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Trade: FIL/USDT/120/VWAP/T3/5227

Strategy
FIL/USDT/120/VWAP/T3/5227
Pair
FIL_USDT
Interval
2h
Score
452066
Daily Profit
0.366279
Profit Factor
1.770761
Profitability
45.392491
Streak
0.000000
Best Strategy
Training Data Length
1804.500000
Evaluation Time
2025-09-26 05:07
Expiration Time
2025-11-28 15:05

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 660949.8072 413231.0444 247718.7628 1122925.2756 189722.7153 933202.5603
Total P&L (%) 660.9498 413.231 247.7188 1122.9253 189.7227 933.2026
Avg Daily Profit (%) 0.3663 0.229 0.1373 0.1389 0.059 0.1295
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -98823 -110510 -56956 -1539238 -1099803 -1224944
Profit Factor 1.7708 1.8344 1.6838 1.1132 1.0353 1.2053
Total Trades 293 147 146 293 147 146
Winning Trades 133 57 76 133 57 76
Losing Trades 160 90 70 160 90 70
Profitability (%) 45.3925 38.7755 52.0548 45.3925 38.7755 52.0548
Ratio Avg Win / Avg Loss 2.1302 2.8964 1.5508 1.3392 1.6347 1.1102
Largest Winning Trade 320474 320474 54182 753209 753209 410067
Largest Losing Trade -56956 -27197 -56956 -1138704 -314806 -1138704
Avg Bars in Trades 73 66 80 73 66 80
Avg Bars in Winners 96 85 104 96 85 104
Avg Bars in Losers 53 53 53 53 53 53
Bars Traded 21440 9745 11695 21440 9745 11695
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 452066 245506 -6480 -103527 -299303 -20124

Evaluation Data

{
    "trading_pair": "FIL_USDT",
    "interval": "2h",
    "packets": 25000,
    "actual_packets": 21654,
    "evaluation_days": 1804.5,
    "actual_first_datapoint_time": 1602777600000,
    "first_datapoint_time": 1603944000000,
    "last_datapoint_time": 1758722400000,
    "evaluation_time": 1758852466154,
    "expiration_time": 1764335116800,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}

Factors

{
    "first_band": {
        "type": "vwap",
        "factors": {
            "length": 0,
            "offset": 162
        }
    },
    "second_band": {
        "type": "t3",
        "factors": {
            "length": 46,
            "offset": 0,
            "a": 0.37837
        }
    }
}
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": [
        [
            660949.8072127812,
            413231.0444321314,
            247718.7627806494,
            1122925.275572873,
            189722.7153082949,
            933202.5602645781
        ],
        [
            660.949807,
            413.231044,
            247.718763,
            1122.925276,
            189.722715,
            933.20256
        ],
        [
            0.366279,
            0.229,
            0.137278,
            0.138851,
            0.058967,
            0.129496
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -98823,
            -110510,
            -56956,
            -1539238,
            -1099803,
            -1224944
        ],
        [
            1.770761,
            1.834415,
            1.68375,
            1.113195,
            1.035297,
            1.205317
        ],
        [
            293,
            147,
            146,
            293,
            147,
            146
        ],
        [
            133,
            57,
            76,
            133,
            57,
            76
        ],
        [
            160,
            90,
            70,
            160,
            90,
            70
        ],
        [
            45.392491,
            38.77551,
            52.054795,
            45.392491,
            38.77551,
            52.054795
        ],
        [
            2.130239,
            2.896445,
            1.550822,
            1.339183,
            1.634679,
            1.11016
        ],
        [
            320474,
            320474,
            54182,
            753209,
            753209,
            410067
        ],
        [
            -56956,
            -27197,
            -56956,
            -1138704,
            -314806,
            -1138704
        ],
        [
            73,
            66,
            80,
            73,
            66,
            80
        ],
        [
            96,
            85,
            104,
            96,
            85,
            104
        ],
        [
            53,
            53,
            53,
            53,
            53,
            53
        ],
        [
            21440,
            9745,
            11695,
            21440,
            9745,
            11695
        ],
        [
            0,
            0,
            0,
            0,
            0,
            0
        ],
        [
            0,
            0,
            0,
            0,
            0,
            0
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            452066,
            245506,
            -6480,
            -103527,
            -299303,
            -20124
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "FIL_USDT",
    "interval": "2h",
    "packets": 25000,
    "actual_packets": 21654,
    "evaluation_days": 1804.5,
    "actual_first_datapoint_time": 1602777600000,
    "first_datapoint_time": 1603944000000,
    "last_datapoint_time": 1758722400000,
    "evaluation_time": 1758852466154,
    "expiration_time": 1764335116800,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "vwap",
        "factors": {
            "length": 0,
            "offset": 162
        }
    },
    "second_band": {
        "type": "t3",
        "factors": {
            "length": 46,
            "offset": 0,
            "a": 0.37837
        }
    }
}

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)