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Trade: FIL/USDT/120/VWMA/LINREG/8147

Strategy
FIL/USDT/120/VWMA/LINREG/8147
Pair
FIL_USDT
Interval
2h
Score
301073
Daily Profit
0.373789
Profit Factor
1.672227
Profitability
33.566434
Streak
17.568192
Best Strategy
Training Data Length
1817.830000
Evaluation Time
2025-10-08 02:38
Expiration Time
2025-12-12 10:36

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 679484.024 425629.8887 253854.1353 1242259.24 -605292.7427 1847551.9828
Total P&L (%) 679.484 425.6299 253.8541 1242.2592 -605.2927 1847.552
Avg Daily Profit (%) 0.3738 0.2341 0.1396 0.143 0 0.1635
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -81227 -76693 -52210 -2543693 -1926039 -1447529
Profit Factor 1.6722 1.8037 1.5275 1.069 0.9325 1.2045
Total Trades 286 143 143 286 143 143
Winning Trades 96 39 57 96 39 57
Losing Trades 190 104 86 190 104 86
Profitability (%) 33.5664 27.2727 39.8601 33.5664 27.2727 39.8601
Ratio Avg Win / Avg Loss 3.3096 4.81 2.3047 2.1158 2.4866 1.8174
Largest Winning Trade 369451 369451 57587 978860 978860 850409
Largest Losing Trade -25963 -25963 -20415 -554362 -367099 -554362
Avg Bars in Trades 75 66 84 75 66 84
Avg Bars in Winners 132 130 134 132 130 134
Avg Bars in Losers 46 42 51 46 42 51
Bars Traded 21611 9502 12109 21611 9502 12109
Profit Streak 17.5682 0 19.3182 17.5682 0 19.3182
Trades During Streak 1 0 1 1 0 1
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 301073 -8638 -7585 -149594 -597973 171961
Evaluation Data
{
    "trading_pair": "FIL_USDT",
    "interval": "2h",
    "packets": 25000,
    "actual_packets": 21814,
    "evaluation_days": 1817.83,
    "actual_first_datapoint_time": 1602777600000,
    "first_datapoint_time": 1603504800000,
    "last_datapoint_time": 1759874400000,
    "evaluation_time": 1759880291774,
    "expiration_time": 1765528588800,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "vwma",
        "factors": {
            "length": 102,
            "offset": 0
        }
    },
    "second_band": {
        "type": "linreg",
        "factors": {
            "length": 55,
            "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": [
        [
            679484.0240001639,
            425629.8887050316,
            253854.1352951326,
            1242259.240049874,
            -605292.7427236817,
            1847551.9827735547
        ],
        [
            679.484024,
            425.629889,
            253.854135,
            1242.25924,
            -605.292743,
            1847.551983
        ],
        [
            0.373789,
            0.234142,
            0.139647,
            0.142961,
            0,
            0.163469
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -81227,
            -76693,
            -52210,
            -2543693,
            -1926039,
            -1447529
        ],
        [
            1.672227,
            1.803742,
            1.527506,
            1.069022,
            0.93248,
            1.204527
        ],
        [
            286,
            143,
            143,
            286,
            143,
            143
        ],
        [
            96,
            39,
            57,
            96,
            39,
            57
        ],
        [
            190,
            104,
            86,
            190,
            104,
            86
        ],
        [
            33.566434,
            27.272727,
            39.86014,
            33.566434,
            27.272727,
            39.86014
        ],
        [
            3.309617,
            4.809978,
            2.304659,
            2.115774,
            2.486613,
            1.817357
        ],
        [
            369451,
            369451,
            57587,
            978860,
            978860,
            850409
        ],
        [
            -25963,
            -25963,
            -20415,
            -554362,
            -367099,
            -554362
        ],
        [
            75,
            66,
            84,
            75,
            66,
            84
        ],
        [
            132,
            130,
            134,
            132,
            130,
            134
        ],
        [
            46,
            42,
            51,
            46,
            42,
            51
        ],
        [
            21611,
            9502,
            12109,
            21611,
            9502,
            12109
        ],
        [
            17.568192,
            0,
            19.318192,
            17.568192,
            0,
            19.318192
        ],
        [
            1,
            0,
            1,
            1,
            0,
            1
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            301073,
            -8638,
            -7585,
            -149594,
            -597973,
            171961
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "FIL_USDT",
    "interval": "2h",
    "packets": 25000,
    "actual_packets": 21814,
    "evaluation_days": 1817.83,
    "actual_first_datapoint_time": 1602777600000,
    "first_datapoint_time": 1603504800000,
    "last_datapoint_time": 1759874400000,
    "evaluation_time": 1759880291774,
    "expiration_time": 1765528588800,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "vwma",
        "factors": {
            "length": 102,
            "offset": 0
        }
    },
    "second_band": {
        "type": "linreg",
        "factors": {
            "length": 55,
            "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)