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Trade: NEAR/USDT/240/MIDPRICE/VWMA/9441

Strategy
NEAR/USDT/240/MIDPRICE/VWMA/9441
Pair
NEAR_USDT
Interval
4h
Score
428844
Daily Profit
0.300820
Profit Factor
3.478645
Profitability
47.368421
Streak
0.000000
Best Strategy
Training Data Length
1812.670000
Evaluation Time
2025-09-30 22:44
Expiration Time
2025-11-24 03:07

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 626121.0187 545286.5425 80834.4762 1377265.0566 2000743.5907 -623478.5341
Total P&L (%) 626.121 545.2865 80.8345 1377.2651 2000.7436 -623.4785
Avg Daily Profit (%) 0.3454 0.3008 0.0446 0.1487 0.1681 0
Buy And Hold Return (%) 154.0041 154.0041 154.0041 154.0041 154.0041 154.0041
Max Trade Drawdown -129960 -78731 -100214 -3786877 -2588365 -1219425
Profit Factor 2.2891 3.4786 1.3042 1.2123 1.5265 0.7679
Total Trades 76 38 38 76 38 38
Winning Trades 40 18 22 40 18 22
Losing Trades 36 20 16 36 20 16
Profitability (%) 52.6316 47.3684 57.8947 52.6316 47.3684 57.8947
Ratio Avg Win / Avg Loss 2.0601 3.8652 0.9485 1.0911 1.6962 0.5585
Largest Winning Trade 215269 215269 64181 1618050 1618050 570293
Largest Losing Trade -64688 -31162 -64688 -1522925 -1522925 -887805
Avg Bars in Trades 138 119 157 138 119 157
Avg Bars in Winners 167 135 194 167 135 194
Avg Bars in Losers 107 106 108 107 106 108
Bars Traded 10556 4555 6001 10556 4555 6001
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 -41961 428844 -299646 -48060 336034 -579741
Evaluation Data
{
    "trading_pair": "NEAR_USDT",
    "interval": "4h",
    "packets": 25000,
    "actual_packets": 10876,
    "evaluation_days": 1812.67,
    "actual_first_datapoint_time": 1602648000000,
    "first_datapoint_time": 1606032000000,
    "last_datapoint_time": 1759248000000,
    "evaluation_time": 1759261459772,
    "expiration_time": 1763946432000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "midprice",
        "factors": {
            "length": 236,
            "offset": 0
        }
    },
    "second_band": {
        "type": "vwma",
        "factors": {
            "length": 68,
            "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": [
        [
            626121.0187143374,
            545286.5424996181,
            80834.4762147192,
            1377265.056557604,
            2000743.590656158,
            -623478.5340985534
        ],
        [
            626.121019,
            545.286542,
            80.834476,
            1377.265057,
            2000.743591,
            -623.478534
        ],
        [
            0.345414,
            0.30082,
            0.044594,
            0.148663,
            0.168119,
            0
        ],
        [
            154.004127,
            154.004127,
            154.004127,
            154.004127,
            154.004127,
            154.004127
        ],
        [
            -129960,
            -78731,
            -100214,
            -3786877,
            -2588365,
            -1219425
        ],
        [
            2.289055,
            3.478645,
            1.304201,
            1.212334,
            1.526544,
            0.767925
        ],
        [
            76,
            38,
            38,
            76,
            38,
            38
        ],
        [
            40,
            18,
            22,
            40,
            18,
            22
        ],
        [
            36,
            20,
            16,
            36,
            20,
            16
        ],
        [
            52.631579,
            47.368421,
            57.894737,
            52.631579,
            47.368421,
            57.894737
        ],
        [
            2.060149,
            3.865161,
            0.94851,
            1.091101,
            1.69616,
            0.558491
        ],
        [
            215269,
            215269,
            64181,
            1618050,
            1618050,
            570293
        ],
        [
            -64688,
            -31162,
            -64688,
            -1522925,
            -1522925,
            -887805
        ],
        [
            138,
            119,
            157,
            138,
            119,
            157
        ],
        [
            167,
            135,
            194,
            167,
            135,
            194
        ],
        [
            107,
            106,
            108,
            107,
            106,
            108
        ],
        [
            10556,
            4555,
            6001,
            10556,
            4555,
            6001
        ],
        [
            0,
            0,
            0,
            0,
            0,
            0
        ],
        [
            0,
            0,
            0,
            0,
            0,
            0
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            -41961,
            428844,
            -299646,
            -48060,
            336034,
            -579741
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "NEAR_USDT",
    "interval": "4h",
    "packets": 25000,
    "actual_packets": 10876,
    "evaluation_days": 1812.67,
    "actual_first_datapoint_time": 1602648000000,
    "first_datapoint_time": 1606032000000,
    "last_datapoint_time": 1759248000000,
    "evaluation_time": 1759261459772,
    "expiration_time": 1763946432000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "midprice",
        "factors": {
            "length": 236,
            "offset": 0
        }
    },
    "second_band": {
        "type": "vwma",
        "factors": {
            "length": 68,
            "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)