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Trade: FIL/USDT/480/VWMA/PSAR/7834

Strategy
FIL/USDT/480/VWMA/PSAR/7834
Pair
FIL_USDT
Interval
8h
Score
516543
Daily Profit
0.284833
Profit Factor
1.663264
Profitability
49.707602
Streak
5.706160
Best Strategy
Training Data Length
1820.330000
Evaluation Time
2025-10-10 03:56
Expiration Time
2025-12-03 08:38

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 518490.5437 338841.9659 179648.5778 286461.1975 -1564258.0196 1850719.2171
Total P&L (%) 518.4905 338.842 179.6486 286.4612 -1564.258 1850.7192
Avg Daily Profit (%) 0.2848 0.1861 0.0987 0.0743 0 0.1633
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -126236 -105502 -74818 -4872711 -3036729 -2420910
Profit Factor 1.6633 1.81 1.4944 1.023 0.7586 1.309
Total Trades 171 85 86 171 85 86
Winning Trades 85 35 50 85 35 50
Losing Trades 86 50 36 86 50 36
Profitability (%) 49.7076 41.1765 58.1395 49.7076 41.1765 58.1395
Ratio Avg Win / Avg Loss 1.6828 2.5857 1.0759 1.035 1.0836 0.9425
Largest Winning Trade 317279 317279 66988 1472506 843754 1472506
Largest Losing Trade -47243 -32144 -47243 -1453108 -895465 -1453108
Avg Bars in Trades 31 21 40 31 21 40
Avg Bars in Winners 44 30 55 44 30 55
Avg Bars in Losers 17 15 19 17 15 19
Bars Traded 5302 1846 3456 5302 1846 3456
Profit Streak 5.7062 15.3728 5.7062 5.7062 15.3728 5.7062
Trades During Streak 4 2 2 4 2 2
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 516543 306983 -58043 -286569 -581520 291640
Evaluation Data
{
    "trading_pair": "FIL_USDT",
    "interval": "8h",
    "packets": 25000,
    "actual_packets": 5461,
    "evaluation_days": 1820.33,
    "actual_first_datapoint_time": 1602777600000,
    "first_datapoint_time": 1606521600000,
    "last_datapoint_time": 1760025600000,
    "evaluation_time": 1760057812272,
    "expiration_time": 1764743904000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "vwma",
        "factors": {
            "length": 131,
            "offset": 0
        }
    },
    "second_band": {
        "type": "psar",
        "factors": {
            "length": 0,
            "offset": 0,
            "af": 0,
            "af0": 0,
            "max_af": 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": [
        [
            518490.543712875,
            338841.9659419605,
            179648.5777709156,
            286461.1974643077,
            -1564258.0196385228,
            1850719.2171028294
        ],
        [
            518.490544,
            338.841966,
            179.648578,
            286.461197,
            -1564.25802,
            1850.719217
        ],
        [
            0.284833,
            0.186143,
            0.09869,
            0.074292,
            0,
            0.163334
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -126236,
            -105502,
            -74818,
            -4872711,
            -3036729,
            -2420910
        ],
        [
            1.663264,
            1.809997,
            1.494354,
            1.022975,
            0.758554,
            1.308994
        ],
        [
            171,
            85,
            86,
            171,
            85,
            86
        ],
        [
            85,
            35,
            50,
            85,
            35,
            50
        ],
        [
            86,
            50,
            36,
            86,
            50,
            36
        ],
        [
            49.707602,
            41.176471,
            58.139535,
            49.707602,
            41.176471,
            58.139535
        ],
        [
            1.682832,
            2.58571,
            1.075935,
            1.03501,
            1.083648,
            0.942476
        ],
        [
            317279,
            317279,
            66988,
            1472506,
            843754,
            1472506
        ],
        [
            -47243,
            -32144,
            -47243,
            -1453108,
            -895465,
            -1453108
        ],
        [
            31,
            21,
            40,
            31,
            21,
            40
        ],
        [
            44,
            30,
            55,
            44,
            30,
            55
        ],
        [
            17,
            15,
            19,
            17,
            15,
            19
        ],
        [
            5302,
            1846,
            3456,
            5302,
            1846,
            3456
        ],
        [
            5.70616,
            15.372827,
            5.70616,
            5.706161,
            15.372827,
            5.706161
        ],
        [
            4,
            2,
            2,
            4,
            2,
            2
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            516543,
            306983,
            -58043,
            -286569,
            -581520,
            291640
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "FIL_USDT",
    "interval": "8h",
    "packets": 25000,
    "actual_packets": 5461,
    "evaluation_days": 1820.33,
    "actual_first_datapoint_time": 1602777600000,
    "first_datapoint_time": 1606521600000,
    "last_datapoint_time": 1760025600000,
    "evaluation_time": 1760057812272,
    "expiration_time": 1764743904000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "vwma",
        "factors": {
            "length": 131,
            "offset": 0
        }
    },
    "second_band": {
        "type": "psar",
        "factors": {
            "length": 0,
            "offset": 0,
            "af": 0,
            "af0": 0,
            "max_af": 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)