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Trade: FIL/USDT/120/VWMA/DEMA/3653

Strategy
FIL/USDT/120/VWMA/DEMA/3653
Pair
FIL_USDT
Interval
2h
Score
343802
Daily Profit
0.333280
Profit Factor
1.860935
Profitability
36.184211
Streak
47.738704
Best Strategy
Training Data Length
1814.830000
Evaluation Time
2025-10-05 02:43
Expiration Time
2025-12-09 08:00

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 604847.1651 369634.2012 235212.9639 1407756.0888 33305.8393 1374450.2495
Total P&L (%) 604.8472 369.6342 235.213 1407.7561 33.3058 1374.4502
Avg Daily Profit (%) 0.3333 0.2037 0.1296 0.1496 0.0158 0.1484
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -84848 -73269 -74894 -2007700 -2059813 -632883
Profit Factor 1.8609 1.9279 1.7732 1.17 1.0072 1.3773
Total Trades 152 76 76 152 76 76
Winning Trades 55 20 35 55 20 35
Losing Trades 97 56 41 97 56 41
Profitability (%) 36.1842 26.3158 46.0526 36.1842 26.3158 46.0526
Ratio Avg Win / Avg Loss 3.282 5.3982 2.0772 2.0634 2.8201 1.6135
Largest Winning Trade 264786 264786 73160 1279988 1279988 713812
Largest Losing Trade -20797 -17887 -20797 -394601 -391339 -394601
Avg Bars in Trades 141 114 168 141 114 168
Avg Bars in Winners 251 226 266 251 226 266
Avg Bars in Losers 78 74 83 78 74 83
Bars Traded 21445 8676 12769 21445 8676 12769
Profit Streak 47.7387 47.7387 56.6554 47.7387 47.7387 56.6554
Trades During Streak 3 1 2 3 1 2
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 343802 -61599 -66648 -28484 -458932 -42893
Evaluation Data
{
    "trading_pair": "FIL_USDT",
    "interval": "2h",
    "packets": 25000,
    "actual_packets": 21778,
    "evaluation_days": 1814.83,
    "actual_first_datapoint_time": 1602777600000,
    "first_datapoint_time": 1604001600000,
    "last_datapoint_time": 1759615200000,
    "evaluation_time": 1759621424045,
    "expiration_time": 1765260057600,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "vwma",
        "factors": {
            "length": 171,
            "offset": 0
        }
    },
    "second_band": {
        "type": "dema",
        "factors": {
            "length": 68,
            "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": [
        [
            604847.1651305577,
            369634.2011988699,
            235212.9639316882,
            1407756.0887870686,
            33305.8393244476,
            1374450.2494626204
        ],
        [
            604.847165,
            369.634201,
            235.212964,
            1407.756089,
            33.305839,
            1374.450249
        ],
        [
            0.33328,
            0.203674,
            0.129606,
            0.149614,
            0.015842,
            0.148381
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -84848,
            -73269,
            -74894,
            -2007700,
            -2059813,
            -632883
        ],
        [
            1.860935,
            1.927912,
            1.773226,
            1.169995,
            1.00718,
            1.377343
        ],
        [
            152,
            76,
            76,
            152,
            76,
            76
        ],
        [
            55,
            20,
            35,
            55,
            20,
            35
        ],
        [
            97,
            56,
            41,
            97,
            56,
            41
        ],
        [
            36.184211,
            26.315789,
            46.052632,
            36.184211,
            26.315789,
            46.052632
        ],
        [
            3.282012,
            5.398155,
            2.077208,
            2.063446,
            2.820104,
            1.613459
        ],
        [
            264786,
            264786,
            73160,
            1279988,
            1279988,
            713812
        ],
        [
            -20797,
            -17887,
            -20797,
            -394601,
            -391339,
            -394601
        ],
        [
            141,
            114,
            168,
            141,
            114,
            168
        ],
        [
            251,
            226,
            266,
            251,
            226,
            266
        ],
        [
            78,
            74,
            83,
            78,
            74,
            83
        ],
        [
            21445,
            8676,
            12769,
            21445,
            8676,
            12769
        ],
        [
            47.738704,
            47.738704,
            56.655371,
            47.738704,
            47.738704,
            56.655371
        ],
        [
            3,
            1,
            2,
            3,
            1,
            2
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            343802,
            -61599,
            -66648,
            -28484,
            -458932,
            -42893
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "FIL_USDT",
    "interval": "2h",
    "packets": 25000,
    "actual_packets": 21778,
    "evaluation_days": 1814.83,
    "actual_first_datapoint_time": 1602777600000,
    "first_datapoint_time": 1604001600000,
    "last_datapoint_time": 1759615200000,
    "evaluation_time": 1759621424045,
    "expiration_time": 1765260057600,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "vwma",
        "factors": {
            "length": 171,
            "offset": 0
        }
    },
    "second_band": {
        "type": "dema",
        "factors": {
            "length": 68,
            "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)