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Trade: FIL/USDT/240/RMA/VWMA/8499

Strategy
FIL/USDT/240/RMA/VWMA/8499
Pair
FIL_USDT
Interval
4h
Score
338253
Daily Profit
0.272124
Profit Factor
1.888278
Profitability
42.982456
Streak
0.000000
Best Strategy
Training Data Length
1817.830000
Evaluation Time
2025-10-07 14:50
Expiration Time
2025-11-30 22:50

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 494674.6449 280409.6282 214265.0167 613392.0751 -684205.5181 1297597.5932
Total P&L (%) 494.6746 280.4096 214.265 613.3921 -684.2055 1297.5976
Avg Daily Profit (%) 0.2721 0.1543 0.1179 0.1081 0 0.1452
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -143292 -79598 -64047 -1649296 -1131368 -582623
Profit Factor 1.8883 1.8126 2.0116 1.1208 0.7954 1.7491
Total Trades 114 57 57 114 57 57
Winning Trades 49 21 28 49 21 28
Losing Trades 65 36 29 65 36 29
Profitability (%) 42.9825 36.8421 49.1228 42.9825 36.8421 49.1228
Ratio Avg Win / Avg Loss 2.5049 3.1073 2.0834 1.4868 1.3635 1.8115
Largest Winning Trade 262264 262264 67153 551371 551371 542653
Largest Losing Trade -36166 -36166 -26042 -535967 -535967 -228993
Avg Bars in Trades 94 86 103 94 86 103
Avg Bars in Winners 136 137 134 136 137 134
Avg Bars in Losers 63 56 72 63 56 72
Bars Traded 10783 4905 5878 10783 4905 5878
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 338253 -174781 -212221 -138233 -764561 -175887
Evaluation Data
{
    "trading_pair": "FIL_USDT",
    "interval": "4h",
    "packets": 25000,
    "actual_packets": 10907,
    "evaluation_days": 1817.83,
    "actual_first_datapoint_time": 1602777600000,
    "first_datapoint_time": 1603742400000,
    "last_datapoint_time": 1759824000000,
    "evaluation_time": 1759837803420,
    "expiration_time": 1764535824000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "rma",
        "factors": {
            "length": 51,
            "offset": 0
        }
    },
    "second_band": {
        "type": "vwma",
        "factors": {
            "length": 68,
            "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": [
        [
            494674.6448639592,
            280409.6281795577,
            214265.0166844014,
            613392.0751340772,
            -684205.5180831491,
            1297597.5932172267
        ],
        [
            494.674645,
            280.409628,
            214.265017,
            613.392075,
            -684.205518,
            1297.597593
        ],
        [
            0.272124,
            0.154255,
            0.117869,
            0.108147,
            0,
            0.145187
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -143292,
            -79598,
            -64047,
            -1649296,
            -1131368,
            -582623
        ],
        [
            1.888278,
            1.812585,
            2.011599,
            1.120831,
            0.795404,
            1.749073
        ],
        [
            114,
            57,
            57,
            114,
            57,
            57
        ],
        [
            49,
            21,
            28,
            49,
            21,
            28
        ],
        [
            65,
            36,
            29,
            65,
            36,
            29
        ],
        [
            42.982456,
            36.842105,
            49.122807,
            42.982456,
            36.842105,
            49.122807
        ],
        [
            2.504858,
            3.107288,
            2.083442,
            1.486817,
            1.363549,
            1.811539
        ],
        [
            262264,
            262264,
            67153,
            551371,
            551371,
            542653
        ],
        [
            -36166,
            -36166,
            -26042,
            -535967,
            -535967,
            -228993
        ],
        [
            94,
            86,
            103,
            94,
            86,
            103
        ],
        [
            136,
            137,
            134,
            136,
            137,
            134
        ],
        [
            63,
            56,
            72,
            63,
            56,
            72
        ],
        [
            10783,
            4905,
            5878,
            10783,
            4905,
            5878
        ],
        [
            0,
            0,
            0,
            0,
            0,
            0
        ],
        [
            0,
            0,
            0,
            0,
            0,
            0
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            338253,
            -174781,
            -212221,
            -138233,
            -764561,
            -175887
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "FIL_USDT",
    "interval": "4h",
    "packets": 25000,
    "actual_packets": 10907,
    "evaluation_days": 1817.83,
    "actual_first_datapoint_time": 1602777600000,
    "first_datapoint_time": 1603742400000,
    "last_datapoint_time": 1759824000000,
    "evaluation_time": 1759837803420,
    "expiration_time": 1764535824000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "rma",
        "factors": {
            "length": 51,
            "offset": 0
        }
    },
    "second_band": {
        "type": "vwma",
        "factors": {
            "length": 68,
            "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)