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Trade: FIL/USDT/5/VWMA/HILO/3983

Strategy
FIL/USDT/5/VWMA/HILO/3983
Pair
FIL_USDT
Interval
5m
Score
309090
Daily Profit
1.044578
Profit Factor
1.378646
Profitability
36.018957
Streak
2.362942
Best Strategy
Training Data Length
86.810000
Evaluation Time
2025-10-11 02:02
Expiration Time
2025-12-25 01:00

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 90679.8495 49024.8734 41654.9761 63023.5444 47377.9262 15645.6182
Total P&L (%) 90.6798 49.0249 41.655 63.0235 47.3779 15.6456
Avg Daily Profit (%) 1.0446 0.5647 0.4798 0.5646 0.4478 0.1676
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -65055 -38957 -32342 -49935 -28591 -23908
Profit Factor 1.3786 1.4265 1.3344 1.3914 1.6137 1.1867
Total Trades 422 211 211 422 211 211
Winning Trades 152 75 77 152 75 77
Losing Trades 270 136 134 270 136 134
Profitability (%) 36.019 35.545 36.4929 36.019 35.545 36.4929
Ratio Avg Win / Avg Loss 2.4489 2.5868 2.3223 2.4716 2.9261 2.0651
Largest Winning Trade 81966 81966 65184 73433 73433 35353
Largest Losing Trade -5916 -3327 -5916 -3606 -2573 -3606
Avg Bars in Trades 58 59 57 58 59 57
Avg Bars in Winners 100 107 93 100 107 93
Avg Bars in Losers 35 32 37 35 32 37
Bars Traded 24747 12542 12205 24747 12542 12205
Profit Streak 2.3629 3.3629 2.3629 2.3629 3.3629 2.3629
Trades During Streak 5 5 2 5 5 2
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 309090 167196 51309 225069 165042 -24178
Evaluation Data
{
    "trading_pair": "FIL_USDT",
    "interval": "5m",
    "packets": 25000,
    "actual_packets": 25000,
    "evaluation_days": 86.81,
    "actual_first_datapoint_time": 1752637500000,
    "first_datapoint_time": 1752693000000,
    "last_datapoint_time": 1760137200000,
    "evaluation_time": 1760137358250,
    "expiration_time": 1766617200000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "vwma",
        "factors": {
            "length": 186,
            "offset": 0
        }
    },
    "second_band": {
        "type": "hilo",
        "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": [
        [
            90679.8494898178,
            49024.8733696568,
            41654.976120161,
            63023.5444453359,
            47377.9262495856,
            15645.6181957503
        ],
        [
            90.679849,
            49.024873,
            41.654976,
            63.023544,
            47.377926,
            15.645618
        ],
        [
            1.044578,
            0.564738,
            0.479841,
            0.564569,
            0.447757,
            0.167587
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -65055,
            -38957,
            -32342,
            -49935,
            -28591,
            -23908
        ],
        [
            1.378646,
            1.426541,
            1.334447,
            1.391397,
            1.613681,
            1.18666
        ],
        [
            422,
            211,
            211,
            422,
            211,
            211
        ],
        [
            152,
            75,
            77,
            152,
            75,
            77
        ],
        [
            270,
            136,
            134,
            270,
            136,
            134
        ],
        [
            36.018957,
            35.545024,
            36.492891,
            36.018957,
            35.545024,
            36.492891
        ],
        [
            2.44891,
            2.586795,
            2.322284,
            2.471561,
            2.926141,
            2.065096
        ],
        [
            81966,
            81966,
            65184,
            73433,
            73433,
            35353
        ],
        [
            -5916,
            -3327,
            -5916,
            -3606,
            -2573,
            -3606
        ],
        [
            58,
            59,
            57,
            58,
            59,
            57
        ],
        [
            100,
            107,
            93,
            100,
            107,
            93
        ],
        [
            35,
            32,
            37,
            35,
            32,
            37
        ],
        [
            24747,
            12542,
            12205,
            24747,
            12542,
            12205
        ],
        [
            2.362942,
            3.362943,
            2.362942,
            2.362943,
            3.362943,
            2.362943
        ],
        [
            5,
            5,
            2,
            5,
            5,
            2
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            309090,
            167196,
            51309,
            225069,
            165042,
            -24178
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "FIL_USDT",
    "interval": "5m",
    "packets": 25000,
    "actual_packets": 25000,
    "evaluation_days": 86.81,
    "actual_first_datapoint_time": 1752637500000,
    "first_datapoint_time": 1752693000000,
    "last_datapoint_time": 1760137200000,
    "evaluation_time": 1760137358250,
    "expiration_time": 1766617200000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "vwma",
        "factors": {
            "length": 186,
            "offset": 0
        }
    },
    "second_band": {
        "type": "hilo",
        "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)