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Trade: FIL/USDT/240/VWAP/SWMA/1994

Strategy
FIL/USDT/240/VWAP/SWMA/1994
Pair
FIL_USDT
Interval
4h
Score
450549
Daily Profit
0.358862
Profit Factor
1.770412
Profitability
45.583039
Streak
0.000000
Best Strategy
Training Data Length
1805.000000
Evaluation Time
2025-09-26 08:33
Expiration Time
2025-11-17 17:36

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 647745.198 396471.7807 251273.4174 1374224.5229 420881.9235 953342.5994
Total P&L (%) 647.7452 396.4718 251.2734 1374.2245 420.8819 953.3426
Avg Daily Profit (%) 0.3589 0.2197 0.1392 0.1492 0.0915 0.1305
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -81272 -71832 -50926 -2070433 -1861326 -1714954
Profit Factor 1.7704 1.8929 1.6334 1.1081 1.0656 1.1515
Total Trades 283 142 141 283 142 141
Winning Trades 129 57 72 129 57 72
Losing Trades 154 85 69 154 85 69
Profitability (%) 45.583 40.1408 51.0638 45.583 40.1408 51.0638
Ratio Avg Win / Avg Loss 2.1135 2.8227 1.5653 1.3229 1.589 1.1035
Largest Winning Trade 307446 307446 53115 1444197 1444197 555859
Largest Losing Trade -47316 -24293 -47316 -1323578 -379454 -1323578
Avg Bars in Trades 37 34 41 37 34 41
Avg Bars in Winners 52 46 57 52 46 57
Avg Bars in Losers 25 26 25 25 26 25
Bars Traded 10725 4844 5881 10725 4844 5881
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 450549 265334 -4142 -95317 -222141 -72245

Evaluation Data

{
    "trading_pair": "FIL_USDT",
    "interval": "4h",
    "packets": 25000,
    "actual_packets": 10830,
    "evaluation_days": 1805,
    "actual_first_datapoint_time": 1602777600000,
    "first_datapoint_time": 1603843200000,
    "last_datapoint_time": 1758715200000,
    "evaluation_time": 1758864781321,
    "expiration_time": 1763393760000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}

Factors

{
    "first_band": {
        "type": "vwap",
        "factors": {
            "length": 0,
            "offset": 74
        }
    },
    "second_band": {
        "type": "swma",
        "factors": {
            "length": 30,
            "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": [
        [
            647745.1980396823,
            396471.7806584041,
            251273.4173812794,
            1374224.5228988696,
            420881.9235141656,
            953342.5993847044
        ],
        [
            647.745198,
            396.471781,
            251.273417,
            1374.224523,
            420.881924,
            953.342599
        ],
        [
            0.358862,
            0.219652,
            0.13921,
            0.149181,
            0.091474,
            0.130531
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -81272,
            -71832,
            -50926,
            -2070433,
            -1861326,
            -1714954
        ],
        [
            1.770412,
            1.892862,
            1.633359,
            1.108117,
            1.065571,
            1.151521
        ],
        [
            283,
            142,
            141,
            283,
            142,
            141
        ],
        [
            129,
            57,
            72,
            129,
            57,
            72
        ],
        [
            154,
            85,
            69,
            154,
            85,
            69
        ],
        [
            45.583039,
            40.140845,
            51.06383,
            45.583039,
            40.140845,
            51.06383
        ],
        [
            2.113515,
            2.822689,
            1.565302,
            1.322868,
            1.589009,
            1.103541
        ],
        [
            307446,
            307446,
            53115,
            1444197,
            1444197,
            555859
        ],
        [
            -47316,
            -24293,
            -47316,
            -1323578,
            -379454,
            -1323578
        ],
        [
            37,
            34,
            41,
            37,
            34,
            41
        ],
        [
            52,
            46,
            57,
            52,
            46,
            57
        ],
        [
            25,
            26,
            25,
            25,
            26,
            25
        ],
        [
            10725,
            4844,
            5881,
            10725,
            4844,
            5881
        ],
        [
            0,
            0,
            0,
            0,
            0,
            0
        ],
        [
            0,
            0,
            0,
            0,
            0,
            0
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            450549,
            265334,
            -4142,
            -95317,
            -222141,
            -72245
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "FIL_USDT",
    "interval": "4h",
    "packets": 25000,
    "actual_packets": 10830,
    "evaluation_days": 1805,
    "actual_first_datapoint_time": 1602777600000,
    "first_datapoint_time": 1603843200000,
    "last_datapoint_time": 1758715200000,
    "evaluation_time": 1758864781321,
    "expiration_time": 1763393760000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "vwap",
        "factors": {
            "length": 0,
            "offset": 74
        }
    },
    "second_band": {
        "type": "swma",
        "factors": {
            "length": 30,
            "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)