← Back to list  ·  Browse strategies →  ·  Learning hub →

Trade: FIL/USDT/120/VWMA/SSF/7337

Strategy
FIL/USDT/120/VWMA/SSF/7337
Pair
FIL_USDT
Interval
2h
Score
445329
Daily Profit
0.274811
Profit Factor
1.663499
Profitability
51.333333
Streak
0.000000
Best Strategy
Training Data Length
1817.330000
Evaluation Time
2025-10-07 13:52
Expiration Time
2025-12-11 22:10

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 499423.0587 294380.0896 205042.9691 444621.7792 73867.3211 370754.458
Total P&L (%) 499.4231 294.3801 205.043 444.6218 73.8673 370.7545
Avg Daily Profit (%) 0.2748 0.162 0.1128 0.0933 0.0304 0.0853
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -94906 -110341 -76405 -813247 -762166 -742042
Profit Factor 1.6635 1.8128 1.525 1.1273 1.0437 1.2058
Total Trades 150 75 75 150 75 75
Winning Trades 77 33 44 77 33 44
Losing Trades 73 42 31 73 42 31
Profitability (%) 51.3333 44 58.6667 51.3333 44 58.6667
Ratio Avg Win / Avg Loss 1.5771 2.3072 1.0745 1.0687 1.3283 0.8495
Largest Winning Trade 113180 113180 71479 402572 241484 402572
Largest Losing Trade -69959 -30264 -69959 -472574 -204419 -472574
Avg Bars in Trades 143 110 177 143 110 177
Avg Bars in Winners 176 122 217 176 122 217
Avg Bars in Losers 109 100 120 109 100 120
Bars Traded 21563 8280 13283 21563 8280 13283
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 445329 -48556 -96469 -147927 -383982 -136815
Evaluation Data
{
    "trading_pair": "FIL_USDT",
    "interval": "2h",
    "packets": 25000,
    "actual_packets": 21808,
    "evaluation_days": 1817.33,
    "actual_first_datapoint_time": 1602777600000,
    "first_datapoint_time": 1604282400000,
    "last_datapoint_time": 1759831200000,
    "evaluation_time": 1759834370751,
    "expiration_time": 1765483833600,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "vwma",
        "factors": {
            "length": 210,
            "offset": 0
        }
    },
    "second_band": {
        "type": "ssf",
        "factors": {
            "length": 173,
            "offset": 0,
            "poles": 2
        }
    }
}
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": [
        [
            499423.0587077478,
            294380.0896039363,
            205042.969103811,
            444621.7791556354,
            73867.3211188777,
            370754.4580367579
        ],
        [
            499.423059,
            294.38009,
            205.042969,
            444.621779,
            73.867321,
            370.754458
        ],
        [
            0.274811,
            0.161985,
            0.112826,
            0.093308,
            0.030441,
            0.08528
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -94906,
            -110341,
            -76405,
            -813247,
            -762166,
            -742042
        ],
        [
            1.663499,
            1.81281,
            1.52503,
            1.127306,
            1.043686,
            1.205782
        ],
        [
            150,
            75,
            75,
            150,
            75,
            75
        ],
        [
            77,
            33,
            44,
            77,
            33,
            44
        ],
        [
            73,
            42,
            31,
            73,
            42,
            31
        ],
        [
            51.333333,
            44,
            58.666667,
            51.333333,
            44,
            58.666667
        ],
        [
            1.577083,
            2.307213,
            1.074453,
            1.068744,
            1.328328,
            0.849528
        ],
        [
            113180,
            113180,
            71479,
            402572,
            241484,
            402572
        ],
        [
            -69959,
            -30264,
            -69959,
            -472574,
            -204419,
            -472574
        ],
        [
            143,
            110,
            177,
            143,
            110,
            177
        ],
        [
            176,
            122,
            217,
            176,
            122,
            217
        ],
        [
            109,
            100,
            120,
            109,
            100,
            120
        ],
        [
            21563,
            8280,
            13283,
            21563,
            8280,
            13283
        ],
        [
            0,
            0,
            0,
            0,
            0,
            0
        ],
        [
            0,
            0,
            0,
            0,
            0,
            0
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            445329,
            -48556,
            -96469,
            -147927,
            -383982,
            -136815
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "FIL_USDT",
    "interval": "2h",
    "packets": 25000,
    "actual_packets": 21808,
    "evaluation_days": 1817.33,
    "actual_first_datapoint_time": 1602777600000,
    "first_datapoint_time": 1604282400000,
    "last_datapoint_time": 1759831200000,
    "evaluation_time": 1759834370751,
    "expiration_time": 1765483833600,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "vwma",
        "factors": {
            "length": 210,
            "offset": 0
        }
    },
    "second_band": {
        "type": "ssf",
        "factors": {
            "length": 173,
            "offset": 0,
            "poles": 2
        }
    }
}

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)