019095,
            0.060753,
            0.119406,
            0
        ],
        [
            24.680451,
            24.680451,
            24.680451,
            24.680451,
            24.680451,
            24.680451
        ],
        [
            -95050,
            -73287,
            -79884,
            -715500,
            -543779,
            -592456
        ],
        [
            1.448436,
            1.795469,
            1.076807,
            1.034815,
            1.195172,
            0.851309
        ],
        [
            193,
            96,
            97,
            193,
            96,
            97
        ],
        [
            114,
            53,
            61,
            114,
            53,
            61
        ],
        [
            79,
            43,
            36,
            79,
            43,
            36
        ],
        [
            59.067358,
            55.208333,
            62.886598,
            59.067358,
            55.208333,
            62.886598
        ],
        [
            1.003741,
            1.456701,
            0.635492,
            0.717109,
            0.969668,
            0.502412
        ],
        [
            130733,
            130733,
            23638,
            298483,
            298483,
            74597
        ],
        [
            -69198,
            -69198,
            -30363,
            -430863,
            -430863,
            -208101
        ],
        [
            24,
            39,
            9,
            24,
            39,
            9
        ],
        [
            12,
            17,
            8,
            12,
            17,
            8
        ],
        [
            40,
            66,
            9,
            40,
            66,
            9
        ],
        [
            4681,
            3805,
            876,
            4681,
            3805,
            876
        ],
        [
            16.757008,
            16.757008,
            17.257008,
            16.757008,
            16.757008,
            17.257008
        ],
        [
            7,
            3,
            4,
            7,
            3,
            4
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            467423,
            427441,
            -467647,
            -293427,
            -39245,
            -577594
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "OP_USDT",
    "interval": "6h",
    "packets": 25000,
    "actual_packets": 4869,
    "evaluation_days": 1217.25,
    "actual_first_datapoint_time": 1654063200000,
    "first_datapoint_time": 1656331200000,
    "last_datapoint_time": 1759212000000,
    "evaluation_time": 1759234205533,
    "expiration_time": 1762367112000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "bbl",
        "factors": {
            "length": 6,
            "offset": 0,
            "std": 4.41426
        }
    },
    "second_band": {
        "type": "vwma",
        "factors": {
            "length": 106,
            "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)