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Trade: FIL/USDT/240/VWMA/RMA/3856

Strategy
FIL/USDT/240/VWMA/RMA/3856
Pair
FIL_USDT
Interval
4h
Score
344121
Daily Profit
0.298182
Profit Factor
1.746817
Profitability
41.176471
Streak
0.000000
Best Strategy
Training Data Length
1805.000000
Evaluation Time
2025-09-28 05:12
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 538218.5461 298025.8619 240192.6842 1482547.3751 114190.6009 1368356.7741
Total P&L (%) 538.2185 298.0259 240.1927 1482.5474 114.1906 1368.3568
Avg Daily Profit (%) 0.2982 0.1651 0.1331 0.1531 0.0422 0.149
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -98026 -115158 -59709 -2186999 -1103645 -1083354
Profit Factor 1.7468 1.7628 1.7279 1.1918 1.0284 1.3688
Total Trades 153 77 76 153 77 76
Winning Trades 63 27 36 63 27 36
Losing Trades 90 50 40 90 50 40
Profitability (%) 41.1765 35.0649 47.3684 41.1765 35.0649 47.3684
Ratio Avg Win / Avg Loss 2.4955 3.2645 1.9198 1.7026 1.9045 1.5209
Largest Winning Trade 117212 117212 66625 1013091 715147 1013091
Largest Losing Trade -38618 -31749 -38618 -414576 -264281 -414576
Avg Bars in Trades 69 51 88 69 51 88
Avg Bars in Winners 97 71 118 97 71 118
Avg Bars in Losers 50 41 61 50 41 61
Bars Traded 10706 3981 6725 10706 3981 6725
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 344121 -37100 -62584 -3389 -372450 -42642
Evaluation Data
{
    "trading_pair": "FIL_USDT",
    "interval": "4h",
    "packets": 25000,
    "actual_packets": 10830,
    "evaluation_days": 1805,
    "actual_first_datapoint_time": 1602777600000,
    "first_datapoint_time": 1604174400000,
    "last_datapoint_time": 1758715200000,
    "evaluation_time": 1759025560259,
    "expiration_time": 1763393760000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "vwma",
        "factors": {
            "length": 98,
            "offset": 0
        }
    },
    "second_band": {
        "type": "rma",
        "factors": {
            "length": 31,
            "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": [
        [
            538218.5460587887,
            298025.8618748028,
            240192.6841839852,
            1482547.3750778523,
            114190.6009494458,
            1368356.7741284072
        ],
        [
            538.218546,
            298.025862,
            240.192684,
            1482.547375,
            114.190601,
            1368.356774
        ],
        [
            0.298182,
            0.165111,
            0.133071,
            0.153115,
            0.042208,
            0.14896
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -98026,
            -115158,
            -59709,
            -2186999,
            -1103645,
            -1083354
        ],
        [
            1.746817,
            1.762829,
            1.727859,
            1.191836,
            1.028419,
            1.368819
        ],
        [
            153,
            77,
            76,
            153,
            77,
            76
        ],
        [
            63,
            27,
            36,
            63,
            27,
            36
        ],
        [
            90,
            50,
            40,
            90,
            50,
            40
        ],
        [
            41.176471,
            35.064935,
            47.368421,
            41.176471,
            35.064935,
            47.368421
        ],
        [
            2.495452,
            3.264498,
            1.919844,
            1.702623,
            1.90448,
            1.52091
        ],
        [
            117212,
            117212,
            66625,
            1013091,
            715147,
            1013091
        ],
        [
            -38618,
            -31749,
            -38618,
            -414576,
            -264281,
            -414576
        ],
        [
            69,
            51,
            88,
            69,
            51,
            88
        ],
        [
            97,
            71,
            118,
            97,
            71,
            118
        ],
        [
            50,
            41,
            61,
            50,
            41,
            61
        ],
        [
            10706,
            3981,
            6725,
            10706,
            3981,
            6725
        ],
        [
            0,
            0,
            0,
            0,
            0,
            0
        ],
        [
            0,
            0,
            0,
            0,
            0,
            0
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            344121,
            -37100,
            -62584,
            -3389,
            -372450,
            -42642
        ]
    ]
}
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": 1604174400000,
    "last_datapoint_time": 1758715200000,
    "evaluation_time": 1759025560259,
    "expiration_time": 1763393760000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "vwma",
        "factors": {
            "length": 98,
            "offset": 0
        }
    },
    "second_band": {
        "type": "rma",
        "factors": {
            "length": 31,
            "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)