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Trade: VET/USDT/60/MIDPRICE/VWMA/7124

Strategy
VET/USDT/60/MIDPRICE/VWMA/7124
Pair
VET_USDT
Interval
1h
Score
352516
Daily Profit
0.194620
Profit Factor
1.313088
Profitability
55.426357
Streak
0.000000
Best Strategy
Training Data Length
1041.670000
Evaluation Time
2025-10-03 15:11
Expiration Time
2025-12-17 13:00

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 202729.7903 160348.4581 42381.3322 180489.6211 184002.9653 -3513.3443
Total P&L (%) 202.7298 160.3485 42.3813 180.4896 184.003 -3.5133
Avg Daily Profit (%) 0.1946 0.1539 0.0407 0.0991 0.1003 -0.0034
Buy And Hold Return (%) 22.1873 22.1873 22.1873 22.1873 22.1873 22.1873
Max Trade Drawdown -68326 -57220 -60059 -214209 -164080 -175193
Profit Factor 1.3131 1.5685 1.116 1.1296 1.3121 0.9956
Total Trades 258 129 129 258 129 129
Winning Trades 143 71 72 143 71 72
Losing Trades 115 58 57 115 58 57
Profitability (%) 55.4264 55.0388 55.814 55.4264 55.0388 55.814
Ratio Avg Win / Avg Loss 1.056 1.2813 0.8835 0.9084 1.0719 0.7882
Largest Winning Trade 43517 43517 21863 78806 78806 63606
Largest Losing Trade -25950 -16687 -25950 -93562 -62125 -93562
Avg Bars in Trades 94 94 95 94 94 95
Avg Bars in Winners 85 77 93 85 77 93
Avg Bars in Losers 105 114 97 105 114 97
Bars Traded 24398 12135 12263 24398 12135 12263
Profit Streak 0 0 39.0913 0 0 39.0913
Trades During Streak 0 0 3 0 0 3
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 352516 338151 -238699 -138269 -58532 -578806
Evaluation Data
{
    "trading_pair": "VET_USDT",
    "interval": "1h",
    "packets": 25000,
    "actual_packets": 25000,
    "evaluation_days": 1041.67,
    "actual_first_datapoint_time": 1669489200000,
    "first_datapoint_time": 1670356800000,
    "last_datapoint_time": 1759489200000,
    "evaluation_time": 1759493484919,
    "expiration_time": 1765969200000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "midprice",
        "factors": {
            "length": 242,
            "offset": 0
        }
    },
    "second_band": {
        "type": "vwma",
        "factors": {
            "length": 148,
            "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": [
        [
            202729.790314945,
            160348.4581208128,
            42381.3321941323,
            180489.621074349,
            184002.9653281409,
            -3513.3442537921
        ],
        [
            202.72979,
            160.348458,
            42.381332,
            180.489621,
            184.002965,
            -3.513344
        ],
        [
            0.19462,
            0.153934,
            0.040686,
            0.09906,
            0.100256,
            -0.003433
        ],
        [
            22.187336,
            22.187336,
            22.187336,
            22.187336,
            22.187336,
            22.187336
        ],
        [
            -68326,
            -57220,
            -60059,
            -214209,
            -164080,
            -175193
        ],
        [
            1.313088,
            1.568468,
            1.115972,
            1.129634,
            1.312142,
            0.995624
        ],
        [
            258,
            129,
            129,
            258,
            129,
            129
        ],
        [
            143,
            71,
            72,
            143,
            71,
            72
        ],
        [
            115,
            58,
            57,
            115,
            58,
            57
        ],
        [
            55.426357,
            55.03876,
            55.813953,
            55.426357,
            55.03876,
            55.813953
        ],
        [
            1.05598,
            1.281284,
            0.883478,
            0.908447,
            1.071891,
            0.788202
        ],
        [
            43517,
            43517,
            21863,
            78806,
            78806,
            63606
        ],
        [
            -25950,
            -16687,
            -25950,
            -93562,
            -62125,
            -93562
        ],
        [
            94,
            94,
            95,
            94,
            94,
            95
        ],
        [
            85,
            77,
            93,
            85,
            77,
            93
        ],
        [
            105,
            114,
            97,
            105,
            114,
            97
        ],
        [
            24398,
            12135,
            12263,
            24398,
            12135,
            12263
        ],
        [
            0,
            0,
            39.091261,
            0,
            0,
            39.091261
        ],
        [
            0,
            0,
            3,
            0,
            0,
            3
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            352516,
            338151,
            -238699,
            -138269,
            -58532,
            -578806
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "VET_USDT",
    "interval": "1h",
    "packets": 25000,
    "actual_packets": 25000,
    "evaluation_days": 1041.67,
    "actual_first_datapoint_time": 1669489200000,
    "first_datapoint_time": 1670356800000,
    "last_datapoint_time": 1759489200000,
    "evaluation_time": 1759493484919,
    "expiration_time": 1765969200000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "midprice",
        "factors": {
            "length": 242,
            "offset": 0
        }
    },
    "second_band": {
        "type": "vwma",
        "factors": {
            "length": 148,
            "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)