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Trade: FIL/USDT/360/HMA/VWAP/9675

Strategy
FIL/USDT/360/HMA/VWAP/9675
Pair
FIL_USDT
Interval
6h
Score
343764
Daily Profit
0.404036
Profit Factor
1.873433
Profitability
35.616438
Streak
0.000000
Best Strategy
Training Data Length
1805.250000
Evaluation Time
2025-09-27 15:15
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 729386.2091 387775.952 341610.2571 10525781.8796 2648936.8066 7876845.0729
Total P&L (%) 729.3862 387.776 341.6103 10525.7819 2648.9368 7876.8451
Avg Daily Profit (%) 0.404 0.2148 0.1892 0.2588 0.1837 0.2429
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -58654 -112514 -46277 -8092797 -8053770 -3576168
Profit Factor 1.8734 1.8832 1.8626 1.2497 1.1232 1.3812
Total Trades 292 146 146 292 146 146
Winning Trades 104 48 56 104 48 56
Losing Trades 188 98 90 188 98 90
Profitability (%) 35.6164 32.8767 38.3562 35.6164 32.8767 38.3562
Ratio Avg Win / Avg Loss 3.3866 3.845 2.9934 2.259 2.2932 2.2199
Largest Winning Trade 115006 115006 51117 5068634 5068634 3907283
Largest Losing Trade -22364 -22364 -14700 -1537101 -1537101 -1410821
Avg Bars in Trades 23 25 22 23 25 22
Avg Bars in Winners 44 45 43 44 45 43
Avg Bars in Losers 12 15 9 12 15 9
Bars Traded 7002 3719 3283 7002 3719 3283
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 343764 171853 239259 203006 -82524 204398
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": 1605916800000,
    "last_datapoint_time": 1758715200000,
    "evaluation_time": 1758975328608,
    "expiration_time": 1763394408000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "hma",
        "factors": {
            "length": 137,
            "offset": 0
        }
    },
    "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": [
        [
            729386.209080705,
            387775.9519573621,
            341610.2571233431,
            10525781.879559994,
            2648936.806633936,
            7876845.072926056
        ],
        [
            729.386209,
            387.775952,
            341.610257,
            10525.78188,
            2648.936807,
            7876.845073
        ],
        [
            0.404036,
            0.214805,
            0.189232,
            0.258795,
            0.183733,
            0.242872
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -58654,
            -112514,
            -46277,
            -8092797,
            -8053770,
            -3576168
        ],
        [
            1.873433,
            1.883243,
            1.862559,
            1.249673,
            1.12322,
            1.381248
        ],
        [
            292,
            146,
            146,
            292,
            146,
            146
        ],
        [
            104,
            48,
            56,
            104,
            48,
            56
        ],
        [
            188,
            98,
            90,
            188,
            98,
            90
        ],
        [
            35.616438,
            32.876712,
            38.356164,
            35.616438,
            32.876712,
            38.356164
        ],
        [
            3.386591,
            3.844954,
            2.993398,
            2.259024,
            2.293241,
            2.219863
        ],
        [
            115006,
            115006,
            51117,
            5068634,
            5068634,
            3907283
        ],
        [
            -22364,
            -22364,
            -14700,
            -1537101,
            -1537101,
            -1410821
        ],
        [
            23,
            25,
            22,
            23,
            25,
            22
        ],
        [
            44,
            45,
            43,
            44,
            45,
            43
        ],
        [
            12,
            15,
            9,
            12,
            15,
            9
        ],
        [
            7002,
            3719,
            3283,
            7002,
            3719,
            3283
        ],
        [
            0,
            0,
            0,
            0,
            0,
            0
        ],
        [
            0,
            0,
            0,
            0,
            0,
            0
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            343764,
            171853,
            239259,
            203006,
            -82524,
            204398
        ]
    ]
}
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": 1605916800000,
    "last_datapoint_time": 1758715200000,
    "evaluation_time": 1758975328608,
    "expiration_time": 1763394408000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "hma",
        "factors": {
            "length": 137,
            "offset": 0
        }
    },
    "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)