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Trade: FIL/USDT/360/VWMA/VWAP/1896

Strategy
FIL/USDT/360/VWMA/VWAP/1896
Pair
FIL_USDT
Interval
6h
Score
320042
Daily Profit
0.171697
Profit Factor
3.129832
Profitability
38.297872
Streak
0.000000
Best Strategy
Training Data Length
1805.250000
Evaluation Time
2025-09-26 07:14
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 947565.4086 637610.268 309955.1407 10027554.8249 1930041.6019 8097513.2229
Total P&L (%) 947.5654 637.6103 309.9551 10027.5548 1930.0416 8097.5132
Avg Daily Profit (%) 0.5249 0.3532 0.1717 0.2561 0.1669 0.2444
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -54276 -47436 -57991 -4248839 -3346154 -3336821
Profit Factor 4.0814 4.9362 3.1298 1.518 1.1913 1.8732
Total Trades 95 48 47 95 48 47
Winning Trades 28 10 18 28 10 18
Losing Trades 67 38 29 67 38 29
Profitability (%) 29.4737 20.8333 38.2979 29.4737 20.8333 38.2979
Ratio Avg Win / Avg Loss 9.7661 18.7577 5.0425 3.6322 4.5271 3.0179
Largest Winning Trade 541429 541429 72873 4178710 3186527 4178710
Largest Losing Trade -22496 -22496 -16148 -1535140 -1535140 -1314197
Avg Bars in Trades 73 47 100 73 47 100
Avg Bars in Winners 195 146 222 195 146 222
Avg Bars in Losers 22 21 24 22 21 24
Bars Traded 6996 2273 4723 6996 2273 4723
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 291300 -31272 320042 43204 -49546 270105

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": 1606888800000,
    "last_datapoint_time": 1758715200000,
    "evaluation_time": 1758860058746,
    "expiration_time": 1763394408000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}

Factors

{
    "first_band": {
        "type": "vwma",
        "factors": {
            "length": 192,
            "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": [
        [
            947565.4086305426,
            637610.2679713186,
            309955.1406592245,
            10027554.824890373,
            1930041.6019478254,
            8097513.22294255
        ],
        [
            947.565409,
            637.610268,
            309.955141,
            10027.554825,
            1930.041602,
            8097.513223
        ],
        [
            0.524894,
            0.353198,
            0.171697,
            0.256128,
            0.166911,
            0.244387
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -54276,
            -47436,
            -57991,
            -4248839,
            -3346154,
            -3336821
        ],
        [
            4.081362,
            4.936235,
            3.129832,
            1.517952,
            1.191348,
            1.873193
        ],
        [
            95,
            48,
            47,
            95,
            48,
            47
        ],
        [
            28,
            10,
            18,
            28,
            10,
            18
        ],
        [
            67,
            38,
            29,
            67,
            38,
            29
        ],
        [
            29.473684,
            20.833333,
            38.297872,
            29.473684,
            20.833333,
            38.297872
        ],
        [
            9.766115,
            18.757691,
            5.042507,
            3.632242,
            4.527122,
            3.017923
        ],
        [
            541429,
            541429,
            72873,
            4178710,
            3186527,
            4178710
        ],
        [
            -22496,
            -22496,
            -16148,
            -1535140,
            -1535140,
            -1314197
        ],
        [
            73,
            47,
            100,
            73,
            47,
            100
        ],
        [
            195,
            146,
            222,
            195,
            146,
            222
        ],
        [
            22,
            21,
            24,
            22,
            21,
            24
        ],
        [
            6996,
            2273,
            4723,
            6996,
            2273,
            4723
        ],
        [
            0,
            0,
            0,
            0,
            0,
            0
        ],
        [
            0,
            0,
            0,
            0,
            0,
            0
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            291300,
            -31272,
            320042,
            43204,
            -49546,
            270105
        ]
    ]
}
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": 1606888800000,
    "last_datapoint_time": 1758715200000,
    "evaluation_time": 1758860058746,
    "expiration_time": 1763394408000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "vwma",
        "factors": {
            "length": 192,
            "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)