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Trade: FIL/USDT/480/VWMA/HMA/3725

Strategy
FIL/USDT/480/VWMA/HMA/3725
Pair
FIL_USDT
Interval
8h
Score
332182
Daily Profit
0.210135
Profit Factor
1.358983
Profitability
45.816733
Streak
0.000000
Best Strategy
Training Data Length
1817.000000
Evaluation Time
2025-10-06 13:26
Expiration Time
2025-11-29 22:14

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 381815.4969 223979.1729 157836.324 67742.713 -139577.6138 207320.3268
Total P&L (%) 381.8155 223.9792 157.8363 67.7427 -139.5776 207.3203
Avg Daily Profit (%) 0.2101 0.1233 0.0869 0.0285 0 0.0618
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -124357 -135755 -99988 -677159 -525823 -455748
Profit Factor 1.359 1.41 1.3051 1.0259 0.8952 1.1613
Total Trades 251 125 126 251 125 126
Winning Trades 115 53 62 115 53 62
Losing Trades 136 72 64 136 72 64
Profitability (%) 45.8167 42.4 49.2063 45.8167 42.4 49.2063
Ratio Avg Win / Avg Loss 1.6071 1.9154 1.3472 1.2132 1.2162 1.1988
Largest Winning Trade 93511 93511 58763 273707 155257 273707
Largest Losing Trade -72153 -29362 -72153 -220370 -114647 -220370
Avg Bars in Trades 21 16 26 21 16 26
Avg Bars in Winners 27 19 33 27 19 33
Avg Bars in Losers 16 14 19 16 14 19
Bars Traded 5387 2032 3355 5387 2032 3355
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 332182 -29480 -77120 -347089 -582011 -153734
Evaluation Data
{
    "trading_pair": "FIL_USDT",
    "interval": "8h",
    "packets": 25000,
    "actual_packets": 5451,
    "evaluation_days": 1817,
    "actual_first_datapoint_time": 1602777600000,
    "first_datapoint_time": 1604332800000,
    "last_datapoint_time": 1759737600000,
    "evaluation_time": 1759746377444,
    "expiration_time": 1764447264000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "vwma",
        "factors": {
            "length": 23,
            "offset": 0
        }
    },
    "second_band": {
        "type": "hma",
        "factors": {
            "length": 49,
            "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": [
        [
            381815.496881208,
            223979.1728742397,
            157836.3240069685,
            67742.7129853493,
            -139577.6137885327,
            207320.326773882
        ],
        [
            381.815497,
            223.979173,
            157.836324,
            67.742713,
            -139.577614,
            207.320327
        ],
        [
            0.210135,
            0.123269,
            0.086866,
            0.028472,
            0,
            0.061809
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -124357,
            -135755,
            -99988,
            -677159,
            -525823,
            -455748
        ],
        [
            1.358983,
            1.40998,
            1.305124,
            1.02588,
            0.895238,
            1.161307
        ],
        [
            251,
            125,
            126,
            251,
            125,
            126
        ],
        [
            115,
            53,
            62,
            115,
            53,
            62
        ],
        [
            136,
            72,
            64,
            136,
            72,
            64
        ],
        [
            45.816733,
            42.4,
            49.206349,
            45.816733,
            42.4,
            49.206349
        ],
        [
            1.607145,
            1.915444,
            1.347225,
            1.213215,
            1.216172,
            1.198769
        ],
        [
            93511,
            93511,
            58763,
            273707,
            155257,
            273707
        ],
        [
            -72153,
            -29362,
            -72153,
            -220370,
            -114647,
            -220370
        ],
        [
            21,
            16,
            26,
            21,
            16,
            26
        ],
        [
            27,
            19,
            33,
            27,
            19,
            33
        ],
        [
            16,
            14,
            19,
            16,
            14,
            19
        ],
        [
            5387,
            2032,
            3355,
            5387,
            2032,
            3355
        ],
        [
            0,
            0,
            0,
            0,
            0,
            0
        ],
        [
            0,
            0,
            0,
            0,
            0,
            0
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            332182,
            -29480,
            -77120,
            -347089,
            -582011,
            -153734
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "FIL_USDT",
    "interval": "8h",
    "packets": 25000,
    "actual_packets": 5451,
    "evaluation_days": 1817,
    "actual_first_datapoint_time": 1602777600000,
    "first_datapoint_time": 1604332800000,
    "last_datapoint_time": 1759737600000,
    "evaluation_time": 1759746377444,
    "expiration_time": 1764447264000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "vwma",
        "factors": {
            "length": 23,
            "offset": 0
        }
    },
    "second_band": {
        "type": "hma",
        "factors": {
            "length": 49,
            "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)