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Trade: VET/USDT/360/VWAP/FWMA/2755

Strategy
VET/USDT/360/VWAP/FWMA/2755
Pair
VET_USDT
Interval
6h
Score
368177
Daily Profit
0.501790
Profit Factor
2.906608
Profitability
38.164251
Streak
0.000000
Best Strategy
Training Data Length
2503.750000
Evaluation Time
2025-10-12 16:10
Expiration Time
2025-12-26 10:42

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 1256356.6298 1087946.5995 168410.0303 19563932.2958 8934278.1284 10629654.1674
Total P&L (%) 1256.3566 1087.9466 168.41 19563.9323 8934.2781 10629.6542
Avg Daily Profit (%) 0.5018 0.4345 0.0673 0.2112 0.18 0.1869
Buy And Hold Return (%) 332.6521 332.6521 332.6521 332.6521 332.6521 332.6521
Max Trade Drawdown -89444 -73573 -74355 -15780828 -14478765 -10382709
Profit Factor 2.9066 4.0155 1.5648 1.2863 1.2173 1.3904
Total Trades 207 104 103 207 104 103
Winning Trades 79 34 45 79 34 45
Losing Trades 128 70 58 128 70 58
Profitability (%) 38.1643 32.6923 43.6893 38.1643 32.6923 43.6893
Ratio Avg Win / Avg Loss 4.7094 8.2673 2.0169 2.0841 2.5063 1.7921
Largest Winning Trade 500448 500448 48736 12038136 12038136 5820160
Largest Losing Trade -28627 -24826 -28627 -4769021 -4769021 -2288064
Avg Bars in Trades 47 44 50 47 44 50
Avg Bars in Winners 92 99 87 92 99 87
Avg Bars in Losers 19 17 21 19 17 21
Bars Traded 9785 4595 5190 9785 4595 5190
Profit Streak 0 0 30.7993 0 0 30.7993
Trades During Streak 0 0 1 0 0 1
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 368177 260521 -268280 206106 55764 269267
Evaluation Data
{
    "trading_pair": "VET_USDT",
    "interval": "6h",
    "packets": 25000,
    "actual_packets": 10015,
    "evaluation_days": 2503.75,
    "actual_first_datapoint_time": 1543924800000,
    "first_datapoint_time": 1547791200000,
    "last_datapoint_time": 1760248800000,
    "evaluation_time": 1760274656591,
    "expiration_time": 1766738520000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "vwap",
        "factors": {
            "length": 0,
            "offset": 108
        }
    },
    "second_band": {
        "type": "fwma",
        "factors": {
            "length": 180,
            "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": [
        [
            1256356.629809659,
            1087946.5995383647,
            168410.0302712944,
            19563932.295842156,
            8934278.128442815,
            10629654.167399334
        ],
        [
            1256.35663,
            1087.9466,
            168.41003,
            19563.932296,
            8934.278128,
            10629.654167
        ],
        [
            0.50179,
            0.434527,
            0.067263,
            0.211161,
            0.180037,
            0.186918
        ],
        [
            332.652056,
            332.652056,
            332.652056,
            332.652056,
            332.652056,
            332.652056
        ],
        [
            -89444,
            -73573,
            -74355,
            -15780828,
            -14478765,
            -10382709
        ],
        [
            2.906608,
            4.015537,
            1.564816,
            1.286297,
            1.217339,
            1.39041
        ],
        [
            207,
            104,
            103,
            207,
            104,
            103
        ],
        [
            79,
            34,
            45,
            79,
            34,
            45
        ],
        [
            128,
            70,
            58,
            128,
            70,
            58
        ],
        [
            38.164251,
            32.692308,
            43.68932,
            38.164251,
            32.692308,
            43.68932
        ],
        [
            4.709441,
            8.267282,
            2.016874,
            2.084126,
            2.506287,
            1.792084
        ],
        [
            500448,
            500448,
            48736,
            12038136,
            12038136,
            5820160
        ],
        [
            -28627,
            -24826,
            -28627,
            -4769021,
            -4769021,
            -2288064
        ],
        [
            47,
            44,
            50,
            47,
            44,
            50
        ],
        [
            92,
            99,
            87,
            92,
            99,
            87
        ],
        [
            19,
            17,
            21,
            19,
            17,
            21
        ],
        [
            9785,
            4595,
            5190,
            9785,
            4595,
            5190
        ],
        [
            0,
            0,
            30.799266,
            0,
            0,
            30.799266
        ],
        [
            0,
            0,
            1,
            0,
            0,
            1
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            368177,
            260521,
            -268280,
            206106,
            55764,
            269267
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "VET_USDT",
    "interval": "6h",
    "packets": 25000,
    "actual_packets": 10015,
    "evaluation_days": 2503.75,
    "actual_first_datapoint_time": 1543924800000,
    "first_datapoint_time": 1547791200000,
    "last_datapoint_time": 1760248800000,
    "evaluation_time": 1760274656591,
    "expiration_time": 1766738520000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "vwap",
        "factors": {
            "length": 0,
            "offset": 108
        }
    },
    "second_band": {
        "type": "fwma",
        "factors": {
            "length": 180,
            "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)