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Trade: ONE/USDT/360/VWAP/HILO/5974

Strategy
ONE/USDT/360/VWAP/HILO/5974
Pair
ONE_USDT
Interval
6h
Score
638413
Daily Profit
0.837187
Profit Factor
3.047146
Profitability
45.801527
Streak
0.000000
Best Strategy
Training Data Length
2318.000000
Evaluation Time
2025-10-05 00:07
Expiration Time
2025-12-13 08:57

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 1940599.2102 2022593.3349 -81994.1247 -67879.0617 333631.6301 -401510.6918
Total P&L (%) 1940.5992 2022.5933 -81.9941 -67.8791 333.6316 -401.5107
Avg Daily Profit (%) 0.8372 0.8726 -0.0354 -0.049 0.0633 0
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -228959 -142495 -131855 -651341 -276386 -552461
Profit Factor 3.0471 5.5363 0.8367 0.9488 1.6635 0.5121
Total Trades 131 66 65 131 66 65
Winning Trades 60 25 35 60 25 35
Losing Trades 71 41 30 71 41 30
Profitability (%) 45.8015 37.8788 53.8462 45.8015 37.8788 53.8462
Ratio Avg Win / Avg Loss 3.6058 9.0795 0.7172 1.1227 2.7282 0.439
Largest Winning Trade 1915183 1915183 78222 364294 364294 123907
Largest Losing Trade -77679 -40923 -77679 -451292 -98564 -451292
Avg Bars in Trades 64 56 73 64 56 73
Avg Bars in Winners 86 91 83 86 91 83
Avg Bars in Losers 45 34 61 45 34 61
Bars Traded 8462 3698 4764 8462 3698 4764
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 638413 -107754 -711959 -580396 -234416 -711959
Evaluation Data
{
    "trading_pair": "ONE_USDT",
    "interval": "6h",
    "packets": 25000,
    "actual_packets": 9272,
    "evaluation_days": 2318,
    "actual_first_datapoint_time": 1559347200000,
    "first_datapoint_time": 1564012800000,
    "last_datapoint_time": 1759600800000,
    "evaluation_time": 1759612020792,
    "expiration_time": 1765609056000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "vwap",
        "factors": {
            "length": 0,
            "offset": 216
        }
    },
    "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": [
        [
            1940599.210200695,
            2022593.334867401,
            -81994.1246667069,
            -67879.0616917962,
            333631.6301305616,
            -401510.6918223579
        ],
        [
            1940.59921,
            2022.593335,
            -81.994125,
            -67.879062,
            333.63163,
            -401.510692
        ],
        [
            0.837187,
            0.87256,
            -0.035373,
            -0.048981,
            0.063308,
            0
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -228959,
            -142495,
            -131855,
            -651341,
            -276386,
            -552461
        ],
        [
            3.047146,
            5.536264,
            0.836692,
            0.948801,
            1.663509,
            0.512109
        ],
        [
            131,
            66,
            65,
            131,
            66,
            65
        ],
        [
            60,
            25,
            35,
            60,
            25,
            35
        ],
        [
            71,
            41,
            30,
            71,
            41,
            30
        ],
        [
            45.801527,
            37.878788,
            53.846154,
            45.801527,
            37.878788,
            53.846154
        ],
        [
            3.60579,
            9.079472,
            0.717164,
            1.122747,
            2.728154,
            0.43895
        ],
        [
            1915183,
            1915183,
            78222,
            364294,
            364294,
            123907
        ],
        [
            -77679,
            -40923,
            -77679,
            -451292,
            -98564,
            -451292
        ],
        [
            64,
            56,
            73,
            64,
            56,
            73
        ],
        [
            86,
            91,
            83,
            86,
            91,
            83
        ],
        [
            45,
            34,
            61,
            45,
            34,
            61
        ],
        [
            8462,
            3698,
            4764,
            8462,
            3698,
            4764
        ],
        [
            0,
            0,
            0,
            0,
            0,
            0
        ],
        [
            0,
            0,
            0,
            0,
            0,
            0
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            638413,
            -107754,
            -711959,
            -580396,
            -234416,
            -711959
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "ONE_USDT",
    "interval": "6h",
    "packets": 25000,
    "actual_packets": 9272,
    "evaluation_days": 2318,
    "actual_first_datapoint_time": 1559347200000,
    "first_datapoint_time": 1564012800000,
    "last_datapoint_time": 1759600800000,
    "evaluation_time": 1759612020792,
    "expiration_time": 1765609056000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "vwap",
        "factors": {
            "length": 0,
            "offset": 216
        }
    },
    "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)