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Trade: OP/USDT/240/VWMA/BBU/5930

Strategy
OP/USDT/240/VWMA/BBU/5930
Pair
OP_USDT
Interval
4h
Score
328587
Daily Profit
0.196382
Profit Factor
1.828754
Profitability
41.463415
Streak
122.424876
Best Strategy
Training Data Length
1221.330000
Evaluation Time
2025-10-04 17:11
Expiration Time
2025-11-10 05:21

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 253555.2177 239847.5483 13707.6694 65201.4623 84088.9291 -18887.4668
Total P&L (%) 253.5552 239.8475 13.7077 65.2015 84.0889 -18.8875
Avg Daily Profit (%) 0.2076 0.1964 0.0112 0.0411 0.05 -0.0171
Buy And Hold Return (%) 22.8668 22.8668 22.8668 22.8668 22.8668 22.8668
Max Trade Drawdown -132152 -135850 -41216 -605418 -526798 -179583
Profit Factor 1.6291 1.8288 1.1206 1.0486 1.086 0.9481
Total Trades 83 41 42 83 41 42
Winning Trades 39 17 22 39 17 22
Losing Trades 44 24 20 44 24 20
Profitability (%) 46.988 41.4634 52.381 46.988 41.4634 52.381
Ratio Avg Win / Avg Loss 1.8379 2.5818 1.0187 1.183 1.5332 0.8619
Largest Winning Trade 166355 166355 12511 330097 330097 48551
Largest Losing Trade -34571 -34571 -14545 -182207 -182207 -58088
Avg Bars in Trades 87 162 13 87 162 13
Avg Bars in Winners 122 262 13 122 262 13
Avg Bars in Losers 55 91 13 55 91 13
Bars Traded 7224 6665 560 7224 6665 560
Profit Streak 0 122.4249 0 0 122.4249 0
Trades During Streak 0 3 0 0 3 0
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 299577 328587 -430839 -310759 -255428 -580148
Evaluation Data
{
    "trading_pair": "OP_USDT",
    "interval": "4h",
    "packets": 25000,
    "actual_packets": 7328,
    "evaluation_days": 1221.33,
    "actual_first_datapoint_time": 1654070400000,
    "first_datapoint_time": 1655323200000,
    "last_datapoint_time": 1759579200000,
    "evaluation_time": 1759587109297,
    "expiration_time": 1762744896000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "vwma",
        "factors": {
            "length": 88,
            "offset": 0
        }
    },
    "second_band": {
        "type": "bbu",
        "factors": {
            "length": 192,
            "offset": 0,
            "std": 3.51322
        }
    }
}
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": [
        [
            253555.217722729,
            239847.5483266889,
            13707.66939604,
            65201.4623281923,
            84088.9291294771,
            -18887.4668012848
        ],
        [
            253.555218,
            239.847548,
            13.707669,
            65.201462,
            84.088929,
            -18.887467
        ],
        [
            0.207606,
            0.196382,
            0.011224,
            0.041111,
            0.049978,
            -0.017138
        ],
        [
            22.866779,
            22.866779,
            22.866779,
            22.866779,
            22.866779,
            22.866779
        ],
        [
            -132152,
            -135850,
            -41216,
            -605418,
            -526798,
            -179583
        ],
        [
            1.629083,
            1.828754,
            1.120615,
            1.048592,
            1.085998,
            0.948113
        ],
        [
            83,
            41,
            42,
            83,
            41,
            42
        ],
        [
            39,
            17,
            22,
            39,
            17,
            22
        ],
        [
            44,
            24,
            20,
            44,
            24,
            20
        ],
        [
            46.987952,
            41.463415,
            52.380952,
            46.987952,
            41.463415,
            52.380952
        ],
        [
            1.83794,
            2.581771,
            1.018741,
            1.183027,
            1.533174,
            0.861921
        ],
        [
            166355,
            166355,
            12511,
            330097,
            330097,
            48551
        ],
        [
            -34571,
            -34571,
            -14545,
            -182207,
            -182207,
            -58088
        ],
        [
            87,
            162,
            13,
            87,
            162,
            13
        ],
        [
            122,
            262,
            13,
            122,
            262,
            13
        ],
        [
            55,
            91,
            13,
            55,
            91,
            13
        ],
        [
            7224,
            6665,
            560,
            7224,
            6665,
            560
        ],
        [
            0,
            122.424876,
            0,
            0,
            122.424876,
            0
        ],
        [
            0,
            3,
            0,
            0,
            3,
            0
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            299577,
            328587,
            -430839,
            -310759,
            -255428,
            -580148
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "OP_USDT",
    "interval": "4h",
    "packets": 25000,
    "actual_packets": 7328,
    "evaluation_days": 1221.33,
    "actual_first_datapoint_time": 1654070400000,
    "first_datapoint_time": 1655323200000,
    "last_datapoint_time": 1759579200000,
    "evaluation_time": 1759587109297,
    "expiration_time": 1762744896000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "vwma",
        "factors": {
            "length": 88,
            "offset": 0
        }
    },
    "second_band": {
        "type": "bbu",
        "factors": {
            "length": 192,
            "offset": 0,
            "std": 3.51322
        }
    }
}

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)