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Trade: ONE/USDT/120/EMA/VWMA/3569

Strategy
ONE/USDT/120/EMA/VWMA/3569
Pair
ONE_USDT
Interval
2h
Score
586508
Daily Profit
1.538955
Profit Factor
5.039184
Profitability
35.384615
Streak
0.000000
Best Strategy
Training Data Length
2083.170000
Evaluation Time
2025-10-13 05:04
Expiration Time
2025-12-27 01:51

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 3205904.1449 3095646.2308 110257.9141 4827118.7972 5679926.3398 -852807.5426
Total P&L (%) 3205.9041 3095.6462 110.2579 4827.1188 5679.9263 -852.8075
Avg Daily Profit (%) 1.539 1.486 0.0529 0.1873 0.1949 0
Buy And Hold Return (%) 24.8714 24.8714 24.8714 24.8714 24.8714 24.8714
Max Trade Drawdown -137568 -82726 -149224 -7609663 -7080019 -4768725
Profit Factor 5.0392 8.9355 1.2732 1.1178 1.28 0.9588
Total Trades 130 65 65 130 65 65
Winning Trades 46 20 26 46 20 26
Losing Trades 84 45 39 84 45 39
Profitability (%) 35.3846 30.7692 40 35.3846 30.7692 40
Ratio Avg Win / Avg Loss 9.202 20.1048 1.9098 2.0412 2.8799 1.4382
Largest Winning Trade 2840039 2840039 85338 7909306 7909306 3063285
Largest Losing Trade -44663 -44663 -33972 -2273291 -1923407 -2273291
Avg Bars in Trades 189 170 209 189 170 209
Avg Bars in Winners 382 360 398 382 360 398
Avg Bars in Losers 84 85 83 84 85 83
Bars Traded 24691 11065 13626 24691 11065 13626
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 586508 -117147 -258888 -87231 -130369 -714958
Evaluation Data
{
    "trading_pair": "ONE_USDT",
    "interval": "2h",
    "packets": 25000,
    "actual_packets": 24998,
    "evaluation_days": 2083.17,
    "actual_first_datapoint_time": 1580263200000,
    "first_datapoint_time": 1581926400000,
    "last_datapoint_time": 1760313600000,
    "evaluation_time": 1760321098158,
    "expiration_time": 1766793081600,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "ema",
        "factors": {
            "length": 232,
            "offset": 0
        }
    },
    "second_band": {
        "type": "vwma",
        "factors": {
            "length": 51,
            "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": [
        [
            3205904.144864832,
            3095646.2307808595,
            110257.9140839729,
            4827118.797194906,
            5679926.339804408,
            -852807.5426095002
        ],
        [
            3205.904145,
            3095.646231,
            110.257914,
            4827.118797,
            5679.92634,
            -852.807543
        ],
        [
            1.538955,
            1.486027,
            0.052928,
            0.187262,
            0.19494,
            0
        ],
        [
            24.871355,
            24.871355,
            24.871355,
            24.871355,
            24.871355,
            24.871355
        ],
        [
            -137568,
            -82726,
            -149224,
            -7609663,
            -7080019,
            -4768725
        ],
        [
            5.039184,
            8.93548,
            1.273187,
            1.117814,
            1.279967,
            0.958771
        ],
        [
            130,
            65,
            65,
            130,
            65,
            65
        ],
        [
            46,
            20,
            26,
            46,
            20,
            26
        ],
        [
            84,
            45,
            39,
            84,
            45,
            39
        ],
        [
            35.384615,
            30.769231,
            40,
            35.384615,
            30.769231,
            40
        ],
        [
            9.201988,
            20.104831,
            1.90978,
            2.041225,
            2.879926,
            1.438156
        ],
        [
            2840039,
            2840039,
            85338,
            7909306,
            7909306,
            3063285
        ],
        [
            -44663,
            -44663,
            -33972,
            -2273291,
            -1923407,
            -2273291
        ],
        [
            189,
            170,
            209,
            189,
            170,
            209
        ],
        [
            382,
            360,
            398,
            382,
            360,
            398
        ],
        [
            84,
            85,
            83,
            84,
            85,
            83
        ],
        [
            24691,
            11065,
            13626,
            24691,
            11065,
            13626
        ],
        [
            0,
            0,
            0,
            0,
            0,
            0
        ],
        [
            0,
            0,
            0,
            0,
            0,
            0
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            586508,
            -117147,
            -258888,
            -87231,
            -130369,
            -714958
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "ONE_USDT",
    "interval": "2h",
    "packets": 25000,
    "actual_packets": 24998,
    "evaluation_days": 2083.17,
    "actual_first_datapoint_time": 1580263200000,
    "first_datapoint_time": 1581926400000,
    "last_datapoint_time": 1760313600000,
    "evaluation_time": 1760321098158,
    "expiration_time": 1766793081600,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "ema",
        "factors": {
            "length": 232,
            "offset": 0
        }
    },
    "second_band": {
        "type": "vwma",
        "factors": {
            "length": 51,
            "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)