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Trade: OP/USDT/5/VWAP/HMA/6623

Strategy
OP/USDT/5/VWAP/HMA/6623
Pair
OP_USDT
Interval
5m
Score
571515
Daily Profit
1.600524
Profit Factor
1.598265
Profitability
50.000000
Streak
0.000000
Best Strategy
Training Data Length
86.810000
Evaluation Time
2025-10-13 15:33
Expiration Time
2025-12-27 14:30

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 138941.4885 77033.615 61907.8735 168074.1949 115238.7246 52835.4704
Total P&L (%) 138.9415 77.0336 61.9079 168.0742 115.2387 52.8355
Avg Daily Profit (%) 1.6005 0.8874 0.7131 1.1424 0.887 0.4898
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -42897 -21857 -27997 -45692 -23500 -29174
Profit Factor 1.5983 1.6918 1.5121 1.6915 2.0163 1.4075
Total Trades 260 130 130 260 130 130
Winning Trades 130 65 65 130 65 65
Losing Trades 130 65 65 130 65 65
Profitability (%) 50 50 50 50 50 50
Ratio Avg Win / Avg Loss 1.5983 1.6918 1.5121 1.6915 2.0163 1.4075
Largest Winning Trade 73683 73683 59212 116603 116603 58853
Largest Losing Trade -8733 -7464 -8733 -9919 -6569 -9919
Avg Bars in Trades 94 97 91 94 97 91
Avg Bars in Winners 117 123 112 117 123 112
Avg Bars in Losers 71 71 70 71 71 70
Bars Traded 24608 12682 11926 24608 12682 11926
Profit Streak 0 0 0 0 0 0
Trades During Streak 0 0 0 0 0 0
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 571515 499489 424893 563938 522019 271395
Evaluation Data
{
    "trading_pair": "OP_USDT",
    "interval": "5m",
    "packets": 25000,
    "actual_packets": 25000,
    "evaluation_days": 86.81,
    "actual_first_datapoint_time": 1752858900000,
    "first_datapoint_time": 1752925500000,
    "last_datapoint_time": 1760358600000,
    "evaluation_time": 1760358831469,
    "expiration_time": 1766838600000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "vwap",
        "factors": {
            "length": 0,
            "offset": 0
        }
    },
    "second_band": {
        "type": "hma",
        "factors": {
            "length": 210,
            "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": [
        [
            138941.4885096001,
            77033.6150345193,
            61907.8734750809,
            168074.194930491,
            115238.7245759034,
            52835.4703545877
        ],
        [
            138.941489,
            77.033615,
            61.907873,
            168.074195,
            115.238725,
            52.83547
        ],
        [
            1.600524,
            0.887382,
            0.713142,
            1.142398,
            0.886963,
            0.48984
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -42897,
            -21857,
            -27997,
            -45692,
            -23500,
            -29174
        ],
        [
            1.598265,
            1.69182,
            1.512094,
            1.691508,
            2.016303,
            1.407478
        ],
        [
            260,
            130,
            130,
            260,
            130,
            130
        ],
        [
            130,
            65,
            65,
            130,
            65,
            65
        ],
        [
            130,
            65,
            65,
            130,
            65,
            65
        ],
        [
            50,
            50,
            50,
            50,
            50,
            50
        ],
        [
            1.598265,
            1.69182,
            1.512094,
            1.691508,
            2.016303,
            1.407478
        ],
        [
            73683,
            73683,
            59212,
            116603,
            116603,
            58853
        ],
        [
            -8733,
            -7464,
            -8733,
            -9919,
            -6569,
            -9919
        ],
        [
            94,
            97,
            91,
            94,
            97,
            91
        ],
        [
            117,
            123,
            112,
            117,
            123,
            112
        ],
        [
            71,
            71,
            70,
            71,
            71,
            70
        ],
        [
            24608,
            12682,
            11926,
            24608,
            12682,
            11926
        ],
        [
            0,
            0,
            0,
            0,
            0,
            0
        ],
        [
            0,
            0,
            0,
            0,
            0,
            0
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            571515,
            499489,
            424893,
            563938,
            522019,
            271395
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "OP_USDT",
    "interval": "5m",
    "packets": 25000,
    "actual_packets": 25000,
    "evaluation_days": 86.81,
    "actual_first_datapoint_time": 1752858900000,
    "first_datapoint_time": 1752925500000,
    "last_datapoint_time": 1760358600000,
    "evaluation_time": 1760358831469,
    "expiration_time": 1766838600000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "vwap",
        "factors": {
            "length": 0,
            "offset": 0
        }
    },
    "second_band": {
        "type": "hma",
        "factors": {
            "length": 210,
            "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)