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Trade: FIL/USDT/240/VWAP/DCU/3144

Strategy
FIL/USDT/240/VWAP/DCU/3144
Pair
FIL_USDT
Interval
4h
Score
475708
Daily Profit
0.373276
Profit Factor
1.960450
Profitability
47.368421
Streak
0.000000
Best Strategy
Training Data Length
1812.330000
Evaluation Time
2025-10-02 03:19
Expiration Time
2025-11-25 06:52

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 676499.4611 503374.9777 173124.4834 288296.3002 -1001349.7432 1289646.0434
Total P&L (%) 676.4995 503.375 173.1245 288.2963 -1001.3497 1289.646
Avg Daily Profit (%) 0.3733 0.2778 0.0955 0.0749 0 0.1453
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -136501 -90871 -78641 -2536181 -1705660 -1177583
Profit Factor 1.9605 2.201 1.607 1.039 0.7761 1.4407
Total Trades 190 95 95 190 95 95
Winning Trades 90 42 48 90 42 48
Losing Trades 100 53 47 100 53 47
Profitability (%) 47.3684 44.2105 50.5263 47.3684 44.2105 50.5263
Ratio Avg Win / Avg Loss 2.1783 2.7774 1.5735 1.1544 0.9794 1.4107
Largest Winning Trade 565199 565199 68086 816252 404112 816252
Largest Losing Trade -44555 -35309 -44555 -631196 -595995 -631196
Avg Bars in Trades 55 66 44 55 66 44
Avg Bars in Winners 73 88 60 73 88 60
Avg Bars in Losers 39 49 27 39 49 27
Bars Traded 10563 6335 4228 10563 6335 4228
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 475708 372176 -62628 -270655 -583330 74604
Evaluation Data
{
    "trading_pair": "FIL_USDT",
    "interval": "4h",
    "packets": 25000,
    "actual_packets": 10874,
    "evaluation_days": 1812.33,
    "actual_first_datapoint_time": 1602777600000,
    "first_datapoint_time": 1605672000000,
    "last_datapoint_time": 1759348800000,
    "evaluation_time": 1759364361686,
    "expiration_time": 1764046368000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "vwap",
        "factors": {
            "length": 0,
            "offset": 201
        }
    },
    "second_band": {
        "type": "dcu",
        "factors": {
            "length": 84,
            "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": [
        [
            676499.4610967508,
            503374.9776664507,
            173124.4834302998,
            288296.3001643509,
            -1001349.7432435458,
            1289646.043407896
        ],
        [
            676.499461,
            503.374978,
            173.124483,
            288.2963,
            -1001.349743,
            1289.646043
        ],
        [
            0.373276,
            0.27775,
            0.095526,
            0.074882,
            0,
            0.145313
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -136501,
            -90871,
            -78641,
            -2536181,
            -1705660,
            -1177583
        ],
        [
            1.96045,
            2.200956,
            1.607003,
            1.038967,
            0.776094,
            1.440698
        ],
        [
            190,
            95,
            95,
            190,
            95,
            95
        ],
        [
            90,
            42,
            48,
            90,
            42,
            48
        ],
        [
            100,
            53,
            47,
            100,
            53,
            47
        ],
        [
            47.368421,
            44.210526,
            50.526316,
            47.368421,
            44.210526,
            50.526316
        ],
        [
            2.178277,
            2.777397,
            1.573524,
            1.154407,
            0.979357,
            1.410683
        ],
        [
            565199,
            565199,
            68086,
            816252,
            404112,
            816252
        ],
        [
            -44555,
            -35309,
            -44555,
            -631196,
            -595995,
            -631196
        ],
        [
            55,
            66,
            44,
            55,
            66,
            44
        ],
        [
            73,
            88,
            60,
            73,
            88,
            60
        ],
        [
            39,
            49,
            27,
            39,
            49,
            27
        ],
        [
            10563,
            6335,
            4228,
            10563,
            6335,
            4228
        ],
        [
            0,
            0,
            0,
            0,
            0,
            0
        ],
        [
            0,
            0,
            0,
            0,
            0,
            0
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            475708,
            372176,
            -62628,
            -270655,
            -583330,
            74604
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "FIL_USDT",
    "interval": "4h",
    "packets": 25000,
    "actual_packets": 10874,
    "evaluation_days": 1812.33,
    "actual_first_datapoint_time": 1602777600000,
    "first_datapoint_time": 1605672000000,
    "last_datapoint_time": 1759348800000,
    "evaluation_time": 1759364361686,
    "expiration_time": 1764046368000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "vwap",
        "factors": {
            "length": 0,
            "offset": 201
        }
    },
    "second_band": {
        "type": "dcu",
        "factors": {
            "length": 84,
            "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)