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Trade: VET/USDT/360/MIDPRICE/VWMA/1890

Strategy
VET/USDT/360/MIDPRICE/VWMA/1890
Pair
VET_USDT
Interval
6h
Score
481385
Daily Profit
0.400998
Profit Factor
3.573149
Profitability
57.303371
Streak
14.885390
Best Strategy
Training Data Length
2502.000000
Evaluation Time
2025-10-07 12:14
Expiration Time
2025-12-21 09:26

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 1003296.5252 804827.062 198469.4631 28266771.904 19409966.8951 8856805.0089
Total P&L (%) 1003.2965 804.8271 198.4695 28266.7719 19409.9669 8856.805
Avg Daily Profit (%) 0.401 0.3217 0.0793 0.226 0.211 0.1798
Buy And Hold Return (%) 450.9425 450.9425 450.9425 450.9425 450.9425 450.9425
Max Trade Drawdown -103733 -64449 -90558 -23731769 -15339462 -26974504
Profit Factor 3.5731 5.4925 1.9417 1.3514 1.5443 1.1978
Total Trades 89 45 44 89 45 44
Winning Trades 51 24 27 51 24 27
Losing Trades 38 21 17 38 21 17
Profitability (%) 57.3034 53.3333 61.3636 57.3034 53.3333 61.3636
Ratio Avg Win / Avg Loss 2.6623 4.8059 1.2225 1.0069 1.3513 0.7542
Largest Winning Trade 342792 342792 55713 17025561 17025561 10049221
Largest Losing Trade -56466 -42590 -56466 -17673627 -9978543 -17673627
Avg Bars in Trades 108 91 125 108 91 125
Avg Bars in Winners 131 108 153 131 108 153
Avg Bars in Losers 76 72 81 76 72 81
Bars Traded 9629 4116 5513 9629 4116 5513
Profit Streak 14.8854 14.8854 43.3854 14.8854 14.8854 43.3854
Trades During Streak 2 1 4 2 1 4
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 481385 359840 -247213 392945 388596 225818
Evaluation Data
{
    "trading_pair": "VET_USDT",
    "interval": "6h",
    "packets": 25000,
    "actual_packets": 10008,
    "evaluation_days": 2502,
    "actual_first_datapoint_time": 1543644000000,
    "first_datapoint_time": 1547748000000,
    "last_datapoint_time": 1759816800000,
    "evaluation_time": 1759828497665,
    "expiration_time": 1766301984000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "midprice",
        "factors": {
            "length": 191,
            "offset": 0
        }
    },
    "second_band": {
        "type": "vwma",
        "factors": {
            "length": 52,
            "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": [
        [
            1003296.5251586572,
            804827.0620148231,
            198469.4631438341,
            28266771.903953496,
            19409966.895088166,
            8856805.008865336
        ],
        [
            1003.296525,
            804.827062,
            198.469463,
            28266.771904,
            19409.966895,
            8856.805009
        ],
        [
            0.400998,
            0.321673,
            0.079324,
            0.225987,
            0.210994,
            0.179818
        ],
        [
            450.942496,
            450.942496,
            450.942496,
            450.942496,
            450.942496,
            450.942496
        ],
        [
            -103733,
            -64449,
            -90558,
            -23731769,
            -15339462,
            -26974504
        ],
        [
            3.573149,
            5.49248,
            1.941684,
            1.351422,
            1.544347,
            1.197793
        ],
        [
            89,
            45,
            44,
            89,
            45,
            44
        ],
        [
            51,
            24,
            27,
            51,
            24,
            27
        ],
        [
            38,
            21,
            17,
            38,
            21,
            17
        ],
        [
            57.303371,
            53.333333,
            61.363636,
            57.303371,
            53.333333,
            61.363636
        ],
        [
            2.662346,
            4.80592,
            1.222542,
            1.006942,
            1.351304,
            0.754166
        ],
        [
            342792,
            342792,
            55713,
            17025561,
            17025561,
            10049221
        ],
        [
            -56466,
            -42590,
            -56466,
            -17673627,
            -9978543,
            -17673627
        ],
        [
            108,
            91,
            125,
            108,
            91,
            125
        ],
        [
            131,
            108,
            153,
            131,
            108,
            153
        ],
        [
            76,
            72,
            81,
            76,
            72,
            81
        ],
        [
            9629,
            4116,
            5513,
            9629,
            4116,
            5513
        ],
        [
            14.88539,
            14.88539,
            43.38539,
            14.88539,
            14.88539,
            43.38539
        ],
        [
            2,
            1,
            4,
            2,
            1,
            4
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            481385,
            359840,
            -247213,
            392945,
            388596,
            225818
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "VET_USDT",
    "interval": "6h",
    "packets": 25000,
    "actual_packets": 10008,
    "evaluation_days": 2502,
    "actual_first_datapoint_time": 1543644000000,
    "first_datapoint_time": 1547748000000,
    "last_datapoint_time": 1759816800000,
    "evaluation_time": 1759828497665,
    "expiration_time": 1766301984000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "midprice",
        "factors": {
            "length": 191,
            "offset": 0
        }
    },
    "second_band": {
        "type": "vwma",
        "factors": {
            "length": 52,
            "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)