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Trade: OP/USDT/360/HWMA/VWAP/8869

Strategy
OP/USDT/360/HWMA/VWAP/8869
Pair
OP_USDT
Interval
6h
Score
462779
Daily Profit
0.356150
Profit Factor
1.333292
Profitability
46.582278
Streak
15.301650
Best Strategy
Training Data Length
1215.750000
Evaluation Time
2025-09-28 22:14
Expiration Time
2025-11-04 07:20

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 432989.2673 322541.65 110447.6174 497055.3499 512050.9081 -14995.5582
Total P&L (%) 432.9893 322.5417 110.4476 497.0554 512.0509 -14.9956
Avg Daily Profit (%) 0.3562 0.2653 0.0908 0.1471 0.1491 -0.0134
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -142645 -76663 -120060 -653215 -424216 -641106
Profit Factor 1.3333 1.5048 1.1673 1.1014 1.2198 0.9942
Total Trades 395 197 198 395 197 198
Winning Trades 184 89 95 184 89 95
Losing Trades 211 108 103 211 108 103
Profitability (%) 46.5823 45.1777 47.9798 46.5823 45.1777 47.9798
Ratio Avg Win / Avg Loss 1.5289 1.826 1.2656 1.263 1.4802 1.0779
Largest Winning Trade 102935 102935 37077 274807 274807 108826
Largest Losing Trade -39836 -39836 -26905 -137848 -135773 -137848
Avg Bars in Trades 12 12 11 12 12 11
Avg Bars in Winners 14 13 14 14 13 14
Avg Bars in Losers 10 11 9 10 11 9
Bars Traded 4839 2467 2372 4839 2467 2372
Profit Streak 15.3017 15.3017 15.5517 15.3017 15.3017 15.5517
Trades During Streak 3 1 2 3 1 2
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 462779 363151 -107122 -103186 198019 -578067
Evaluation Data
{
    "trading_pair": "OP_USDT",
    "interval": "6h",
    "packets": 25000,
    "actual_packets": 4863,
    "evaluation_days": 1215.75,
    "actual_first_datapoint_time": 1654063200000,
    "first_datapoint_time": 1654063200000,
    "last_datapoint_time": 1759082400000,
    "evaluation_time": 1759086862547,
    "expiration_time": 1762233624000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "hwma",
        "factors": {
            "length": 0,
            "offset": 0,
            "na": 0.18484,
            "nb": 0.1,
            "nc": 0.1
        }
    },
    "second_band": {
        "type": "vwap",
        "factors": {
            "length": 0,
            "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": [
        [
            432989.2673484389,
            322541.649996152,
            110447.6173522869,
            497055.3498951772,
            512050.9080633656,
            -14995.5581681881
        ],
        [
            432.989267,
            322.54165,
            110.447617,
            497.05535,
            512.050908,
            -14.995558
        ],
        [
            0.35615,
            0.265303,
            0.090847,
            0.147082,
            0.149126,
            -0.013363
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -142645,
            -76663,
            -120060,
            -653215,
            -424216,
            -641106
        ],
        [
            1.333292,
            1.504774,
            1.167307,
            1.101397,
            1.219762,
            0.99417
        ],
        [
            395,
            197,
            198,
            395,
            197,
            198
        ],
        [
            184,
            89,
            95,
            184,
            89,
            95
        ],
        [
            211,
            108,
            103,
            211,
            108,
            103
        ],
        [
            46.582278,
            45.177665,
            47.979798,
            46.582278,
            45.177665,
            47.979798
        ],
        [
            1.528938,
            1.826018,
            1.265607,
            1.263015,
            1.480161,
            1.077889
        ],
        [
            102935,
            102935,
            37077,
            274807,
            274807,
            108826
        ],
        [
            -39836,
            -39836,
            -26905,
            -137848,
            -135773,
            -137848
        ],
        [
            12,
            12,
            11,
            12,
            12,
            11
        ],
        [
            14,
            13,
            14,
            14,
            13,
            14
        ],
        [
            10,
            11,
            9,
            10,
            11,
            9
        ],
        [
            4839,
            2467,
            2372,
            4839,
            2467,
            2372
        ],
        [
            15.30165,
            15.30165,
            15.55165,
            15.30165,
            15.30165,
            15.55165
        ],
        [
            3,
            1,
            2,
            3,
            1,
            2
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            462779,
            363151,
            -107122,
            -103186,
            198019,
            -578067
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "OP_USDT",
    "interval": "6h",
    "packets": 25000,
    "actual_packets": 4863,
    "evaluation_days": 1215.75,
    "actual_first_datapoint_time": 1654063200000,
    "first_datapoint_time": 1654063200000,
    "last_datapoint_time": 1759082400000,
    "evaluation_time": 1759086862547,
    "expiration_time": 1762233624000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "hwma",
        "factors": {
            "length": 0,
            "offset": 0,
            "na": 0.18484,
            "nb": 0.1,
            "nc": 0.1
        }
    },
    "second_band": {
        "type": "vwap",
        "factors": {
            "length": 0,
            "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)