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Trade: OP/USDT/15/VWAP/SSF/1458

Strategy
OP/USDT/15/VWAP/SSF/1458
Pair
OP_USDT
Interval
15m
Score
350296
Daily Profit
0.337870
Profit Factor
1.234931
Profitability
55.092593
Streak
0.000000
Best Strategy
Training Data Length
260.420000
Evaluation Time
2025-10-01 16:54
Expiration Time
2025-12-15 15:45

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 119797.6497 31809.4992 87988.1505 128142.8872 62347.414 65795.4733
Total P&L (%) 119.7977 31.8095 87.9882 128.1429 62.3474 65.7955
Avg Daily Profit (%) 0.46 0.1221 0.3379 0.3172 0.1862 0.1943
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -101698 -98840 -26499 -69960 -60512 -42689
Profit Factor 1.1464 1.0717 1.2349 1.1339 1.1248 1.1438
Total Trades 864 432 432 864 432 432
Winning Trades 480 242 238 480 242 238
Losing Trades 384 190 194 384 190 194
Profitability (%) 55.5556 56.0185 55.0926 55.5556 56.0185 55.0926
Ratio Avg Win / Avg Loss 0.9172 0.8414 1.0066 0.9071 0.8831 0.9323
Largest Winning Trade 18391 18391 12009 22772 22772 14547
Largest Losing Trade -10429 -9736 -10429 -21335 -21335 -19078
Avg Bars in Trades 28 28 29 28 28 29
Avg Bars in Winners 25 25 26 25 25 26
Avg Bars in Losers 32 30 34 32 30 34
Bars Traded 24957 12109 12848 24957 12109 12848
Profit Streak 0 1.1626 0 0 1.1626 0
Trades During Streak 0 2 0 0 2 0
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score -46733 -177266 350296 -61791 -79032 -55475
Evaluation Data
{
    "trading_pair": "OP_USDT",
    "interval": "15m",
    "packets": 25000,
    "actual_packets": 25000,
    "evaluation_days": 260.42,
    "actual_first_datapoint_time": 1736827200000,
    "first_datapoint_time": 1736827200000,
    "last_datapoint_time": 1759326300000,
    "evaluation_time": 1759326847712,
    "expiration_time": 1765806300000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "vwap",
        "factors": {
            "length": 0,
            "offset": 0
        }
    },
    "second_band": {
        "type": "ssf",
        "factors": {
            "length": 74,
            "offset": 0,
            "poles": 2
        }
    }
}
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": [
        [
            119797.6496986928,
            31809.499232393,
            87988.1504662999,
            128142.8872414067,
            62347.4139849598,
            65795.4732564469
        ],
        [
            119.79765,
            31.809499,
            87.98815,
            128.142887,
            62.347414,
            65.795473
        ],
        [
            0.460017,
            0.122147,
            0.33787,
            0.317222,
            0.186245,
            0.194331
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -101698,
            -98840,
            -26499,
            -69960,
            -60512,
            -42689
        ],
        [
            1.146441,
            1.071719,
            1.234931,
            1.133862,
            1.124762,
            1.143801
        ],
        [
            864,
            432,
            432,
            864,
            432,
            432
        ],
        [
            480,
            242,
            238,
            480,
            242,
            238
        ],
        [
            384,
            190,
            194,
            384,
            190,
            194
        ],
        [
            55.555556,
            56.018519,
            55.092593,
            55.555556,
            56.018519,
            55.092593
        ],
        [
            0.917153,
            0.841432,
            1.006624,
            0.90709,
            0.883077,
            0.932342
        ],
        [
            18391,
            18391,
            12009,
            22772,
            22772,
            14547
        ],
        [
            -10429,
            -9736,
            -10429,
            -21335,
            -21335,
            -19078
        ],
        [
            28,
            28,
            29,
            28,
            28,
            29
        ],
        [
            25,
            25,
            26,
            25,
            25,
            26
        ],
        [
            32,
            30,
            34,
            32,
            30,
            34
        ],
        [
            24957,
            12109,
            12848,
            24957,
            12109,
            12848
        ],
        [
            0,
            1.162589,
            0,
            0,
            1.162589,
            0
        ],
        [
            0,
            2,
            0,
            0,
            2,
            0
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            -46733,
            -177266,
            350296,
            -61791,
            -79032,
            -55475
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "OP_USDT",
    "interval": "15m",
    "packets": 25000,
    "actual_packets": 25000,
    "evaluation_days": 260.42,
    "actual_first_datapoint_time": 1736827200000,
    "first_datapoint_time": 1736827200000,
    "last_datapoint_time": 1759326300000,
    "evaluation_time": 1759326847712,
    "expiration_time": 1765806300000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "vwap",
        "factors": {
            "length": 0,
            "offset": 0
        }
    },
    "second_band": {
        "type": "ssf",
        "factors": {
            "length": 74,
            "offset": 0,
            "poles": 2
        }
    }
}

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)