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Trade: FIL/USDT/5/RMA/VWMA/4511

Strategy
FIL/USDT/5/RMA/VWMA/4511
Pair
FIL_USDT
Interval
5m
Score
879908
Daily Profit
0.958663
Profit Factor
6.004966
Profitability
75.757576
Streak
7.595743
Best Strategy
Training Data Length
86.810000
Evaluation Time
2025-10-11 08:12
Expiration Time
2025-12-25 07:05

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 109650.8318 15983.9622 93666.8696 147170.34 18239.1386 128931.2014
Total P&L (%) 109.6508 15.984 93.6669 147.1703 18.2391 128.9312
Avg Daily Profit (%) 1.2631 0.1841 1.079 1.0479 0.1932 0.9587
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -16013 -13173 -9012 -20240 -16190 -9381
Profit Factor 2.7432 1.3979 5.1206 3.053 1.3972 6.005
Total Trades 66 33 33 66 33 33
Winning Trades 46 21 25 46 21 25
Losing Trades 20 12 8 20 12 8
Profitability (%) 69.697 63.6364 75.7576 69.697 63.6364 75.7576
Ratio Avg Win / Avg Loss 1.1927 0.7988 1.6386 1.3274 0.7984 1.9216
Largest Winning Trade 66124 7778 66124 98383 8488 98383
Largest Losing Trade -10412 -10412 -8337 -12984 -12984 -8685
Avg Bars in Trades 365 351 379 365 351 379
Avg Bars in Winners 253 204 295 253 204 295
Avg Bars in Losers 622 608 645 622 608 645
Bars Traded 24126 11587 12539 24126 11587 12539
Profit Streak 7.5957 10.818 7.5957 7.5957 10.818 7.5957
Trades During Streak 10 6 5 10 6 5
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score -108860 -1617 860451 -108449 -40 879908
Evaluation Data
{
    "trading_pair": "FIL_USDT",
    "interval": "5m",
    "packets": 25000,
    "actual_packets": 25000,
    "evaluation_days": 86.81,
    "actual_first_datapoint_time": 1752659400000,
    "first_datapoint_time": 1752799800000,
    "last_datapoint_time": 1760159100000,
    "evaluation_time": 1760159572161,
    "expiration_time": 1766639100000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "rma",
        "factors": {
            "length": 65,
            "offset": 0
        }
    },
    "second_band": {
        "type": "vwma",
        "factors": {
            "length": 222,
            "offset": 247
        }
    }
}
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": [
        [
            109650.8317695548,
            15983.962162737,
            93666.8696068178,
            147170.339993872,
            18239.1386265413,
            128931.2013673307
        ],
        [
            109.650832,
            15.983962,
            93.66687,
            147.17034,
            18.239139,
            128.931201
        ],
        [
            1.263113,
            0.184126,
            1.078987,
            1.047852,
            0.193181,
            0.958663
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -16013,
            -13173,
            -9012,
            -20240,
            -16190,
            -9381
        ],
        [
            2.743174,
            1.397894,
            5.120559,
            3.053027,
            1.39716,
            6.004966
        ],
        [
            66,
            33,
            33,
            66,
            33,
            33
        ],
        [
            46,
            21,
            25,
            46,
            21,
            25
        ],
        [
            20,
            12,
            8,
            20,
            12,
            8
        ],
        [
            69.69697,
            63.636364,
            75.757576,
            69.69697,
            63.636364,
            75.757576
        ],
        [
            1.192685,
            0.798797,
            1.638579,
            1.327403,
            0.798377,
            1.921589
        ],
        [
            66124,
            7778,
            66124,
            98383,
            8488,
            98383
        ],
        [
            -10412,
            -10412,
            -8337,
            -12984,
            -12984,
            -8685
        ],
        [
            365,
            351,
            379,
            365,
            351,
            379
        ],
        [
            253,
            204,
            295,
            253,
            204,
            295
        ],
        [
            622,
            608,
            645,
            622,
            608,
            645
        ],
        [
            24126,
            11587,
            12539,
            24126,
            11587,
            12539
        ],
        [
            7.595742,
            10.817965,
            7.595743,
            7.595743,
            10.817965,
            7.595743
        ],
        [
            10,
            6,
            5,
            10,
            6,
            5
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            -108860,
            -1617,
            860451,
            -108449,
            -40,
            879908
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "FIL_USDT",
    "interval": "5m",
    "packets": 25000,
    "actual_packets": 25000,
    "evaluation_days": 86.81,
    "actual_first_datapoint_time": 1752659400000,
    "first_datapoint_time": 1752799800000,
    "last_datapoint_time": 1760159100000,
    "evaluation_time": 1760159572161,
    "expiration_time": 1766639100000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "rma",
        "factors": {
            "length": 65,
            "offset": 0
        }
    },
    "second_band": {
        "type": "vwma",
        "factors": {
            "length": 222,
            "offset": 247
        }
    }
}

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)