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Trade: FIL/USDT/15/VWMA/ALMA/4107

Strategy
FIL/USDT/15/VWMA/ALMA/4107
Pair
FIL_USDT
Interval
15m
Score
429439
Daily Profit
0.361320
Profit Factor
1.546175
Profitability
72.566372
Streak
4.698957
Best Strategy
Training Data Length
260.420000
Evaluation Time
2025-10-03 16:31
Expiration Time
2025-12-17 15:30

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 94094.9089 13554.7686 80540.1403 113828.5799 18810.5933 95017.9866
Total P&L (%) 94.0949 13.5548 80.5401 113.8286 18.8106 95.018
Avg Daily Profit (%) 0.3613 0.0521 0.3093 0.2923 0.0662 0.2568
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -29262 -32885 -20250 -53309 -32381 -38649
Profit Factor 1.5462 1.1278 2.2166 1.452 1.1323 1.867
Total Trades 113 57 56 113 57 56
Winning Trades 82 41 41 82 41 41
Losing Trades 31 16 15 31 16 15
Profitability (%) 72.5664 71.9298 73.2143 72.5664 71.9298 73.2143
Ratio Avg Win / Avg Loss 0.5845 0.4401 0.811 0.5489 0.4419 0.683
Largest Winning Trade 14137 14137 10464 15975 15820 15975
Largest Losing Trade -25701 -25701 -15400 -30240 -27505 -30240
Avg Bars in Trades 216 218 214 216 218 214
Avg Bars in Winners 161 148 173 161 148 173
Avg Bars in Losers 362 398 325 362 398 325
Bars Traded 24453 12445 12008 24453 12445 12008
Profit Streak 4.699 4.699 15.7094 4.699 4.699 15.7094
Trades During Streak 2 1 2 2 1 2
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 429439 -438403 -167375 387475 -367099 -168498
Evaluation Data
{
    "trading_pair": "FIL_USDT",
    "interval": "15m",
    "packets": 25000,
    "actual_packets": 25000,
    "evaluation_days": 260.42,
    "actual_first_datapoint_time": 1736999100000,
    "first_datapoint_time": 1737286200000,
    "last_datapoint_time": 1759498200000,
    "evaluation_time": 1759498289861,
    "expiration_time": 1765978200000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "vwma",
        "factors": {
            "length": 81,
            "offset": 0
        }
    },
    "second_band": {
        "type": "alma",
        "factors": {
            "length": 114,
            "offset": 206
        }
    }
}
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": [
        [
            94094.9089445754,
            13554.7686010134,
            80540.1403435621,
            113828.5798728339,
            18810.5932562493,
            95017.9866165845
        ],
        [
            94.094909,
            13.554769,
            80.54014,
            113.82858,
            18.810593,
            95.017987
        ],
        [
            0.36132,
            0.05205,
            0.30927,
            0.292264,
            0.066207,
            0.256808
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -29262,
            -32885,
            -20250,
            -53309,
            -32381,
            -38649
        ],
        [
            1.546175,
            1.127778,
            2.216642,
            1.452012,
            1.132255,
            1.866974
        ],
        [
            113,
            57,
            56,
            113,
            57,
            56
        ],
        [
            82,
            41,
            41,
            82,
            41,
            41
        ],
        [
            31,
            16,
            15,
            31,
            16,
            15
        ],
        [
            72.566372,
            71.929825,
            73.214286,
            72.566372,
            71.929825,
            73.214286
        ],
        [
            0.58453,
            0.440108,
            0.810967,
            0.548931,
            0.441856,
            0.683039
        ],
        [
            14137,
            14137,
            10464,
            15975,
            15820,
            15975
        ],
        [
            -25701,
            -25701,
            -15400,
            -30240,
            -27505,
            -30240
        ],
        [
            216,
            218,
            214,
            216,
            218,
            214
        ],
        [
            161,
            148,
            173,
            161,
            148,
            173
        ],
        [
            362,
            398,
            325,
            362,
            398,
            325
        ],
        [
            24453,
            12445,
            12008,
            24453,
            12445,
            12008
        ],
        [
            4.698957,
            4.698957,
            15.709373,
            4.698957,
            4.698957,
            15.709373
        ],
        [
            2,
            1,
            2,
            2,
            1,
            2
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            429439,
            -438403,
            -167375,
            387475,
            -367099,
            -168498
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "FIL_USDT",
    "interval": "15m",
    "packets": 25000,
    "actual_packets": 25000,
    "evaluation_days": 260.42,
    "actual_first_datapoint_time": 1736999100000,
    "first_datapoint_time": 1737286200000,
    "last_datapoint_time": 1759498200000,
    "evaluation_time": 1759498289861,
    "expiration_time": 1765978200000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "vwma",
        "factors": {
            "length": 81,
            "offset": 0
        }
    },
    "second_band": {
        "type": "alma",
        "factors": {
            "length": 114,
            "offset": 206
        }
    }
}

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)