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Trade: FIL/USDT/240/BBM/VWAP/6735

Strategy
FIL/USDT/240/BBM/VWAP/6735
Pair
FIL_USDT
Interval
4h
Score
300278
Daily Profit
0.410129
Profit Factor
1.777417
Profitability
31.111111
Streak
13.680983
Best Strategy
Training Data Length
1814.000000
Evaluation Time
2025-10-03 19:20
Expiration Time
2025-11-27 00:04

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 743974.5931 449596.4485 294378.1446 3676850.9801 -29999.3939 3706850.374
Total P&L (%) 743.9746 449.5964 294.3781 3676.851 -29.9994 3706.8504
Avg Daily Profit (%) 0.4101 0.2478 0.1623 0.2004 -0.0197 0.2008
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -65266 -66834 -35361 -3715733 -3418178 -1215877
Profit Factor 1.7774 1.8591 1.6789 1.1574 0.9977 1.3515
Total Trades 360 180 180 360 180 180
Winning Trades 112 48 64 112 48 64
Losing Trades 248 132 116 248 132 116
Profitability (%) 31.1111 26.6667 35.5556 31.1111 26.6667 35.5556
Ratio Avg Win / Avg Loss 3.9357 5.1125 3.0429 2.5628 2.7436 2.4496
Largest Winning Trade 330701 330701 55558 1939292 1939292 1585206
Largest Losing Trade -13344 -13344 -12109 -538692 -538692 -450250
Avg Bars in Trades 30 27 32 30 27 32
Avg Bars in Winners 64 63 65 64 63 65
Avg Bars in Losers 14 14 14 14 14 14
Bars Traded 10813 4897 5916 10813 4897 5916
Profit Streak 13.681 0 16.8477 13.681 0 16.8477
Trades During Streak 1 0 1 1 0 1
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 300278 -10245 209549 -43105 -599804 176260
Evaluation Data
{
    "trading_pair": "FIL_USDT",
    "interval": "4h",
    "packets": 25000,
    "actual_packets": 10884,
    "evaluation_days": 1814,
    "actual_first_datapoint_time": 1602777600000,
    "first_datapoint_time": 1603483200000,
    "last_datapoint_time": 1759492800000,
    "evaluation_time": 1759508436941,
    "expiration_time": 1764194688000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "bbm",
        "factors": {
            "length": 50,
            "offset": 0,
            "std": 2.56376
        }
    },
    "second_band": {
        "type": "vwap",
        "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": [
        [
            743974.5930878345,
            449596.4484658231,
            294378.1446220121,
            3676850.9801142616,
            -29999.3939144105,
            3706850.3740286725
        ],
        [
            743.974593,
            449.596448,
            294.378145,
            3676.85098,
            -29.999394,
            3706.850374
        ],
        [
            0.410129,
            0.247848,
            0.162281,
            0.200392,
            -0.01966,
            0.200829
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -65266,
            -66834,
            -35361,
            -3715733,
            -3418178,
            -1215877
        ],
        [
            1.777417,
            1.859086,
            1.678854,
            1.157394,
            0.997659,
            1.351493
        ],
        [
            360,
            180,
            180,
            360,
            180,
            180
        ],
        [
            112,
            48,
            64,
            112,
            48,
            64
        ],
        [
            248,
            132,
            116,
            248,
            132,
            116
        ],
        [
            31.111111,
            26.666667,
            35.555556,
            31.111111,
            26.666667,
            35.555556
        ],
        [
            3.935709,
            5.112486,
            3.042923,
            2.5628,
            2.743562,
            2.449581
        ],
        [
            330701,
            330701,
            55558,
            1939292,
            1939292,
            1585206
        ],
        [
            -13344,
            -13344,
            -12109,
            -538692,
            -538692,
            -450250
        ],
        [
            30,
            27,
            32,
            30,
            27,
            32
        ],
        [
            64,
            63,
            65,
            64,
            63,
            65
        ],
        [
            14,
            14,
            14,
            14,
            14,
            14
        ],
        [
            10813,
            4897,
            5916,
            10813,
            4897,
            5916
        ],
        [
            13.680983,
            0,
            16.84765,
            13.680983,
            0,
            16.84765
        ],
        [
            1,
            0,
            1,
            1,
            0,
            1
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            300278,
            -10245,
            209549,
            -43105,
            -599804,
            176260
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "FIL_USDT",
    "interval": "4h",
    "packets": 25000,
    "actual_packets": 10884,
    "evaluation_days": 1814,
    "actual_first_datapoint_time": 1602777600000,
    "first_datapoint_time": 1603483200000,
    "last_datapoint_time": 1759492800000,
    "evaluation_time": 1759508436941,
    "expiration_time": 1764194688000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "bbm",
        "factors": {
            "length": 50,
            "offset": 0,
            "std": 2.56376
        }
    },
    "second_band": {
        "type": "vwap",
        "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)