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Trade: VET/USDT/720/SSF/WMA/2642

Strategy
VET/USDT/720/SSF/WMA/2642
Pair
VET_USDT
Interval
12h
Score
406085
Daily Profit
0.543991
Profit Factor
8.040390
Profitability
34.375000
Streak
0.000000
Best Strategy
Training Data Length
2502.500000
Evaluation Time
2025-09-30 09:05
Expiration Time
2025-12-14 03:48

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 1469828.1143 1361336.4469 108491.6674 7997041.6298 6648880.1842 1348161.4456
Total P&L (%) 1469.8281 1361.3364 108.4917 7997.0416 6648.8802 1348.1614
Avg Daily Profit (%) 0.5873 0.544 0.0434 0.1757 0.1685 0.1069
Buy And Hold Return (%) 330.572 330.572 330.572 330.572 330.572 330.572
Max Trade Drawdown -108306 -51776 -60616 -11548114 -7332305 -9838611
Profit Factor 4.3221 8.0404 1.4356 1.2086 1.3607 1.0677
Total Trades 63 32 31 63 32 31
Winning Trades 24 11 13 24 11 13
Losing Trades 39 21 18 39 21 18
Profitability (%) 38.0952 34.375 41.9355 38.0952 34.375 41.9355
Ratio Avg Win / Avg Loss 7.0234 15.3498 1.9877 1.964 2.5977 1.4784
Largest Winning Trade 912618 912618 59038 8291283 8291283 4838930
Largest Losing Trade -32863 -20213 -32863 -3684862 -2562199 -3684862
Avg Bars in Trades 77 72 82 77 72 82
Avg Bars in Winners 152 148 156 152 148 156
Avg Bars in Losers 31 33 28 31 33 28
Bars Traded 4883 2333 2550 4883 2333 2550
Profit Streak 0 0 0 0 0 0
Trades During Streak 0 0 0 0 0 0
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score -139086 406085 -301932 -147440 116104 -201247
Evaluation Data
{
    "trading_pair": "VET_USDT",
    "interval": "12h",
    "packets": 25000,
    "actual_packets": 5005,
    "evaluation_days": 2502.5,
    "actual_first_datapoint_time": 1543017600000,
    "first_datapoint_time": 1543665600000,
    "last_datapoint_time": 1759190400000,
    "evaluation_time": 1759212300437,
    "expiration_time": 1765676880000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "ssf",
        "factors": {
            "length": 239,
            "offset": 0,
            "poles": 2
        }
    },
    "second_band": {
        "type": "wma",
        "factors": {
            "length": 16,
            "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": [
        [
            1469828.1142572407,
            1361336.4468927372,
            108491.6673645036,
            7997041.629828079,
            6648880.184231302,
            1348161.4455967783
        ],
        [
            1469.828114,
            1361.336447,
            108.491667,
            7997.04163,
            6648.880184,
            1348.161446
        ],
        [
            0.587344,
            0.543991,
            0.043353,
            0.175742,
            0.168452,
            0.106865
        ],
        [
            330.571992,
            330.571992,
            330.571992,
            330.571992,
            330.571992,
            330.571992
        ],
        [
            -108306,
            -51776,
            -60616,
            -11548114,
            -7332305,
            -9838611
        ],
        [
            4.322107,
            8.04039,
            1.435574,
            1.208598,
            1.360675,
            1.067738
        ],
        [
            63,
            32,
            31,
            63,
            32,
            31
        ],
        [
            24,
            11,
            13,
            24,
            11,
            13
        ],
        [
            39,
            21,
            18,
            39,
            21,
            18
        ],
        [
            38.095238,
            34.375,
            41.935484,
            38.095238,
            34.375,
            41.935484
        ],
        [
            7.023424,
            15.349835,
            1.987718,
            1.963971,
            2.597653,
            1.478406
        ],
        [
            912618,
            912618,
            59038,
            8291283,
            8291283,
            4838930
        ],
        [
            -32863,
            -20213,
            -32863,
            -3684862,
            -2562199,
            -3684862
        ],
        [
            77,
            72,
            82,
            77,
            72,
            82
        ],
        [
            152,
            148,
            156,
            152,
            148,
            156
        ],
        [
            31,
            33,
            28,
            31,
            33,
            28
        ],
        [
            4883,
            2333,
            2550,
            4883,
            2333,
            2550
        ],
        [
            0,
            0,
            0,
            0,
            0,
            0
        ],
        [
            0,
            0,
            0,
            0,
            0,
            0
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            -139086,
            406085,
            -301932,
            -147440,
            116104,
            -201247
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "VET_USDT",
    "interval": "12h",
    "packets": 25000,
    "actual_packets": 5005,
    "evaluation_days": 2502.5,
    "actual_first_datapoint_time": 1543017600000,
    "first_datapoint_time": 1543665600000,
    "last_datapoint_time": 1759190400000,
    "evaluation_time": 1759212300437,
    "expiration_time": 1765676880000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "ssf",
        "factors": {
            "length": 239,
            "offset": 0,
            "poles": 2
        }
    },
    "second_band": {
        "type": "wma",
        "factors": {
            "length": 16,
            "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)