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Trade: VET/USDT/720/SSF/VWMA/4544

Strategy
VET/USDT/720/SSF/VWMA/4544
Pair
VET_USDT
Interval
12h
Score
386993
Daily Profit
0.423377
Profit Factor
4.363804
Profitability
45.000000
Streak
10.793066
Best Strategy
Training Data Length
2508.500000
Evaluation Time
2025-10-06 10:02
Expiration Time
2025-12-20 08:07

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 1073497.4919 1062042.0203 11455.4717 496464.5779 6668828.8619 -6172364.284
Total P&L (%) 1073.4975 1062.042 11.4555 496.4646 6668.8289 -6172.3643
Avg Daily Profit (%) 0.4279 0.4234 0.0046 0.0712 0.1682 0
Buy And Hold Return (%) 473.0479 473.0479 473.0479 473.0479 473.0479 473.0479
Max Trade Drawdown -138351 -97398 -93142 -11181453 -5006285 -7864058
Profit Factor 2.6928 4.3638 1.036 1.0205 1.6885 0.5754
Total Trades 79 40 39 79 40 39
Winning Trades 38 18 20 38 18 20
Losing Trades 41 22 19 41 22 19
Profitability (%) 48.1013 45 51.2821 48.1013 45 51.2821
Ratio Avg Win / Avg Loss 2.9054 5.3335 0.9842 1.1011 2.0638 0.5467
Largest Winning Trade 712757 712757 49710 8955898 8955898 2541794
Largest Losing Trade -70219 -36913 -70219 -4216631 -1923467 -4216631
Avg Bars in Trades 62 83 40 62 83 40
Avg Bars in Winners 83 114 55 83 114 55
Avg Bars in Losers 42 58 24 42 58 24
Bars Traded 4920 3341 1579 4920 3341 1579
Profit Streak 7.2931 10.7931 0 7.2931 10.7931 0
Trades During Streak 1 1 0 1 1 0
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score -21305 386993 -534928 -477545 348989 -580591
Evaluation Data
{
    "trading_pair": "VET_USDT",
    "interval": "12h",
    "packets": 25000,
    "actual_packets": 5017,
    "evaluation_days": 2508.5,
    "actual_first_datapoint_time": 1543017600000,
    "first_datapoint_time": 1546516800000,
    "last_datapoint_time": 1759708800000,
    "evaluation_time": 1759734120867,
    "expiration_time": 1766210832000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "ssf",
        "factors": {
            "length": 192,
            "offset": 0,
            "poles": 2
        }
    },
    "second_band": {
        "type": "vwma",
        "factors": {
            "length": 82,
            "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": [
        [
            1073497.4919250212,
            1062042.0202736442,
            11455.4716513764,
            496464.5779485791,
            6668828.8619056735,
            -6172364.283957095
        ],
        [
            1073.497492,
            1062.04202,
            11.455472,
            496.464578,
            6668.828862,
            -6172.364284
        ],
        [
            0.427944,
            0.423377,
            0.004567,
            0.071217,
            0.168166,
            0
        ],
        [
            473.047859,
            473.047859,
            473.047859,
            473.047859,
            473.047859,
            473.047859
        ],
        [
            -138351,
            -97398,
            -93142,
            -11181453,
            -5006285,
            -7864058
        ],
        [
            2.692832,
            4.363804,
            1.035976,
            1.020495,
            1.688534,
            0.575449
        ],
        [
            79,
            40,
            39,
            79,
            40,
            39
        ],
        [
            38,
            18,
            20,
            38,
            18,
            20
        ],
        [
            41,
            22,
            19,
            41,
            22,
            19
        ],
        [
            48.101266,
            45,
            51.282051,
            48.101266,
            45,
            51.282051
        ],
        [
            2.905424,
            5.333538,
            0.984178,
            1.10106,
            2.063764,
            0.546676
        ],
        [
            712757,
            712757,
            49710,
            8955898,
            8955898,
            2541794
        ],
        [
            -70219,
            -36913,
            -70219,
            -4216631,
            -1923467,
            -4216631
        ],
        [
            62,
            83,
            40,
            62,
            83,
            40
        ],
        [
            83,
            114,
            55,
            83,
            114,
            55
        ],
        [
            42,
            58,
            24,
            42,
            58,
            24
        ],
        [
            4920,
            3341,
            1579,
            4920,
            3341,
            1579
        ],
        [
            7.293065,
            10.793066,
            0,
            7.293066,
            10.793066,
            0
        ],
        [
            1,
            1,
            0,
            1,
            1,
            0
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            -21305,
            386993,
            -534928,
            -477545,
            348989,
            -580591
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "VET_USDT",
    "interval": "12h",
    "packets": 25000,
    "actual_packets": 5017,
    "evaluation_days": 2508.5,
    "actual_first_datapoint_time": 1543017600000,
    "first_datapoint_time": 1546516800000,
    "last_datapoint_time": 1759708800000,
    "evaluation_time": 1759734120867,
    "expiration_time": 1766210832000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "ssf",
        "factors": {
            "length": 192,
            "offset": 0,
            "poles": 2
        }
    },
    "second_band": {
        "type": "vwma",
        "factors": {
            "length": 82,
            "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)