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Trade: FIL/USDT/30/VWMA/RMA/4131

Strategy
FIL/USDT/30/VWMA/RMA/4131
Pair
FIL_USDT
Interval
30m
Score
446443
Daily Profit
0.187514
Profit Factor
2.086859
Profitability
71.794872
Streak
76.289766
Best Strategy
Training Data Length
520.830000
Evaluation Time
2025-10-10 08:57
Expiration Time
2025-12-24 07:30

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 151647.5609 53984.5848 97662.9761 154691.6342 71221.3449 83470.2893
Total P&L (%) 151.6476 53.9846 97.663 154.6916 71.2213 83.4703
Avg Daily Profit (%) 0.2912 0.1037 0.1875 0.1797 0.1033 0.1166
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -67229 -34608 -59849 -92577 -43660 -88118
Profit Factor 1.7972 1.5379 2.0869 1.5687 1.5638 1.5729
Total Trades 79 40 39 79 40 39
Winning Trades 54 26 28 54 26 28
Losing Trades 25 14 11 25 14 11
Profitability (%) 68.3544 65 71.7949 68.3544 65 71.7949
Ratio Avg Win / Avg Loss 0.8321 0.8281 0.8198 0.7263 0.8421 0.6179
Largest Winning Trade 25610 14312 25610 29062 24930 29062
Largest Losing Trade -59849 -28807 -59849 -88118 -22807 -88118
Avg Bars in Trades 309 340 277 309 340 277
Avg Bars in Winners 224 227 221 224 227 221
Avg Bars in Losers 493 550 420 493 550 420
Bars Traded 24441 13614 10827 24441 13614 10827
Profit Streak 38.8939 38.8939 76.2898 38.8939 38.8939 76.2898
Trades During Streak 4 2 4 4 2 4
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score -18650 -53409 446443 -20175 -52639 -33571
Evaluation Data
{
    "trading_pair": "FIL_USDT",
    "interval": "30m",
    "packets": 25000,
    "actual_packets": 25000,
    "evaluation_days": 520.83,
    "actual_first_datapoint_time": 1715076000000,
    "first_datapoint_time": 1715412600000,
    "last_datapoint_time": 1760074200000,
    "evaluation_time": 1760075835775,
    "expiration_time": 1766554200000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "vwma",
        "factors": {
            "length": 188,
            "offset": 0
        }
    },
    "second_band": {
        "type": "rma",
        "factors": {
            "length": 179,
            "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": [
        [
            151647.5608647152,
            53984.5847906815,
            97662.9760740337,
            154691.6342291255,
            71221.3449174196,
            83470.289311706
        ],
        [
            151.647561,
            53.984585,
            97.662976,
            154.691634,
            71.221345,
            83.470289
        ],
        [
            0.291165,
            0.103651,
            0.187514,
            0.17966,
            0.103309,
            0.11659
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -67229,
            -34608,
            -59849,
            -92577,
            -43660,
            -88118
        ],
        [
            1.797243,
            1.537925,
            2.086859,
            1.568703,
            1.56381,
            1.572945
        ],
        [
            79,
            40,
            39,
            79,
            40,
            39
        ],
        [
            54,
            26,
            28,
            54,
            26,
            28
        ],
        [
            25,
            14,
            11,
            25,
            14,
            11
        ],
        [
            68.35443,
            65,
            71.794872,
            68.35443,
            65,
            71.794872
        ],
        [
            0.832057,
            0.828114,
            0.819837,
            0.726251,
            0.842052,
            0.617943
        ],
        [
            25610,
            14312,
            25610,
            29062,
            24930,
            29062
        ],
        [
            -59849,
            -28807,
            -59849,
            -88118,
            -22807,
            -88118
        ],
        [
            309,
            340,
            277,
            309,
            340,
            277
        ],
        [
            224,
            227,
            221,
            224,
            227,
            221
        ],
        [
            493,
            550,
            420,
            493,
            550,
            420
        ],
        [
            24441,
            13614,
            10827,
            24441,
            13614,
            10827
        ],
        [
            38.893932,
            38.893933,
            76.289766,
            38.893933,
            38.893933,
            76.289766
        ],
        [
            4,
            2,
            4,
            4,
            2,
            4
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            -18650,
            -53409,
            446443,
            -20175,
            -52639,
            -33571
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "FIL_USDT",
    "interval": "30m",
    "packets": 25000,
    "actual_packets": 25000,
    "evaluation_days": 520.83,
    "actual_first_datapoint_time": 1715076000000,
    "first_datapoint_time": 1715412600000,
    "last_datapoint_time": 1760074200000,
    "evaluation_time": 1760075835775,
    "expiration_time": 1766554200000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "vwma",
        "factors": {
            "length": 188,
            "offset": 0
        }
    },
    "second_band": {
        "type": "rma",
        "factors": {
            "length": 179,
            "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)