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Trade: OP/USDT/360/HWMA/VWAP/7297

Strategy
OP/USDT/360/HWMA/VWAP/7297
Pair
OP_USDT
Interval
6h
Score
382991
Daily Profit
0.328773
Profit Factor
1.292524
Profitability
48.364486
Streak
0.000000
Best Strategy
Training Data Length
1219.000000
Evaluation Time
2025-10-02 06:41
Expiration Time
2025-11-07 15:40

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 400773.812 307677.3543 93096.4577 303743.9798 442896.596 -139152.6162
Total P&L (%) 400.7738 307.6774 93.0965 303.744 442.8966 -139.1526
Avg Daily Profit (%) 0.3288 0.2524 0.0764 0.1146 0.1389 0
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -164389 -81399 -141458 -717836 -334915 -581981
Profit Factor 1.2925 1.4574 1.1335 1.0703 1.2125 0.9378
Total Trades 428 214 214 428 214 214
Winning Trades 207 103 104 207 103 104
Losing Trades 221 111 110 221 111 110
Profitability (%) 48.3645 48.1308 48.5981 48.3645 48.1308 48.5981
Ratio Avg Win / Avg Loss 1.3799 1.5706 1.1989 1.1426 1.3067 0.992
Largest Winning Trade 102935 102935 34842 246243 246243 102446
Largest Losing Trade -39836 -39836 -26905 -138500 -138500 -109875
Avg Bars in Trades 11 11 11 11 11 11
Avg Bars in Winners 12 12 13 12 12 13
Avg Bars in Losers 9 10 9 9 10 9
Bars Traded 4864 2491 2373 4864 2491 2373
Profit Streak 0 0 18.9039 0 0 18.9039
Trades During Streak 0 0 2 0 0 2
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 382991 372291 -163308 -181427 -7970 -579415
Evaluation Data
{
    "trading_pair": "OP_USDT",
    "interval": "6h",
    "packets": 25000,
    "actual_packets": 4876,
    "evaluation_days": 1219,
    "actual_first_datapoint_time": 1654063200000,
    "first_datapoint_time": 1654063200000,
    "last_datapoint_time": 1759363200000,
    "evaluation_time": 1759376493012,
    "expiration_time": 1762522848000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "hwma",
        "factors": {
            "length": 0,
            "offset": 0,
            "na": 0.2,
            "nb": 0.1,
            "nc": 0.10537
        }
    },
    "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": [
        [
            400773.8119725286,
            307677.3542866932,
            93096.4576858359,
            303743.9798203725,
            442896.5959916562,
            -139152.6161712839
        ],
        [
            400.773812,
            307.677354,
            93.096458,
            303.74398,
            442.896596,
            -139.152616
        ],
        [
            0.328773,
            0.252401,
            0.076371,
            0.114554,
            0.138878,
            0
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -164389,
            -81399,
            -141458,
            -717836,
            -334915,
            -581981
        ],
        [
            1.292524,
            1.457426,
            1.133486,
            1.070262,
            1.212515,
            0.937849
        ],
        [
            428,
            214,
            214,
            428,
            214,
            214
        ],
        [
            207,
            103,
            104,
            207,
            103,
            104
        ],
        [
            221,
            111,
            110,
            221,
            111,
            110
        ],
        [
            48.364486,
            48.130841,
            48.598131,
            48.364486,
            48.130841,
            48.598131
        ],
        [
            1.379941,
            1.570624,
            1.198879,
            1.142647,
            1.306691,
            0.991956
        ],
        [
            102935,
            102935,
            34842,
            246243,
            246243,
            102446
        ],
        [
            -39836,
            -39836,
            -26905,
            -138500,
            -138500,
            -109875
        ],
        [
            11,
            11,
            11,
            11,
            11,
            11
        ],
        [
            12,
            12,
            13,
            12,
            12,
            13
        ],
        [
            9,
            10,
            9,
            9,
            10,
            9
        ],
        [
            4864,
            2491,
            2373,
            4864,
            2491,
            2373
        ],
        [
            0,
            0,
            18.903854,
            0,
            0,
            18.903854
        ],
        [
            0,
            0,
            2,
            0,
            0,
            2
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            382991,
            372291,
            -163308,
            -181427,
            -7970,
            -579415
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "OP_USDT",
    "interval": "6h",
    "packets": 25000,
    "actual_packets": 4876,
    "evaluation_days": 1219,
    "actual_first_datapoint_time": 1654063200000,
    "first_datapoint_time": 1654063200000,
    "last_datapoint_time": 1759363200000,
    "evaluation_time": 1759376493012,
    "expiration_time": 1762522848000,
    "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": 0.10537
        }
    },
    "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)