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Trade: OP/USDT/360/JMA/VWAP/5985

Strategy
OP/USDT/360/JMA/VWAP/5985
Pair
OP_USDT
Interval
6h
Score
400550
Daily Profit
0.203307
Profit Factor
1.296762
Profitability
52.401747
Streak
42.673749
Best Strategy
Training Data Length
1224.000000
Evaluation Time
2025-10-07 07:10
Expiration Time
2025-11-12 19:16

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 248848.2845 168296.761 80551.5235 155613.8492 82073.0889 73540.7603
Total P&L (%) 248.8483 168.2968 80.5515 155.6138 82.0731 73.5408
Avg Daily Profit (%) 0.2033 0.1375 0.0658 0.0767 0.049 0.045
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -218036 -81321 -193907 -250899 -145331 -210823
Profit Factor 1.2968 1.4203 1.1838 1.1326 1.141 1.1243
Total Trades 229 115 114 229 115 114
Winning Trades 120 58 62 120 58 62
Losing Trades 109 57 52 109 57 52
Profitability (%) 52.4017 50.4348 54.386 52.4017 50.4348 54.386
Ratio Avg Win / Avg Loss 1.1779 1.3958 0.9929 1.0288 1.1213 0.943
Largest Winning Trade 58294 58294 30027 83878 83878 62158
Largest Losing Trade -31930 -25166 -31930 -62029 -62029 -60830
Avg Bars in Trades 20 19 20 20 19 20
Avg Bars in Winners 19 18 20 19 18 20
Avg Bars in Losers 20 20 21 20 20 21
Bars Traded 4592 2237 2355 4592 2237 2355
Profit Streak 42.6737 42.6737 45.1737 42.6737 42.6737 45.1737
Trades During Streak 8 4 4 8 4 4
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 400550 -7072 -122940 -161803 -191352 -216115
Evaluation Data
{
    "trading_pair": "OP_USDT",
    "interval": "6h",
    "packets": 25000,
    "actual_packets": 4896,
    "evaluation_days": 1224,
    "actual_first_datapoint_time": 1654063200000,
    "first_datapoint_time": 1659225600000,
    "last_datapoint_time": 1759795200000,
    "evaluation_time": 1759810211903,
    "expiration_time": 1762967808000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "jma",
        "factors": {
            "length": 13,
            "offset": 227
        }
    },
    "second_band": {
        "type": "vwap",
        "factors": {
            "length": 0,
            "offset": 206
        }
    }
}
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": [
        [
            248848.2845202686,
            168296.7609779646,
            80551.5235423041,
            155613.8492070041,
            82073.0888845437,
            73540.7603224604
        ],
        [
            248.848285,
            168.296761,
            80.551524,
            155.613849,
            82.073089,
            73.54076
        ],
        [
            0.203307,
            0.137497,
            0.06581,
            0.076704,
            0.048969,
            0.045046
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -218036,
            -81321,
            -193907,
            -250899,
            -145331,
            -210823
        ],
        [
            1.296762,
            1.420337,
            1.183841,
            1.132586,
            1.141003,
            1.124305
        ],
        [
            229,
            115,
            114,
            229,
            115,
            114
        ],
        [
            120,
            58,
            62,
            120,
            58,
            62
        ],
        [
            109,
            57,
            52,
            109,
            57,
            52
        ],
        [
            52.401747,
            50.434783,
            54.385965,
            52.401747,
            50.434783,
            54.385965
        ],
        [
            1.177892,
            1.395849,
            0.992899,
            1.028766,
            1.121331,
            0.942966
        ],
        [
            58294,
            58294,
            30027,
            83878,
            83878,
            62158
        ],
        [
            -31930,
            -25166,
            -31930,
            -62029,
            -62029,
            -60830
        ],
        [
            20,
            19,
            20,
            20,
            19,
            20
        ],
        [
            19,
            18,
            20,
            19,
            18,
            20
        ],
        [
            20,
            20,
            21,
            20,
            20,
            21
        ],
        [
            4592,
            2237,
            2355,
            4592,
            2237,
            2355
        ],
        [
            42.673749,
            42.673749,
            45.173749,
            42.673749,
            42.673749,
            45.173749
        ],
        [
            8,
            4,
            4,
            8,
            4,
            4
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            400550,
            -7072,
            -122940,
            -161803,
            -191352,
            -216115
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "OP_USDT",
    "interval": "6h",
    "packets": 25000,
    "actual_packets": 4896,
    "evaluation_days": 1224,
    "actual_first_datapoint_time": 1654063200000,
    "first_datapoint_time": 1659225600000,
    "last_datapoint_time": 1759795200000,
    "evaluation_time": 1759810211903,
    "expiration_time": 1762967808000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "jma",
        "factors": {
            "length": 13,
            "offset": 227
        }
    },
    "second_band": {
        "type": "vwap",
        "factors": {
            "length": 0,
            "offset": 206
        }
    }
}

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)