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

Trade: FIL/USDT/480/HILO/VWAP/3411

Strategy
FIL/USDT/480/HILO/VWAP/3411
Pair
FIL_USDT
Interval
8h
Score
337841
Daily Profit
0.442673
Profit Factor
1.859233
Profitability
33.944954
Streak
0.000000
Best Strategy
Training Data Length
1812.000000
Evaluation Time
2025-10-01 15:06
Expiration Time
2025-11-24 18:38

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 802122.7029 480872.5995 321250.1034 5278764.1187 -2553909.9294 7832674.0481
Total P&L (%) 802.1227 480.8726 321.2501 5278.7641 -2553.9099 7832.674
Avg Daily Profit (%) 0.4427 0.2654 0.1773 0.2202 0 0.2417
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -112579 -95062 -44177 -11844615 -11250531 -4321248
Profit Factor 1.8592 1.8903 1.8165 1.1254 0.8936 1.4331
Total Trades 327 164 163 327 164 163
Winning Trades 111 44 67 111 44 67
Losing Trades 216 120 96 216 120 96
Profitability (%) 33.945 26.8293 41.1043 33.945 26.8293 41.1043
Ratio Avg Win / Avg Loss 3.618 5.1555 2.6028 2.19 2.4372 2.0534
Largest Winning Trade 338922 338922 51504 5371167 5371167 3088068
Largest Losing Trade -16911 -16252 -16911 -1698234 -1678648 -1698234
Avg Bars in Trades 16 16 16 16 16 16
Avg Bars in Winners 30 37 26 30 37 26
Avg Bars in Losers 9 8 9 9 8 9
Bars Traded 5403 2744 2660 5403 2744 2660
Profit Streak 0 0 13.8376 0 0 13.8376
Trades During Streak 0 0 1 0 0 1
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 337841 -9402 309178 -77520 -599171 292228
Evaluation Data
{
    "trading_pair": "FIL_USDT",
    "interval": "8h",
    "packets": 25000,
    "actual_packets": 5436,
    "evaluation_days": 1812,
    "actual_first_datapoint_time": 1602777600000,
    "first_datapoint_time": 1603382400000,
    "last_datapoint_time": 1759305600000,
    "evaluation_time": 1759320370676,
    "expiration_time": 1764002304000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "hilo",
        "factors": {
            "length": 0,
            "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": [
        [
            802122.7028629926,
            480872.5995071146,
            321250.103355878,
            5278764.118725041,
            -2553909.929381523,
            7832674.048106553
        ],
        [
            802.122703,
            480.8726,
            321.250103,
            5278.764119,
            -2553.909929,
            7832.674048
        ],
        [
            0.442673,
            0.265382,
            0.17729,
            0.220167,
            0,
            0.241659
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -112579,
            -95062,
            -44177,
            -11844615,
            -11250531,
            -4321248
        ],
        [
            1.859233,
            1.890334,
            1.816539,
            1.125401,
            0.893635,
            1.433125
        ],
        [
            327,
            164,
            163,
            327,
            164,
            163
        ],
        [
            111,
            44,
            67,
            111,
            44,
            67
        ],
        [
            216,
            120,
            96,
            216,
            120,
            96
        ],
        [
            33.944954,
            26.829268,
            41.104294,
            33.944954,
            26.829268,
            41.104294
        ],
        [
            3.617968,
            5.155455,
            2.602802,
            2.18997,
            2.437187,
            2.053433
        ],
        [
            338922,
            338922,
            51504,
            5371167,
            5371167,
            3088068
        ],
        [
            -16911,
            -16252,
            -16911,
            -1698234,
            -1678648,
            -1698234
        ],
        [
            16,
            16,
            16,
            16,
            16,
            16
        ],
        [
            30,
            37,
            26,
            30,
            37,
            26
        ],
        [
            9,
            8,
            9,
            9,
            8,
            9
        ],
        [
            5403,
            2744,
            2660,
            5403,
            2744,
            2660
        ],
        [
            0,
            0,
            13.837623,
            0,
            0,
            13.837624
        ],
        [
            0,
            0,
            1,
            0,
            0,
            1
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            337841,
            -9402,
            309178,
            -77520,
            -599171,
            292228
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "FIL_USDT",
    "interval": "8h",
    "packets": 25000,
    "actual_packets": 5436,
    "evaluation_days": 1812,
    "actual_first_datapoint_time": 1602777600000,
    "first_datapoint_time": 1603382400000,
    "last_datapoint_time": 1759305600000,
    "evaluation_time": 1759320370676,
    "expiration_time": 1764002304000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "hilo",
        "factors": {
            "length": 0,
            "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)