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Trade: NEAR/USDT/240/MIDPRICE/VWMA/1562

Strategy
NEAR/USDT/240/MIDPRICE/VWMA/1562
Pair
NEAR_USDT
Interval
4h
Score
418650
Daily Profit
0.266310
Profit Factor
2.939905
Profitability
51.282051
Streak
43.607489
Best Strategy
Training Data Length
1817.000000
Evaluation Time
2025-10-05 05:34
Expiration Time
2025-11-28 14:14

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 517164.3511 483884.9643 33279.3868 457442.008 1129876.5864 -672434.5784
Total P&L (%) 517.1644 483.885 33.2794 457.442 1129.8766 -672.4346
Avg Daily Profit (%) 0.2846 0.2663 0.0183 0.0946 0.1382 0
Buy And Hold Return (%) 150.1272 150.1272 150.1272 150.1272 150.1272 150.1272
Max Trade Drawdown -147296 -92104 -113523 -1841200 -1267821 -839370
Profit Factor 1.9318 2.9399 1.1089 1.1252 1.5881 0.6116
Total Trades 78 39 39 78 39 39
Winning Trades 41 20 21 41 20 21
Losing Trades 37 19 18 37 19 18
Profitability (%) 52.5641 51.2821 53.8462 52.5641 51.2821 53.8462
Ratio Avg Win / Avg Loss 1.7434 2.7929 0.9505 1.0155 1.5087 0.5242
Largest Winning Trade 165791 165791 66973 738330 738330 185063
Largest Losing Trade -67009 -32443 -67009 -731207 -731207 -460704
Avg Bars in Trades 135 116 154 135 116 154
Avg Bars in Winners 162 118 203 162 118 203
Avg Bars in Losers 105 115 96 105 115 96
Bars Traded 10562 4555 6007 10562 4555 6007
Profit Streak 17.9408 43.6075 17.9408 17.9408 43.6075 17.9408
Trades During Streak 2 1 1 2 1 1
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score -27664 418650 -435466 -189879 -4416 -579693
Evaluation Data
{
    "trading_pair": "NEAR_USDT",
    "interval": "4h",
    "packets": 25000,
    "actual_packets": 10902,
    "evaluation_days": 1817,
    "actual_first_datapoint_time": 1602648000000,
    "first_datapoint_time": 1606118400000,
    "last_datapoint_time": 1759622400000,
    "evaluation_time": 1759631687090,
    "expiration_time": 1764332064000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "midprice",
        "factors": {
            "length": 242,
            "offset": 0
        }
    },
    "second_band": {
        "type": "vwma",
        "factors": {
            "length": 70,
            "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": [
        [
            517164.3511055729,
            483884.9642823928,
            33279.3868231805,
            457442.0080033042,
            1129876.5864001047,
            -672434.5783968003
        ],
        [
            517.164351,
            483.884964,
            33.279387,
            457.442008,
            1129.876586,
            -672.434578
        ],
        [
            0.284625,
            0.26631,
            0.018316,
            0.094607,
            0.138208,
            0
        ],
        [
            150.127183,
            150.127183,
            150.127183,
            150.127183,
            150.127183,
            150.127183
        ],
        [
            -147296,
            -92104,
            -113523,
            -1841200,
            -1267821,
            -839370
        ],
        [
            1.931837,
            2.939905,
            1.108914,
            1.125236,
            1.588059,
            0.611598
        ],
        [
            78,
            39,
            39,
            78,
            39,
            39
        ],
        [
            41,
            20,
            21,
            41,
            20,
            21
        ],
        [
            37,
            19,
            18,
            37,
            19,
            18
        ],
        [
            52.564103,
            51.282051,
            53.846154,
            52.564103,
            51.282051,
            53.846154
        ],
        [
            1.743365,
            2.79291,
            0.950498,
            1.015457,
            1.508656,
            0.524227
        ],
        [
            165791,
            165791,
            66973,
            738330,
            738330,
            185063
        ],
        [
            -67009,
            -32443,
            -67009,
            -731207,
            -731207,
            -460704
        ],
        [
            135,
            116,
            154,
            135,
            116,
            154
        ],
        [
            162,
            118,
            203,
            162,
            118,
            203
        ],
        [
            105,
            115,
            96,
            105,
            115,
            96
        ],
        [
            10562,
            4555,
            6007,
            10562,
            4555,
            6007
        ],
        [
            17.940823,
            43.607489,
            17.940823,
            17.940823,
            43.607489,
            17.940823
        ],
        [
            2,
            1,
            1,
            2,
            1,
            1
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            -27664,
            418650,
            -435466,
            -189879,
            -4416,
            -579693
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "NEAR_USDT",
    "interval": "4h",
    "packets": 25000,
    "actual_packets": 10902,
    "evaluation_days": 1817,
    "actual_first_datapoint_time": 1602648000000,
    "first_datapoint_time": 1606118400000,
    "last_datapoint_time": 1759622400000,
    "evaluation_time": 1759631687090,
    "expiration_time": 1764332064000,
    "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": 70,
            "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)