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Trade: VET/USDT/240/VWAP/DCU/3813

Strategy
VET/USDT/240/VWAP/DCU/3813
Pair
VET_USDT
Interval
4h
Score
314540
Daily Profit
0.346342
Profit Factor
1.566952
Profitability
40.866290
Streak
7.171572
Best Strategy
Training Data Length
2501.170000
Evaluation Time
2025-10-05 03:07
Expiration Time
2025-12-18 22:50

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 866261.4451 822306.7771 43954.668 1067344.4209 370592.5878 696751.8331
Total P&L (%) 866.2614 822.3068 43.9547 1067.3444 370.5926 696.7518
Avg Daily Profit (%) 0.3463 0.3288 0.0176 0.0983 0.0619 0.083
Buy And Hold Return (%) 346.6019 346.6019 346.6019 346.6019 346.6019 346.6019
Max Trade Drawdown -187033 -180643 -31586 -16806073 -16077784 -1364941
Profit Factor 1.567 1.6185 1.2215 1.0197 1.0075 1.1432
Total Trades 531 265 266 531 265 266
Winning Trades 217 106 111 217 106 111
Losing Trades 314 159 155 314 159 155
Profitability (%) 40.8663 40 41.7293 40.8663 40 41.7293
Ratio Avg Win / Avg Loss 2.2674 2.4278 1.7057 1.4755 1.5113 1.5963
Largest Winning Trade 223445 223445 23138 11285075 11285075 1048879
Largest Losing Trade -49945 -49945 -8675 -8923345 -8923345 -259408
Avg Bars in Trades 28 55 1 28 55 1
Avg Bars in Winners 34 69 1 34 69 1
Avg Bars in Losers 23 45 1 23 45 1
Bars Traded 14936 14615 321 14936 14615 321
Profit Streak 7.1716 0 12.0049 7.1716 0 12.0049
Trades During Streak 1 0 1 1 0 1
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 314540 170588 -335915 -263051 -468669 -151939
Evaluation Data
{
    "trading_pair": "VET_USDT",
    "interval": "4h",
    "packets": 25000,
    "actual_packets": 15007,
    "evaluation_days": 2501.17,
    "actual_first_datapoint_time": 1543449600000,
    "first_datapoint_time": 1543464000000,
    "last_datapoint_time": 1759608000000,
    "evaluation_time": 1759622823830,
    "expiration_time": 1766091024000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "vwap",
        "factors": {
            "length": 0,
            "offset": 0
        }
    },
    "second_band": {
        "type": "dcu",
        "factors": {
            "length": 2,
            "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": [
        [
            866261.4450569333,
            822306.7770676257,
            43954.6679893069,
            1067344.4209478875,
            370592.5878120066,
            696751.8331358833
        ],
        [
            866.261445,
            822.306777,
            43.954668,
            1067.344421,
            370.592588,
            696.751833
        ],
        [
            0.346342,
            0.328769,
            0.017574,
            0.098295,
            0.061943,
            0.083011
        ],
        [
            346.601942,
            346.601942,
            346.601942,
            346.601942,
            346.601942,
            346.601942
        ],
        [
            -187033,
            -180643,
            -31586,
            -16806073,
            -16077784,
            -1364941
        ],
        [
            1.566952,
            1.618508,
            1.221517,
            1.019694,
            1.007513,
            1.143168
        ],
        [
            531,
            265,
            266,
            531,
            265,
            266
        ],
        [
            217,
            106,
            111,
            217,
            106,
            111
        ],
        [
            314,
            159,
            155,
            314,
            159,
            155
        ],
        [
            40.86629,
            40,
            41.729323,
            40.86629,
            40,
            41.729323
        ],
        [
            2.267387,
            2.427761,
            1.705721,
            1.475502,
            1.511269,
            1.596315
        ],
        [
            223445,
            223445,
            23138,
            11285075,
            11285075,
            1048879
        ],
        [
            -49945,
            -49945,
            -8675,
            -8923345,
            -8923345,
            -259408
        ],
        [
            28,
            55,
            1,
            28,
            55,
            1
        ],
        [
            34,
            69,
            1,
            34,
            69,
            1
        ],
        [
            23,
            45,
            1,
            23,
            45,
            1
        ],
        [
            14936,
            14615,
            321,
            14936,
            14615,
            321
        ],
        [
            7.171572,
            0,
            12.004905,
            7.171572,
            0,
            12.004905
        ],
        [
            1,
            0,
            1,
            1,
            0,
            1
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            314540,
            170588,
            -335915,
            -263051,
            -468669,
            -151939
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "VET_USDT",
    "interval": "4h",
    "packets": 25000,
    "actual_packets": 15007,
    "evaluation_days": 2501.17,
    "actual_first_datapoint_time": 1543449600000,
    "first_datapoint_time": 1543464000000,
    "last_datapoint_time": 1759608000000,
    "evaluation_time": 1759622823830,
    "expiration_time": 1766091024000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "vwap",
        "factors": {
            "length": 0,
            "offset": 0
        }
    },
    "second_band": {
        "type": "dcu",
        "factors": {
            "length": 2,
            "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)