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Trade: FIL/USDT/360/BBU/VWAP/5484

Strategy
FIL/USDT/360/BBU/VWAP/5484
Pair
FIL_USDT
Interval
6h
Score
339347
Daily Profit
0.448388
Profit Factor
2.866443
Profitability
33.093525
Streak
0.000000
Best Strategy
Training Data Length
1805.250000
Evaluation Time
2025-09-26 08:21
Expiration Time
2025-11-17 17:46

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 809451.5615 484196.6425 325254.919 16718910.2886 3573885.6321 13145024.6565
Total P&L (%) 809.4516 484.1966 325.2549 16718.9103 3573.8856 13145.0247
Avg Daily Profit (%) 0.4484 0.2682 0.1802 0.2843 0.1998 0.271
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -42202 -33179 -42412 -6367482 -5757823 -3702061
Profit Factor 2.8664 3.5375 2.3392 1.5208 1.2294 1.7953
Total Trades 139 70 69 139 70 69
Winning Trades 46 22 24 46 22 24
Losing Trades 93 48 45 93 48 45
Profitability (%) 33.0935 31.4286 34.7826 33.0935 31.4286 34.7826
Ratio Avg Win / Avg Loss 5.7952 7.7181 4.3861 3.0746 2.6824 3.3662
Largest Winning Trade 263594 263594 76066 5064916 4921581 5064916
Largest Losing Trade -13459 -9643 -13459 -1544587 -1544587 -1502870
Avg Bars in Trades 50 18 83 50 18 83
Avg Bars in Winners 121 41 195 121 41 195
Avg Bars in Losers 15 7 23 15 7 23
Bars Traded 7037 1287 5750 7037 1287 5750
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 339347 -86476 -95969 183440 -92602 -95825

Evaluation Data

{
    "trading_pair": "FIL_USDT",
    "interval": "6h",
    "packets": 25000,
    "actual_packets": 7221,
    "evaluation_days": 1805.25,
    "actual_first_datapoint_time": 1602763200000,
    "first_datapoint_time": 1604772000000,
    "last_datapoint_time": 1758715200000,
    "evaluation_time": 1758864084098,
    "expiration_time": 1763394408000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}

Factors

{
    "first_band": {
        "type": "bbu",
        "factors": {
            "length": 159,
            "offset": 0,
            "std": 1.18597
        }
    },
    "second_band": {
        "type": "vwap",
        "factors": {
            "length": 0,
            "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": [
        [
            809451.5614513435,
            484196.6424573474,
            325254.9189939962,
            16718910.288558438,
            3573885.632080326,
            13145024.656478105
        ],
        [
            809.451561,
            484.196642,
            325.254919,
            16718.910289,
            3573.885632,
            13145.024656
        ],
        [
            0.448388,
            0.268216,
            0.180172,
            0.284303,
            0.19983,
            0.271033
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -42202,
            -33179,
            -42412,
            -6367482,
            -5757823,
            -3702061
        ],
        [
            2.866443,
            3.537465,
            2.339227,
            1.520751,
            1.229435,
            1.795297
        ],
        [
            139,
            70,
            69,
            139,
            70,
            69
        ],
        [
            46,
            22,
            24,
            46,
            22,
            24
        ],
        [
            93,
            48,
            45,
            93,
            48,
            45
        ],
        [
            33.093525,
            31.428571,
            34.782609,
            33.093525,
            31.428571,
            34.782609
        ],
        [
            5.795201,
            7.718105,
            4.386051,
            3.074562,
            2.682403,
            3.366181
        ],
        [
            263594,
            263594,
            76066,
            5064916,
            4921581,
            5064916
        ],
        [
            -13459,
            -9643,
            -13459,
            -1544587,
            -1544587,
            -1502870
        ],
        [
            50,
            18,
            83,
            50,
            18,
            83
        ],
        [
            121,
            41,
            195,
            121,
            41,
            195
        ],
        [
            15,
            7,
            23,
            15,
            7,
            23
        ],
        [
            7037,
            1287,
            5750,
            7037,
            1287,
            5750
        ],
        [
            0,
            0,
            0,
            0,
            0,
            0
        ],
        [
            0,
            0,
            0,
            0,
            0,
            0
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            339347,
            -86476,
            -95969,
            183440,
            -92602,
            -95825
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "FIL_USDT",
    "interval": "6h",
    "packets": 25000,
    "actual_packets": 7221,
    "evaluation_days": 1805.25,
    "actual_first_datapoint_time": 1602763200000,
    "first_datapoint_time": 1604772000000,
    "last_datapoint_time": 1758715200000,
    "evaluation_time": 1758864084098,
    "expiration_time": 1763394408000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "bbu",
        "factors": {
            "length": 159,
            "offset": 0,
            "std": 1.18597
        }
    },
    "second_band": {
        "type": "vwap",
        "factors": {
            "length": 0,
            "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)