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Trade: ONE/USDT/360/PWMA/VWAP/2204

Strategy
ONE/USDT/360/PWMA/VWAP/2204
Pair
ONE_USDT
Interval
6h
Score
301730
Daily Profit
0.518997
Profit Factor
2.234269
Profitability
30.366492
Streak
0.000000
Best Strategy
Training Data Length
2327.250000
Evaluation Time
2025-10-14 03:43
Expiration Time
2025-12-22 21:37

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 1207834.8605 1052808.9643 155025.8962 5268886.1268 1933915.8225 3334970.3043
Total P&L (%) 1207.8349 1052.809 155.0259 5268.8861 1933.9158 3334.9703
Avg Daily Profit (%) 0.519 0.4524 0.0666 0.1713 0.1295 0.1521
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -109509 -72215 -157631 -7396936 -5997854 -3056499
Profit Factor 2.2343 3.2285 1.3063 1.1944 1.135 1.2611
Total Trades 191 96 95 191 96 95
Winning Trades 58 27 31 58 27 31
Losing Trades 133 69 64 133 69 64
Profitability (%) 30.3665 28.125 32.6316 30.3665 28.125 32.6316
Ratio Avg Win / Avg Loss 5.1234 8.2507 2.6968 2.7389 2.9005 2.6035
Largest Winning Trade 389351 389351 84937 4801871 4801871 3859406
Largest Losing Trade -41005 -21269 -41005 -1640243 -1640243 -1584515
Avg Bars in Trades 47 42 51 47 42 51
Avg Bars in Winners 106 99 113 106 99 113
Avg Bars in Losers 21 20 21 21 20 21
Bars Traded 9028 4107 4921 9028 4107 4921
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 301730 945 -109810 -4391 -106942 55089
Evaluation Data
{
    "trading_pair": "ONE_USDT",
    "interval": "6h",
    "packets": 25000,
    "actual_packets": 9309,
    "evaluation_days": 2327.25,
    "actual_first_datapoint_time": 1559347200000,
    "first_datapoint_time": 1561939200000,
    "last_datapoint_time": 1760400000000,
    "evaluation_time": 1760402626030,
    "expiration_time": 1766432232000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "pwma",
        "factors": {
            "length": 121,
            "offset": 0
        }
    },
    "second_band": {
        "type": "vwap",
        "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": [
        [
            1207834.8605089944,
            1052808.9642742744,
            155025.8962347208,
            5268886.126774307,
            1933915.8224609494,
            3334970.30431336
        ],
        [
            1207.834861,
            1052.808964,
            155.025896,
            5268.886127,
            1933.915822,
            3334.970304
        ],
        [
            0.518997,
            0.452383,
            0.066613,
            0.171302,
            0.129531,
            0.15208
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -109509,
            -72215,
            -157631,
            -7396936,
            -5997854,
            -3056499
        ],
        [
            2.234269,
            3.22853,
            1.306278,
            1.194425,
            1.134995,
            1.261076
        ],
        [
            191,
            96,
            95,
            191,
            96,
            95
        ],
        [
            58,
            27,
            31,
            58,
            27,
            31
        ],
        [
            133,
            69,
            64,
            133,
            69,
            64
        ],
        [
            30.366492,
            28.125,
            32.631579,
            30.366492,
            28.125,
            32.631579
        ],
        [
            5.12341,
            8.250687,
            2.696833,
            2.73894,
            2.900542,
            2.603512
        ],
        [
            389351,
            389351,
            84937,
            4801871,
            4801871,
            3859406
        ],
        [
            -41005,
            -21269,
            -41005,
            -1640243,
            -1640243,
            -1584515
        ],
        [
            47,
            42,
            51,
            47,
            42,
            51
        ],
        [
            106,
            99,
            113,
            106,
            99,
            113
        ],
        [
            21,
            20,
            21,
            21,
            20,
            21
        ],
        [
            9028,
            4107,
            4921,
            9028,
            4107,
            4921
        ],
        [
            0,
            0,
            0,
            0,
            0,
            0
        ],
        [
            0,
            0,
            0,
            0,
            0,
            0
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            301730,
            945,
            -109810,
            -4391,
            -106942,
            55089
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "ONE_USDT",
    "interval": "6h",
    "packets": 25000,
    "actual_packets": 9309,
    "evaluation_days": 2327.25,
    "actual_first_datapoint_time": 1559347200000,
    "first_datapoint_time": 1561939200000,
    "last_datapoint_time": 1760400000000,
    "evaluation_time": 1760402626030,
    "expiration_time": 1766432232000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "pwma",
        "factors": {
            "length": 121,
            "offset": 0
        }
    },
    "second_band": {
        "type": "vwap",
        "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)