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Trade: OP/USDT/360/HWMA/VWAP/3859

Strategy
OP/USDT/360/HWMA/VWAP/3859
Pair
OP_USDT
Interval
6h
Score
428989
Daily Profit
0.381619
Profit Factor
1.349954
Profitability
46.728972
Streak
0.000000
Best Strategy
Training Data Length
1220.750000
Evaluation Time
2025-10-04 02:34
Expiration Time
2025-11-09 10:56

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 465861.3594 342967.868 122893.4915 660360.8563 705936.9688 -45576.1125
Total P&L (%) 465.8614 342.9679 122.8935 660.3609 705.937 -45.5761
Avg Daily Profit (%) 0.3816 0.2809 0.1007 0.1663 0.1711 -0.0498
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -154439 -82577 -140342 -890875 -372915 -864107
Profit Factor 1.35 1.52 1.183 1.1161 1.2637 0.9849
Total Trades 428 214 214 428 214 214
Winning Trades 200 98 102 200 98 102
Losing Trades 228 116 112 228 116 112
Profitability (%) 46.729 45.7944 47.6636 46.729 45.7944 47.6636
Ratio Avg Win / Avg Loss 1.5389 1.7992 1.299 1.2724 1.4958 1.0814
Largest Winning Trade 102935 102935 37077 300599 300599 145111
Largest Losing Trade -39836 -39836 -26905 -169681 -117071 -169681
Avg Bars in Trades 11 11 11 11 11 11
Avg Bars in Winners 13 13 13 13 13 13
Avg Bars in Losers 9 10 9 9 10 9
Bars Traded 4864 2497 2367 4864 2497 2367
Profit Streak 0 0 20.7325 0 0 20.7325
Trades During Streak 0 0 2 0 0 2
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 428989 362124 -76837 -83800 246942 -578120
Evaluation Data
{
    "trading_pair": "OP_USDT",
    "interval": "6h",
    "packets": 25000,
    "actual_packets": 4883,
    "evaluation_days": 1220.75,
    "actual_first_datapoint_time": 1654063200000,
    "first_datapoint_time": 1654063200000,
    "last_datapoint_time": 1759514400000,
    "evaluation_time": 1759534487294,
    "expiration_time": 1762678584000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "hwma",
        "factors": {
            "length": 0,
            "offset": 0,
            "na": 0.2,
            "nb": 0.1,
            "nc": 0.1
        }
    },
    "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": [
        [
            465861.3594376612,
            342967.8679810214,
            122893.4914566404,
            660360.8562514919,
            705936.9687671872,
            -45576.1125156956
        ],
        [
            465.861359,
            342.967868,
            122.893491,
            660.360856,
            705.936969,
            -45.576113
        ],
        [
            0.381619,
            0.280948,
            0.10067,
            0.166317,
            0.171093,
            -0.049823
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -154439,
            -82577,
            -140342,
            -890875,
            -372915,
            -864107
        ],
        [
            1.349954,
            1.519974,
            1.18298,
            1.116122,
            1.263699,
            0.984857
        ],
        [
            428,
            214,
            214,
            428,
            214,
            214
        ],
        [
            200,
            98,
            102,
            200,
            98,
            102
        ],
        [
            228,
            116,
            112,
            228,
            116,
            112
        ],
        [
            46.728972,
            45.794393,
            47.663551,
            46.728972,
            45.794393,
            47.663551
        ],
        [
            1.538947,
            1.799153,
            1.298959,
            1.272379,
            1.495807,
            1.081412
        ],
        [
            102935,
            102935,
            37077,
            300599,
            300599,
            145111
        ],
        [
            -39836,
            -39836,
            -26905,
            -169681,
            -117071,
            -169681
        ],
        [
            11,
            11,
            11,
            11,
            11,
            11
        ],
        [
            13,
            13,
            13,
            13,
            13,
            13
        ],
        [
            9,
            10,
            9,
            9,
            10,
            9
        ],
        [
            4864,
            2497,
            2367,
            4864,
            2497,
            2367
        ],
        [
            0,
            0,
            20.732492,
            0,
            0,
            20.732492
        ],
        [
            0,
            0,
            2,
            0,
            0,
            2
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            428989,
            362124,
            -76837,
            -83800,
            246942,
            -578120
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "OP_USDT",
    "interval": "6h",
    "packets": 25000,
    "actual_packets": 4883,
    "evaluation_days": 1220.75,
    "actual_first_datapoint_time": 1654063200000,
    "first_datapoint_time": 1654063200000,
    "last_datapoint_time": 1759514400000,
    "evaluation_time": 1759534487294,
    "expiration_time": 1762678584000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "hwma",
        "factors": {
            "length": 0,
            "offset": 0,
            "na": 0.2,
            "nb": 0.1,
            "nc": 0.1
        }
    },
    "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)