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Trade: NEAR/USDT/720/VWMA/JMA/4302

Strategy
NEAR/USDT/720/VWMA/JMA/4302
Pair
NEAR_USDT
Interval
12h
Score
435774
Daily Profit
0.343618
Profit Factor
3.793016
Profitability
45.945946
Streak
64.919705
Best Strategy
Training Data Length
1819.500000
Evaluation Time
2025-10-07 13:04
Expiration Time
2025-11-30 16:02

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 626970.1155 625212.6565 1757.4591 454831.643 1186374.4345 -731542.7915
Total P&L (%) 626.9701 625.2127 1.7575 454.8316 1186.3744 -731.5428
Avg Daily Profit (%) 0.3446 0.3436 0.001 0.0942 0.1405 0
Buy And Hold Return (%) 240.9478 240.9478 240.9478 240.9478 240.9478 240.9478
Max Trade Drawdown -153985 -93175 -85369 -3290478 -1646073 -1836643
Profit Factor 2.0899 3.793 1.005 1.0918 1.6007 0.7546
Total Trades 73 37 36 73 37 36
Winning Trades 31 17 14 31 17 14
Losing Trades 42 20 22 42 20 22
Profitability (%) 42.4658 45.9459 38.8889 42.4658 45.9459 38.8889
Ratio Avg Win / Avg Loss 2.8315 4.4624 1.5793 1.4792 1.8832 1.1858
Largest Winning Trade 208326 208326 71414 1463429 1463429 546766
Largest Losing Trade -43540 -33396 -43540 -1340897 -902870 -1340897
Avg Bars in Trades 48 39 58 48 39 58
Avg Bars in Winners 65 53 80 65 53 80
Avg Bars in Losers 36 26 45 36 26 45
Bars Traded 3572 1449 2122 3572 1449 2122
Profit Streak 22.4197 64.9197 0 22.4197 64.9197 0
Trades During Streak 1 2 0 1 2 0
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score -68877 435774 -575534 -273050 -4040 -583434
Evaluation Data
{
    "trading_pair": "NEAR_USDT",
    "interval": "12h",
    "packets": 25000,
    "actual_packets": 3639,
    "evaluation_days": 1819.5,
    "actual_first_datapoint_time": 1602633600000,
    "first_datapoint_time": 1604880000000,
    "last_datapoint_time": 1759795200000,
    "evaluation_time": 1759831462552,
    "expiration_time": 1764511344000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "vwma",
        "factors": {
            "length": 48,
            "offset": 0
        }
    },
    "second_band": {
        "type": "jma",
        "factors": {
            "length": 53,
            "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": [
        [
            626970.115545263,
            625212.6564773913,
            1757.4590678719,
            454831.6430413192,
            1186374.4345462355,
            -731542.7915049158
        ],
        [
            626.970116,
            625.212656,
            1.757459,
            454.831643,
            1186.374435,
            -731.542792
        ],
        [
            0.344584,
            0.343618,
            0.000966,
            0.094218,
            0.14049,
            0
        ],
        [
            240.947835,
            240.947835,
            240.947835,
            240.947835,
            240.947835,
            240.947835
        ],
        [
            -153985,
            -93175,
            -85369,
            -3290478,
            -1646073,
            -1836643
        ],
        [
            2.089917,
            3.793016,
            1.005001,
            1.091778,
            1.600681,
            0.754577
        ],
        [
            73,
            37,
            36,
            73,
            37,
            36
        ],
        [
            31,
            17,
            14,
            31,
            17,
            14
        ],
        [
            42,
            20,
            22,
            42,
            20,
            22
        ],
        [
            42.465753,
            45.945946,
            38.888889,
            42.465753,
            45.945946,
            38.888889
        ],
        [
            2.8315,
            4.462372,
            1.579288,
            1.479183,
            1.883154,
            1.185764
        ],
        [
            208326,
            208326,
            71414,
            1463429,
            1463429,
            546766
        ],
        [
            -43540,
            -33396,
            -43540,
            -1340897,
            -902870,
            -1340897
        ],
        [
            48,
            39,
            58,
            48,
            39,
            58
        ],
        [
            65,
            53,
            80,
            65,
            53,
            80
        ],
        [
            36,
            26,
            45,
            36,
            26,
            45
        ],
        [
            3572,
            1449,
            2122,
            3572,
            1449,
            2122
        ],
        [
            22.419705,
            64.919705,
            0,
            22.419705,
            64.919705,
            0
        ],
        [
            1,
            2,
            0,
            1,
            2,
            0
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            -68877,
            435774,
            -575534,
            -273050,
            -4040,
            -583434
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "NEAR_USDT",
    "interval": "12h",
    "packets": 25000,
    "actual_packets": 3639,
    "evaluation_days": 1819.5,
    "actual_first_datapoint_time": 1602633600000,
    "first_datapoint_time": 1604880000000,
    "last_datapoint_time": 1759795200000,
    "evaluation_time": 1759831462552,
    "expiration_time": 1764511344000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "vwma",
        "factors": {
            "length": 48,
            "offset": 0
        }
    },
    "second_band": {
        "type": "jma",
        "factors": {
            "length": 53,
            "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)