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Trade: VET/USDT/360/PWMA/VWAP/6024

Strategy
VET/USDT/360/PWMA/VWAP/6024
Pair
VET_USDT
Interval
6h
Score
323922
Daily Profit
0.637644
Profit Factor
3.700990
Profitability
30.985915
Streak
0.000000
Best Strategy
Training Data Length
2501.000000
Evaluation Time
2025-10-06 13:55
Expiration Time
2025-12-20 08:43

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 1594747.6773 1471020.3178 123727.3595 11935898.5949 11715410.4584 220488.1366
Total P&L (%) 1594.7477 1471.0203 123.7274 11935.8986 11715.4105 220.4881
Avg Daily Profit (%) 0.6376 0.5882 0.0495 0.1917 0.191 0.0466
Buy And Hold Return (%) 446.6889 446.6889 446.6889 446.6889 446.6889 446.6889
Max Trade Drawdown -93677 -70505 -66038 -28561478 -18090652 -19788513
Profit Factor 3.701 6.0923 1.4103 1.1342 1.2451 1.0054
Total Trades 142 71 71 142 71 71
Winning Trades 44 21 23 44 21 23
Losing Trades 98 50 48 98 50 48
Profitability (%) 30.9859 29.5775 32.3944 30.9859 29.5775 32.3944
Ratio Avg Win / Avg Loss 8.2431 14.5054 2.9432 2.5261 2.9645 2.0981
Largest Winning Trade 1004279 1004279 59253 17373805 17373805 9020686
Largest Losing Trade -28396 -21756 -28396 -8258347 -5177520 -8258347
Avg Bars in Trades 68 63 73 68 63 73
Avg Bars in Winners 169 156 181 169 156 181
Avg Bars in Losers 23 24 22 23 24 22
Bars Traded 9763 4511 5252 9763 4511 5252
Profit Streak 0 0 20.2054 0 0 20.2054
Trades During Streak 0 0 1 0 0 1
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 323922 -79564 -384003 -70882 -87778 -603252
Evaluation Data
{
    "trading_pair": "VET_USDT",
    "interval": "6h",
    "packets": 25000,
    "actual_packets": 10004,
    "evaluation_days": 2501,
    "actual_first_datapoint_time": 1543644000000,
    "first_datapoint_time": 1548590400000,
    "last_datapoint_time": 1759730400000,
    "evaluation_time": 1759748146280,
    "expiration_time": 1766212992000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "pwma",
        "factors": {
            "length": 230,
            "offset": 0
        }
    },
    "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": [
        [
            1594747.6773147506,
            1471020.3178374527,
            123727.3594772979,
            11935898.59492506,
            11715410.458357988,
            220488.1365670743
        ],
        [
            1594.747677,
            1471.020318,
            123.727359,
            11935.898595,
            11715.410458,
            220.488137
        ],
        [
            0.637644,
            0.588173,
            0.049471,
            0.191726,
            0.190985,
            0.046579
        ],
        [
            446.688899,
            446.688899,
            446.688899,
            446.688899,
            446.688899,
            446.688899
        ],
        [
            -93677,
            -70505,
            -66038,
            -28561478,
            -18090652,
            -19788513
        ],
        [
            3.70099,
            6.092274,
            1.410294,
            1.134168,
            1.245087,
            1.005357
        ],
        [
            142,
            71,
            71,
            142,
            71,
            71
        ],
        [
            44,
            21,
            23,
            44,
            21,
            23
        ],
        [
            98,
            50,
            48,
            98,
            50,
            48
        ],
        [
            30.985915,
            29.577465,
            32.394366,
            30.985915,
            29.577465,
            32.394366
        ],
        [
            8.243114,
            14.505413,
            2.943222,
            2.526101,
            2.964493,
            2.098136
        ],
        [
            1004279,
            1004279,
            59253,
            17373805,
            17373805,
            9020686
        ],
        [
            -28396,
            -21756,
            -28396,
            -8258347,
            -5177520,
            -8258347
        ],
        [
            68,
            63,
            73,
            68,
            63,
            73
        ],
        [
            169,
            156,
            181,
            169,
            156,
            181
        ],
        [
            23,
            24,
            22,
            23,
            24,
            22
        ],
        [
            9763,
            4511,
            5252,
            9763,
            4511,
            5252
        ],
        [
            0,
            0,
            20.205397,
            0,
            0,
            20.205397
        ],
        [
            0,
            0,
            1,
            0,
            0,
            1
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            323922,
            -79564,
            -384003,
            -70882,
            -87778,
            -603252
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "VET_USDT",
    "interval": "6h",
    "packets": 25000,
    "actual_packets": 10004,
    "evaluation_days": 2501,
    "actual_first_datapoint_time": 1543644000000,
    "first_datapoint_time": 1548590400000,
    "last_datapoint_time": 1759730400000,
    "evaluation_time": 1759748146280,
    "expiration_time": 1766212992000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "pwma",
        "factors": {
            "length": 230,
            "offset": 0
        }
    },
    "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)