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Trade: OP/USDT/360/VWMA/MIDPOINT/3922

Strategy
OP/USDT/360/VWMA/MIDPOINT/3922
Pair
OP_USDT
Interval
6h
Score
333699
Daily Profit
0.247486
Profit Factor
1.514386
Profitability
50.485437
Streak
0.000000
Best Strategy
Training Data Length
1218.250000
Evaluation Time
2025-10-01 15:56
Expiration Time
2025-11-06 21:08

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 301499.9525 256390.0001 45109.9523 49374.9062 135039.513 -85664.6068
Total P&L (%) 301.5 256.39 45.11 49.3749 135.0395 -85.6646
Avg Daily Profit (%) 0.2475 0.2105 0.037 0.0329 0.0702 -0.1593
Buy And Hold Return (%) 48.1075 48.1075 48.1075 48.1075 48.1075 48.1075
Max Trade Drawdown -117023 -63446 -110866 -319567 -86175 -304928
Profit Factor 1.5144 1.93 1.1453 1.0466 1.3148 0.8641
Total Trades 103 52 51 103 52 51
Winning Trades 52 22 30 52 22 30
Losing Trades 51 30 21 51 30 21
Profitability (%) 50.4854 42.3077 58.8235 50.4854 42.3077 58.8235
Ratio Avg Win / Avg Loss 1.4853 2.6318 0.8017 1.0265 1.7929 0.6049
Largest Winning Trade 131335 131335 34843 110738 110738 98710
Largest Losing Trade -73508 -25028 -73508 -221082 -50492 -221082
Avg Bars in Trades 45 47 42 45 47 42
Avg Bars in Winners 50 53 49 50 53 49
Avg Bars in Losers 39 43 33 39 43 33
Bars Traded 4649 2473 2176 4649 2473 2176
Profit Streak 0 0 49.5394 0 0 49.5394
Trades During Streak 0 0 1 0 0 1
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 333699 -172784 -549910 -475381 -284286 -759125
Evaluation Data
{
    "trading_pair": "OP_USDT",
    "interval": "6h",
    "packets": 25000,
    "actual_packets": 4873,
    "evaluation_days": 1218.25,
    "actual_first_datapoint_time": 1654063200000,
    "first_datapoint_time": 1657756800000,
    "last_datapoint_time": 1759298400000,
    "evaluation_time": 1759323404415,
    "expiration_time": 1762456104000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "vwma",
        "factors": {
            "length": 172,
            "offset": 0
        }
    },
    "second_band": {
        "type": "midpoint",
        "factors": {
            "length": 135,
            "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": [
        [
            301499.9524636081,
            256390.0001185038,
            45109.9523451043,
            49374.9061726009,
            135039.5129637388,
            -85664.6067911378
        ],
        [
            301.499952,
            256.39,
            45.109952,
            49.374906,
            135.039513,
            -85.664607
        ],
        [
            0.247486,
            0.210458,
            0.037028,
            0.032945,
            0.070173,
            -0.159318
        ],
        [
            48.107527,
            48.107527,
            48.107527,
            48.107527,
            48.107527,
            48.107527
        ],
        [
            -117023,
            -63446,
            -110866,
            -319567,
            -86175,
            -304928
        ],
        [
            1.514386,
            1.929953,
            1.145313,
            1.046609,
            1.314776,
            0.8641
        ],
        [
            103,
            52,
            51,
            103,
            52,
            51
        ],
        [
            52,
            22,
            30,
            52,
            22,
            30
        ],
        [
            51,
            30,
            21,
            51,
            30,
            21
        ],
        [
            50.485437,
            42.307692,
            58.823529,
            50.485437,
            42.307692,
            58.823529
        ],
        [
            1.485263,
            2.631755,
            0.801719,
            1.026482,
            1.792876,
            0.60487
        ],
        [
            131335,
            131335,
            34843,
            110738,
            110738,
            98710
        ],
        [
            -73508,
            -25028,
            -73508,
            -221082,
            -50492,
            -221082
        ],
        [
            45,
            47,
            42,
            45,
            47,
            42
        ],
        [
            50,
            53,
            49,
            50,
            53,
            49
        ],
        [
            39,
            43,
            33,
            39,
            43,
            33
        ],
        [
            4649,
            2473,
            2176,
            4649,
            2473,
            2176
        ],
        [
            0,
            0,
            49.539403,
            0,
            0,
            49.539403
        ],
        [
            0,
            0,
            1,
            0,
            0,
            1
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            333699,
            -172784,
            -549910,
            -475381,
            -284286,
            -759125
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "OP_USDT",
    "interval": "6h",
    "packets": 25000,
    "actual_packets": 4873,
    "evaluation_days": 1218.25,
    "actual_first_datapoint_time": 1654063200000,
    "first_datapoint_time": 1657756800000,
    "last_datapoint_time": 1759298400000,
    "evaluation_time": 1759323404415,
    "expiration_time": 1762456104000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "vwma",
        "factors": {
            "length": 172,
            "offset": 0
        }
    },
    "second_band": {
        "type": "midpoint",
        "factors": {
            "length": 135,
            "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)