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

Trade: FIL/USDT/15/VWAP/ALMA/9424

Strategy
FIL/USDT/15/VWAP/ALMA/9424
Pair
FIL_USDT
Interval
15m
Score
326332
Daily Profit
0.254356
Profit Factor
1.330246
Profitability
69.852941
Streak
11.544042
Best Strategy
Training Data Length
260.420000
Evaluation Time
2025-09-26 14:48
Expiration Time
2025-12-08 17:15

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 66239.3094 6832.2565 59407.0529 61174.3541 1499.8219 59674.5323
Total P&L (%) 66.2393 6.8323 59.4071 61.1744 1.4998 59.6745
Avg Daily Profit (%) 0.2544 0.0262 0.2281 0.1835 0.0057 0.1799
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -35918 -36060 -20928 -39630 -42710 -27791
Profit Factor 1.3302 1.0517 1.8667 1.2452 1.0095 1.6565
Total Trades 136 68 68 136 68 68
Winning Trades 95 44 51 95 44 51
Losing Trades 41 24 17 41 24 17
Profitability (%) 69.8529 64.7059 75 69.8529 64.7059 75
Ratio Avg Win / Avg Loss 0.5741 0.5737 0.6222 0.5374 0.5506 0.5522
Largest Winning Trade 12948 12948 8950 14867 14867 11608
Largest Losing Trade -28946 -28946 -18861 -31470 -31470 -25244
Avg Bars in Trades 178 172 184 178 172 184
Avg Bars in Winners 113 99 125 113 99 125
Avg Bars in Losers 330 307 363 330 307 363
Bars Traded 24304 11747 12557 24304 11747 12557
Profit Streak 11.544 29.9399 11.544 11.544 29.9399 11.544
Trades During Streak 2 4 1 2 4 1
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 326332 -596044 -98783 273659 -669917 -99583

Evaluation Data

{
    "trading_pair": "FIL_USDT",
    "interval": "15m",
    "packets": 25000,
    "actual_packets": 25000,
    "evaluation_days": 260.42,
    "actual_first_datapoint_time": 1736227800000,
    "first_datapoint_time": 1736451000000,
    "last_datapoint_time": 1758726900000,
    "evaluation_time": 1758887305244,
    "expiration_time": 1765206900000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}

Factors

{
    "first_band": {
        "type": "vwap",
        "factors": {
            "length": 0,
            "offset": 0
        }
    },
    "second_band": {
        "type": "alma",
        "factors": {
            "length": 249,
            "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": [
        [
            66239.3094260247,
            6832.2565428381,
            59407.0528831867,
            61174.3541224622,
            1499.8218511734,
            59674.5322712888
        ],
        [
            66.239309,
            6.832257,
            59.407053,
            61.174354,
            1.499822,
            59.674532
        ],
        [
            0.254356,
            0.026236,
            0.22812,
            0.183455,
            0.005717,
            0.179859
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -35918,
            -36060,
            -20928,
            -39630,
            -42710,
            -27791
        ],
        [
            1.330246,
            1.051746,
            1.866721,
            1.245239,
            1.00946,
            1.656487
        ],
        [
            136,
            68,
            68,
            136,
            68,
            68
        ],
        [
            95,
            44,
            51,
            95,
            44,
            51
        ],
        [
            41,
            24,
            17,
            41,
            24,
            17
        ],
        [
            69.852941,
            64.705882,
            75,
            69.852941,
            64.705882,
            75
        ],
        [
            0.574106,
            0.57368,
            0.62224,
            0.537419,
            0.550614,
            0.552162
        ],
        [
            12948,
            12948,
            8950,
            14867,
            14867,
            11608
        ],
        [
            -28946,
            -28946,
            -18861,
            -31470,
            -31470,
            -25244
        ],
        [
            178,
            172,
            184,
            178,
            172,
            184
        ],
        [
            113,
            99,
            125,
            113,
            99,
            125
        ],
        [
            330,
            307,
            363,
            330,
            307,
            363
        ],
        [
            24304,
            11747,
            12557,
            24304,
            11747,
            12557
        ],
        [
            11.544042,
            29.939875,
            11.544042,
            11.544042,
            29.939875,
            11.544042
        ],
        [
            2,
            4,
            1,
            2,
            4,
            1
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            326332,
            -596044,
            -98783,
            273659,
            -669917,
            -99583
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "FIL_USDT",
    "interval": "15m",
    "packets": 25000,
    "actual_packets": 25000,
    "evaluation_days": 260.42,
    "actual_first_datapoint_time": 1736227800000,
    "first_datapoint_time": 1736451000000,
    "last_datapoint_time": 1758726900000,
    "evaluation_time": 1758887305244,
    "expiration_time": 1765206900000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "vwap",
        "factors": {
            "length": 0,
            "offset": 0
        }
    },
    "second_band": {
        "type": "alma",
        "factors": {
            "length": 249,
            "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)