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Trade: NEAR/USDT/720/VWMA/HILO/2053

Strategy
NEAR/USDT/720/VWMA/HILO/2053
Pair
NEAR_USDT
Interval
12h
Score
468694
Daily Profit
0.432957
Profit Factor
3.501386
Profitability
45.833333
Streak
47.987719
Best Strategy
Training Data Length
1819.500000
Evaluation Time
2025-10-07 14:42
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 833156.8165 787765.3337 45391.4828 1170026.2135 1368528.3506 -198502.137
Total P&L (%) 833.1568 787.7653 45.3915 1170.0262 1368.5284 -198.5021
Avg Daily Profit (%) 0.4579 0.433 0.0249 0.1398 0.1478 0
Buy And Hold Return (%) 253.2321 253.2321 253.2321 253.2321 253.2321 253.2321
Max Trade Drawdown -123930 -81211 -109864 -2761820 -1737851 -1298920
Profit Factor 2.3412 3.5014 1.1482 1.1897 1.4491 0.9364
Total Trades 95 48 47 95 48 47
Winning Trades 46 22 24 46 22 24
Losing Trades 49 26 23 49 26 23
Profitability (%) 48.4211 45.8333 51.0638 48.4211 45.8333 51.0638
Ratio Avg Win / Avg Loss 2.4939 4.138 1.1004 1.2673 1.7125 0.8974
Largest Winning Trade 323030 323030 74267 1529267 1529267 633078
Largest Losing Trade -46063 -46063 -37447 -1099505 -1099505 -845532
Avg Bars in Trades 37 29 45 37 29 45
Avg Bars in Winners 51 45 56 51 45 56
Avg Bars in Losers 24 16 34 24 16 34
Bars Traded 3556 1425 2131 3556 1425 2131
Profit Streak 19.9877 47.9877 0 19.9877 47.9877 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 433521 468694 -382606 -19334 179935 -580558
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": 1605657600000,
    "last_datapoint_time": 1759795200000,
    "evaluation_time": 1759837338970,
    "expiration_time": 1764511344000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "vwma",
        "factors": {
            "length": 71,
            "offset": 0
        }
    },
    "second_band": {
        "type": "hilo",
        "factors": {
            "length": 0,
            "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": [
        [
            833156.8164870568,
            787765.3337367323,
            45391.4827503247,
            1170026.2135118814,
            1368528.3505524253,
            -198502.1370405453
        ],
        [
            833.156816,
            787.765334,
            45.391483,
            1170.026214,
            1368.528351,
            -198.502137
        ],
        [
            0.457904,
            0.432957,
            0.024947,
            0.139786,
            0.147779,
            0
        ],
        [
            253.232073,
            253.232073,
            253.232073,
            253.232073,
            253.232073,
            253.232073
        ],
        [
            -123930,
            -81211,
            -109864,
            -2761820,
            -1737851,
            -1298920
        ],
        [
            2.341182,
            3.501386,
            1.148203,
            1.189706,
            1.44907,
            0.93638
        ],
        [
            95,
            48,
            47,
            95,
            48,
            47
        ],
        [
            46,
            22,
            24,
            46,
            22,
            24
        ],
        [
            49,
            26,
            23,
            49,
            26,
            23
        ],
        [
            48.421053,
            45.833333,
            51.06383,
            48.421053,
            45.833333,
            51.06383
        ],
        [
            2.493867,
            4.138002,
            1.100361,
            1.267296,
            1.712537,
            0.897364
        ],
        [
            323030,
            323030,
            74267,
            1529267,
            1529267,
            633078
        ],
        [
            -46063,
            -46063,
            -37447,
            -1099505,
            -1099505,
            -845532
        ],
        [
            37,
            29,
            45,
            37,
            29,
            45
        ],
        [
            51,
            45,
            56,
            51,
            45,
            56
        ],
        [
            24,
            16,
            34,
            24,
            16,
            34
        ],
        [
            3556,
            1425,
            2131,
            3556,
            1425,
            2131
        ],
        [
            19.987719,
            47.987719,
            0,
            19.98772,
            47.98772,
            0
        ],
        [
            1,
            1,
            0,
            1,
            1,
            0
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            433521,
            468694,
            -382606,
            -19334,
            179935,
            -580558
        ]
    ]
}
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": 1605657600000,
    "last_datapoint_time": 1759795200000,
    "evaluation_time": 1759837338970,
    "expiration_time": 1764511344000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "vwma",
        "factors": {
            "length": 71,
            "offset": 0
        }
    },
    "second_band": {
        "type": "hilo",
        "factors": {
            "length": 0,
            "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)