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Trade: ONE/USDT/120/VWMA/SWMA/6147

Strategy
ONE/USDT/120/VWMA/SWMA/6147
Pair
ONE_USDT
Interval
2h
Score
544600
Daily Profit
0.368020
Profit Factor
1.708600
Profitability
51.980198
Streak
10.144290
Best Strategy
Training Data Length
2082.670000
Evaluation Time
2025-10-01 14:27
Expiration Time
2025-12-15 11:25

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 766463.3223 649441.8791 117021.4432 2696130.0309 2090048.2024 606081.8285
Total P&L (%) 766.4633 649.4419 117.0214 2696.13 2090.0482 606.0818
Avg Daily Profit (%) 0.368 0.3118 0.0562 0.1601 0.1483 0.0939
Buy And Hold Return (%) 69.5187 69.5187 69.5187 69.5187 69.5187 69.5187
Max Trade Drawdown -102109 -62703 -100135 -4790090 -3036661 -4630085
Profit Factor 1.7086 2.2754 1.2044 1.0999 1.1579 1.044
Total Trades 202 101 101 202 101 101
Winning Trades 105 53 52 105 53 52
Losing Trades 97 48 49 97 48 49
Profitability (%) 51.9802 52.4752 51.4851 51.9802 52.4752 51.4851
Ratio Avg Win / Avg Loss 1.5784 2.0607 1.1349 1.0161 1.0487 0.9838
Largest Winning Trade 164739 164739 67924 1873366 1694047 1873366
Largest Losing Trade -55929 -55929 -39953 -1556813 -1103797 -1556813
Avg Bars in Trades 121 105 137 121 105 137
Avg Bars in Winners 134 109 160 134 109 160
Avg Bars in Losers 106 100 113 106 100 113
Bars Traded 24493 10610 13883 24493 10610 13883
Profit Streak 10.1443 10.1443 18.061 10.1443 10.1443 18.061
Trades During Streak 2 1 1 2 1 1
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 544600 504763 -126917 -100561 -40752 -240480
Evaluation Data
{
    "trading_pair": "ONE_USDT",
    "interval": "2h",
    "packets": 25000,
    "actual_packets": 24992,
    "evaluation_days": 2082.67,
    "actual_first_datapoint_time": 1579305600000,
    "first_datapoint_time": 1580824800000,
    "last_datapoint_time": 1759312800000,
    "evaluation_time": 1759318066676,
    "expiration_time": 1765790726400,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "vwma",
        "factors": {
            "length": 212,
            "offset": 0
        }
    },
    "second_band": {
        "type": "swma",
        "factors": {
            "length": 102,
            "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": [
        [
            766463.3222539807,
            649441.8790887037,
            117021.4431652775,
            2696130.0309446678,
            2090048.2023997,
            606081.8285449656
        ],
        [
            766.463322,
            649.441879,
            117.021443,
            2696.130031,
            2090.048202,
            606.081829
        ],
        [
            0.36802,
            0.311831,
            0.056188,
            0.160058,
            0.148309,
            0.093893
        ],
        [
            69.518717,
            69.518717,
            69.518717,
            69.518717,
            69.518717,
            69.518717
        ],
        [
            -102109,
            -62703,
            -100135,
            -4790090,
            -3036661,
            -4630085
        ],
        [
            1.7086,
            2.275395,
            1.204422,
            1.099867,
            1.15793,
            1.044037
        ],
        [
            202,
            101,
            101,
            202,
            101,
            101
        ],
        [
            105,
            53,
            52,
            105,
            53,
            52
        ],
        [
            97,
            48,
            49,
            97,
            48,
            49
        ],
        [
            51.980198,
            52.475248,
            51.485149,
            51.980198,
            52.475248,
            51.485149
        ],
        [
            1.578421,
            2.060735,
            1.134936,
            1.016068,
            1.048691,
            0.983804
        ],
        [
            164739,
            164739,
            67924,
            1873366,
            1694047,
            1873366
        ],
        [
            -55929,
            -55929,
            -39953,
            -1556813,
            -1103797,
            -1556813
        ],
        [
            121,
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            137,
            121,
            105,
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        ],
        [
            134,
            109,
            160,
            134,
            109,
            160
        ],
        [
            106,
            100,
            113,
            106,
            100,
            113
        ],
        [
            24493,
            10610,
            13883,
            24493,
            10610,
            13883
        ],
        [
            10.14429,
            10.14429,
            18.060957,
            10.14429,
            10.14429,
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        ],
        [
            2,
            1,
            1,
            2,
            1,
            1
        ],
        [
            0.8,
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        ],
        [
            544600,
            504763,
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            -100561,
            -40752,
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        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "ONE_USDT",
    "interval": "2h",
    "packets": 25000,
    "actual_packets": 24992,
    "evaluation_days": 2082.67,
    "actual_first_datapoint_time": 1579305600000,
    "first_datapoint_time": 1580824800000,
    "last_datapoint_time": 1759312800000,
    "evaluation_time": 1759318066676,
    "expiration_time": 1765790726400,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "vwma",
        "factors": {
            "length": 212,
            "offset": 0
        }
    },
    "second_band": {
        "type": "swma",
        "factors": {
            "length": 102,
            "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)