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Trade: FIL/USDT/120/VWAP/HMA/7950

Strategy
FIL/USDT/120/VWAP/HMA/7950
Pair
FIL_USDT
Interval
2h
Score
487832
Daily Profit
0.382182
Profit Factor
1.803194
Profitability
46.099291
Streak
16.054289
Best Strategy
Training Data Length
1817.830000
Evaluation Time
2025-10-08 02:18
Expiration Time
2025-12-12 10:36

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 694742.572 445761.1624 248981.4095 1270562.0778 160482.9186 1110079.1591
Total P&L (%) 694.7426 445.7612 248.9814 1270.5621 160.4829 1110.0792
Avg Daily Profit (%) 0.3822 0.2452 0.137 0.1441 0.0527 0.1373
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -133468 -120645 -83719 -1346157 -952449 -943314
Profit Factor 1.8032 1.9603 1.6213 1.2025 1.0489 1.371
Total Trades 282 141 141 282 141 141
Winning Trades 130 57 73 130 57 73
Losing Trades 152 84 68 152 84 68
Profitability (%) 46.0993 40.4255 51.7731 46.0993 40.4255 51.7731
Ratio Avg Win / Avg Loss 2.1084 2.8888 1.5102 1.406 1.5457 1.2771
Largest Winning Trade 340925 340925 59408 537264 537264 529274
Largest Losing Trade -51949 -27132 -51949 -427716 -200196 -427716
Avg Bars in Trades 76 67 84 76 67 84
Avg Bars in Winners 103 89 115 103 89 115
Avg Bars in Losers 52 52 52 52 52 52
Bars Traded 21474 9525 11949 21474 9525 11949
Profit Streak 16.0543 0 29.471 16.0543 0 29.471
Trades During Streak 1 0 1 1 0 1
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 487832 281773 -6526 -218 -292117 -8281
Evaluation Data
{
    "trading_pair": "FIL_USDT",
    "interval": "2h",
    "packets": 25000,
    "actual_packets": 21814,
    "evaluation_days": 1817.83,
    "actual_first_datapoint_time": 1602777600000,
    "first_datapoint_time": 1604656800000,
    "last_datapoint_time": 1759874400000,
    "evaluation_time": 1759879090609,
    "expiration_time": 1765528588800,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "vwap",
        "factors": {
            "length": 0,
            "offset": 119
        }
    },
    "second_band": {
        "type": "hma",
        "factors": {
            "length": 248,
            "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": [
        [
            694742.5719867357,
            445761.1624387346,
            248981.4095480005,
            1270562.0777778635,
            160482.9186431239,
            1110079.1591347402
        ],
        [
            694.742572,
            445.761162,
            248.98141,
            1270.562078,
            160.482919,
            1110.079159
        ],
        [
            0.382182,
            0.245216,
            0.136966,
            0.144111,
            0.052679,
            0.137251
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -133468,
            -120645,
            -83719,
            -1346157,
            -952449,
            -943314
        ],
        [
            1.803194,
            1.960254,
            1.621268,
            1.202481,
            1.048882,
            1.371023
        ],
        [
            282,
            141,
            141,
            282,
            141,
            141
        ],
        [
            130,
            57,
            73,
            130,
            57,
            73
        ],
        [
            152,
            84,
            68,
            152,
            84,
            68
        ],
        [
            46.099291,
            40.425532,
            51.77305,
            46.099291,
            40.425532,
            51.77305
        ],
        [
            2.10835,
            2.888796,
            1.510223,
            1.405977,
            1.545722,
            1.277117
        ],
        [
            340925,
            340925,
            59408,
            537264,
            537264,
            529274
        ],
        [
            -51949,
            -27132,
            -51949,
            -427716,
            -200196,
            -427716
        ],
        [
            76,
            67,
            84,
            76,
            67,
            84
        ],
        [
            103,
            89,
            115,
            103,
            89,
            115
        ],
        [
            52,
            52,
            52,
            52,
            52,
            52
        ],
        [
            21474,
            9525,
            11949,
            21474,
            9525,
            11949
        ],
        [
            16.054289,
            0,
            29.470956,
            16.054289,
            0,
            29.470956
        ],
        [
            1,
            0,
            1,
            1,
            0,
            1
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            487832,
            281773,
            -6526,
            -218,
            -292117,
            -8281
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "FIL_USDT",
    "interval": "2h",
    "packets": 25000,
    "actual_packets": 21814,
    "evaluation_days": 1817.83,
    "actual_first_datapoint_time": 1602777600000,
    "first_datapoint_time": 1604656800000,
    "last_datapoint_time": 1759874400000,
    "evaluation_time": 1759879090609,
    "expiration_time": 1765528588800,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "vwap",
        "factors": {
            "length": 0,
            "offset": 119
        }
    },
    "second_band": {
        "type": "hma",
        "factors": {
            "length": 248,
            "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)