← Back to list  ·  Browse strategies →  ·  Learning hub →

Trade: FIL/USDT/240/VWMA/SMA/4090

Strategy
FIL/USDT/240/VWMA/SMA/4090
Pair
FIL_USDT
Interval
4h
Score
446786
Daily Profit
0.357157
Profit Factor
2.328395
Profitability
45.744681
Streak
0.000000
Best Strategy
Training Data Length
1805.000000
Evaluation Time
2025-09-26 18:50
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 644668.076 388549.0798 256118.9962 2422930.2186 434622.0498 1988308.1688
Total P&L (%) 644.6681 388.5491 256.119 2422.9302 434.6221 1988.3082
Avg Daily Profit (%) 0.3572 0.2153 0.1419 0.179 0.0929 0.1685
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -83660 -53347 -51181 -1542781 -830287 -1184091
Profit Factor 2.3284 2.3584 2.2853 1.3795 1.1196 1.7227
Total Trades 94 47 47 94 47 47
Winning Trades 43 18 25 43 18 25
Losing Trades 51 29 22 51 29 22
Profitability (%) 45.7447 38.2979 53.1915 45.7447 38.2979 53.1915
Ratio Avg Win / Avg Loss 2.7616 3.7997 2.011 1.6362 1.8038 1.516
Largest Winning Trade 276080 276080 74155 786833 768144 786833
Largest Losing Trade -51181 -20716 -51181 -1162194 -366778 -1162194
Avg Bars in Trades 111 85 137 111 85 137
Avg Bars in Winners 172 144 193 172 144 193
Avg Bars in Losers 59 48 74 59 48 74
Bars Traded 10480 4020 6460 10480 4020 6460
Profit Streak 0 176.6604 0 0 176.6604 0
Trades During Streak 0 3 0 0 3 0
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 446786 328665 44327 292855 -159853 415024

Evaluation Data

{
    "trading_pair": "FIL_USDT",
    "interval": "4h",
    "packets": 25000,
    "actual_packets": 10830,
    "evaluation_days": 1805,
    "actual_first_datapoint_time": 1602777600000,
    "first_datapoint_time": 1604721600000,
    "last_datapoint_time": 1758715200000,
    "evaluation_time": 1758901855808,
    "expiration_time": 1763393760000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}

Factors

{
    "first_band": {
        "type": "vwma",
        "factors": {
            "length": 94,
            "offset": 42
        }
    },
    "second_band": {
        "type": "sma",
        "factors": {
            "length": 63,
            "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": [
        [
            644668.0759856575,
            388549.0797590574,
            256118.9962266001,
            2422930.218570175,
            434622.0498027111,
            1988308.1687674632
        ],
        [
            644.668076,
            388.54908,
            256.118996,
            2422.930219,
            434.62205,
            1988.308169
        ],
        [
            0.357157,
            0.215263,
            0.141894,
            0.178997,
            0.092918,
            0.168504
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -83660,
            -53347,
            -51181,
            -1542781,
            -830287,
            -1184091
        ],
        [
            2.328395,
            2.35844,
            2.28527,
            1.37951,
            1.119629,
            1.722682
        ],
        [
            94,
            47,
            47,
            94,
            47,
            47
        ],
        [
            43,
            18,
            25,
            43,
            18,
            25
        ],
        [
            51,
            29,
            22,
            51,
            29,
            22
        ],
        [
            45.744681,
            38.297872,
            53.191489,
            45.744681,
            38.297872,
            53.191489
        ],
        [
            2.761585,
            3.799709,
            2.011037,
            1.636163,
            1.803847,
            1.51596
        ],
        [
            276080,
            276080,
            74155,
            786833,
            768144,
            786833
        ],
        [
            -51181,
            -20716,
            -51181,
            -1162194,
            -366778,
            -1162194
        ],
        [
            111,
            85,
            137,
            111,
            85,
            137
        ],
        [
            172,
            144,
            193,
            172,
            144,
            193
        ],
        [
            59,
            48,
            74,
            59,
            48,
            74
        ],
        [
            10480,
            4020,
            6460,
            10480,
            4020,
            6460
        ],
        [
            0,
            176.660368,
            0,
            0,
            176.660368,
            0
        ],
        [
            0,
            3,
            0,
            0,
            3,
            0
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            446786,
            328665,
            44327,
            292855,
            -159853,
            415024
        ]
    ]
}
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": 1604721600000,
    "last_datapoint_time": 1758715200000,
    "evaluation_time": 1758901855808,
    "expiration_time": 1763393760000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "vwma",
        "factors": {
            "length": 94,
            "offset": 42
        }
    },
    "second_band": {
        "type": "sma",
        "factors": {
            "length": 63,
            "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)