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Trade: OP/USDT/120/DCL/VWMA/4046

Strategy
OP/USDT/120/DCL/VWMA/4046
Pair
OP_USDT
Interval
2h
Score
338070
Daily Profit
0.212734
Profit Factor
1.320414
Profitability
60.189573
Streak
6.251140
Best Strategy
Training Data Length
1226.170000
Evaluation Time
2025-10-09 15:01
Expiration Time
2025-11-22 15:24

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 260848.0473 230772.8985 30075.1487 77822.58 163841.2649 -86018.6848
Total P&L (%) 260.848 230.7729 30.0751 77.8226 163.8413 -86.0187
Avg Daily Profit (%) 0.2127 0.1882 0.0245 0.047 0.0792 -0.1603
Buy And Hold Return (%) 31.0112 31.0112 31.0112 31.0112 31.0112 31.0112
Max Trade Drawdown -145133 -119705 -117015 -403721 -372853 -268920
Profit Factor 1.3204 1.4748 1.0917 1.0348 1.1179 0.8983
Total Trades 211 105 106 211 105 106
Winning Trades 127 60 67 127 60 67
Losing Trades 84 45 39 84 45 39
Profitability (%) 60.1896 57.1429 63.2075 60.1896 57.1429 63.2075
Ratio Avg Win / Avg Loss 0.8733 1.1061 0.6355 0.6844 0.8384 0.5229
Largest Winning Trade 53816 53816 14232 131431 131431 38315
Largest Losing Trade -50988 -42278 -50988 -191968 -191968 -142036
Avg Bars in Trades 68 103 33 68 103 33
Avg Bars in Winners 45 64 28 45 64 28
Avg Bars in Losers 103 156 42 103 156 42
Bars Traded 14403 10871 3532 14403 10871 3532
Profit Streak 6.2511 0 30.4178 6.2511 0 30.4178
Trades During Streak 1 0 3 1 0 3
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 338070 335650 -444319 -314537 -180285 -577874
Evaluation Data
{
    "trading_pair": "OP_USDT",
    "interval": "2h",
    "packets": 25000,
    "actual_packets": 14714,
    "evaluation_days": 1226.17,
    "actual_first_datapoint_time": 1654070400000,
    "first_datapoint_time": 1655143200000,
    "last_datapoint_time": 1760004000000,
    "evaluation_time": 1760011298534,
    "expiration_time": 1763817868800,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "dcl",
        "factors": {
            "length": 18,
            "offset": 0
        }
    },
    "second_band": {
        "type": "vwma",
        "factors": {
            "length": 150,
            "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": [
        [
            260848.0472593912,
            230772.8985210622,
            30075.1487383293,
            77822.5800252254,
            163841.264865944,
            -86018.6848407186
        ],
        [
            260.848047,
            230.772899,
            30.075149,
            77.82258,
            163.841265,
            -86.018685
        ],
        [
            0.212734,
            0.188206,
            0.024528,
            0.046955,
            0.079154,
            -0.160326
        ],
        [
            31.011236,
            31.011236,
            31.011236,
            31.011236,
            31.011236,
            31.011236
        ],
        [
            -145133,
            -119705,
            -117015,
            -403721,
            -372853,
            -268920
        ],
        [
            1.320414,
            1.47478,
            1.091683,
            1.034804,
            1.117881,
            0.898337
        ],
        [
            211,
            105,
            106,
            211,
            105,
            106
        ],
        [
            127,
            60,
            67,
            127,
            60,
            67
        ],
        [
            84,
            45,
            39,
            84,
            45,
            39
        ],
        [
            60.189573,
            57.142857,
            63.207547,
            60.189573,
            57.142857,
            63.207547
        ],
        [
            0.873345,
            1.106085,
            0.635457,
            0.684438,
            0.838411,
            0.522913
        ],
        [
            53816,
            53816,
            14232,
            131431,
            131431,
            38315
        ],
        [
            -50988,
            -42278,
            -50988,
            -191968,
            -191968,
            -142036
        ],
        [
            68,
            103,
            33,
            68,
            103,
            33
        ],
        [
            45,
            64,
            28,
            45,
            64,
            28
        ],
        [
            103,
            156,
            42,
            103,
            156,
            42
        ],
        [
            14403,
            10871,
            3532,
            14403,
            10871,
            3532
        ],
        [
            6.25114,
            0,
            30.417807,
            6.25114,
            0,
            30.417807
        ],
        [
            1,
            0,
            3,
            1,
            0,
            3
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            338070,
            335650,
            -444319,
            -314537,
            -180285,
            -577874
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "OP_USDT",
    "interval": "2h",
    "packets": 25000,
    "actual_packets": 14714,
    "evaluation_days": 1226.17,
    "actual_first_datapoint_time": 1654070400000,
    "first_datapoint_time": 1655143200000,
    "last_datapoint_time": 1760004000000,
    "evaluation_time": 1760011298534,
    "expiration_time": 1763817868800,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "dcl",
        "factors": {
            "length": 18,
            "offset": 0
        }
    },
    "second_band": {
        "type": "vwma",
        "factors": {
            "length": 150,
            "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)