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Trade: OP/USDT/240/VWAP/T3/8807

Strategy
OP/USDT/240/VWAP/T3/8807
Pair
OP_USDT
Interval
4h
Score
371012
Daily Profit
0.246891
Profit Factor
1.864978
Profitability
44.859813
Streak
27.398421
Best Strategy
Training Data Length
1217.500000
Evaluation Time
2025-09-30 20:33
Expiration Time
2025-11-06 06:36

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 302985.9395 300589.7081 2396.2314 37015.7142 87351.5284 -50335.8142
Total P&L (%) 302.9859 300.5897 2.3962 37.0157 87.3515 -50.3358
Avg Daily Profit (%) 0.2489 0.2469 0.002 0.0259 0.0516 -0.0575
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -126018 -85607 -102840 -93458 -57617 -80687
Profit Factor 1.3862 1.865 1.0055 1.061 1.3343 0.8543
Total Trades 214 107 107 214 107 107
Winning Trades 104 48 56 104 48 56
Losing Trades 110 59 51 110 59 51
Profitability (%) 48.5981 44.8598 52.3364 48.5981 44.8598 52.3364
Ratio Avg Win / Avg Loss 1.4662 2.2924 0.9157 1.1222 1.6401 0.778
Largest Winning Trade 179622 179622 39173 41056 41056 36975
Largest Losing Trade -56043 -28755 -56043 -44803 -30106 -44803
Avg Bars in Trades 32 31 34 32 31 34
Avg Bars in Winners 36 32 39 36 32 39
Avg Bars in Losers 29 29 29 29 29 29
Bars Traded 7024 3319 3705 7024 3319 3705
Profit Streak 21.8984 27.3984 21.8984 21.8984 27.3984 21.8984
Trades During Streak 2 2 1 2 2 1
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 369755 371012 -571538 -312594 -123885 -580195
Evaluation Data
{
    "trading_pair": "OP_USDT",
    "interval": "4h",
    "packets": 25000,
    "actual_packets": 7305,
    "evaluation_days": 1217.5,
    "actual_first_datapoint_time": 1654070400000,
    "first_datapoint_time": 1656129600000,
    "last_datapoint_time": 1759248000000,
    "evaluation_time": 1759253623623,
    "expiration_time": 1762403760000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "vwap",
        "factors": {
            "length": 0,
            "offset": 131
        }
    },
    "second_band": {
        "type": "t3",
        "factors": {
            "length": 144,
            "offset": 0,
            "a": 0.70592
        }
    }
}
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": [
        [
            302985.9394993488,
            300589.7080998776,
            2396.231399471,
            37015.7142211118,
            87351.528394585,
            -50335.8141734731
        ],
        [
            302.985939,
            300.589708,
            2.396231,
            37.015714,
            87.351528,
            -50.335814
        ],
        [
            0.248859,
            0.246891,
            0.001968,
            0.02587,
            0.051579,
            -0.057469
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -126018,
            -85607,
            -102840,
            -93458,
            -57617,
            -80687
        ],
        [
            1.386217,
            1.864978,
            1.005484,
            1.061011,
            1.334288,
            0.854267
        ],
        [
            214,
            107,
            107,
            214,
            107,
            107
        ],
        [
            104,
            48,
            56,
            104,
            48,
            56
        ],
        [
            110,
            59,
            51,
            110,
            59,
            51
        ],
        [
            48.598131,
            44.859813,
            52.336449,
            48.598131,
            44.859813,
            52.336449
        ],
        [
            1.466191,
            2.292368,
            0.915708,
            1.122223,
            1.640062,
            0.777993
        ],
        [
            179622,
            179622,
            39173,
            41056,
            41056,
            36975
        ],
        [
            -56043,
            -28755,
            -56043,
            -44803,
            -30106,
            -44803
        ],
        [
            32,
            31,
            34,
            32,
            31,
            34
        ],
        [
            36,
            32,
            39,
            36,
            32,
            39
        ],
        [
            29,
            29,
            29,
            29,
            29,
            29
        ],
        [
            7024,
            3319,
            3705,
            7024,
            3319,
            3705
        ],
        [
            21.898421,
            27.398421,
            21.898421,
            21.898422,
            27.398422,
            21.898422
        ],
        [
            2,
            2,
            1,
            2,
            2,
            1
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            369755,
            371012,
            -571538,
            -312594,
            -123885,
            -580195
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "OP_USDT",
    "interval": "4h",
    "packets": 25000,
    "actual_packets": 7305,
    "evaluation_days": 1217.5,
    "actual_first_datapoint_time": 1654070400000,
    "first_datapoint_time": 1656129600000,
    "last_datapoint_time": 1759248000000,
    "evaluation_time": 1759253623623,
    "expiration_time": 1762403760000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "vwap",
        "factors": {
            "length": 0,
            "offset": 131
        }
    },
    "second_band": {
        "type": "t3",
        "factors": {
            "length": 144,
            "offset": 0,
            "a": 0.70592
        }
    }
}

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)