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Trade: FIL/USDT/240/T3/VWMA/8088

Strategy
FIL/USDT/240/T3/VWMA/8088
Pair
FIL_USDT
Interval
4h
Score
321577
Daily Profit
0.254116
Profit Factor
1.335865
Profitability
40.227273
Streak
10.231234
Best Strategy
Training Data Length
1811.170000
Evaluation Time
2025-09-30 20:32
Expiration Time
2025-11-24 02:02

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 460246.5219 252291.7515 207954.7704 636759.4941 76857.3924 559902.1018
Total P&L (%) 460.2465 252.2918 207.9548 636.7595 76.8574 559.9021
Avg Daily Profit (%) 0.2541 0.1393 0.1148 0.1103 0.0315 0.1042
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -139865 -105261 -89070 -2541659 -1999956 -1326614
Profit Factor 1.3359 1.3557 1.3146 1.0475 1.012 1.0801
Total Trades 440 220 220 440 220 220
Winning Trades 177 88 89 177 88 89
Losing Trades 263 132 131 263 132 131
Profitability (%) 40.2273 40 40.4545 40.2273 40 40.4545
Ratio Avg Win / Avg Loss 1.9849 2.0335 1.935 1.5564 1.518 1.5898
Largest Winning Trade 87352 87352 50917 593213 593213 516593
Largest Losing Trade -23262 -17709 -23262 -458427 -268794 -458427
Avg Bars in Trades 24 25 23 24 25 23
Avg Bars in Winners 37 39 36 37 39 36
Avg Bars in Losers 15 16 14 15 16 14
Bars Traded 10792 5586 5206 10792 5586 5206
Profit Streak 10.2312 0 12.7312 10.2312 0 12.7312
Trades During Streak 1 0 1 1 0 1
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 321577 -8555 -40657 -213027 -360083 -186925
Evaluation Data
{
    "trading_pair": "FIL_USDT",
    "interval": "4h",
    "packets": 25000,
    "actual_packets": 10867,
    "evaluation_days": 1811.17,
    "actual_first_datapoint_time": 1602777600000,
    "first_datapoint_time": 1603065600000,
    "last_datapoint_time": 1759248000000,
    "evaluation_time": 1759253578642,
    "expiration_time": 1763942544000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "t3",
        "factors": {
            "length": 21,
            "offset": 0,
            "a": 0.7057
        }
    },
    "second_band": {
        "type": "vwma",
        "factors": {
            "length": 15,
            "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": [
        [
            460246.5218553662,
            252291.7514856876,
            207954.7703696782,
            636759.4941280007,
            76857.3923551164,
            559902.1017728859
        ],
        [
            460.246522,
            252.291751,
            207.95477,
            636.759494,
            76.857392,
            559.902102
        ],
        [
            0.254116,
            0.139298,
            0.114818,
            0.110326,
            0.031486,
            0.104237
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -139865,
            -105261,
            -89070,
            -2541659,
            -1999956,
            -1326614
        ],
        [
            1.335865,
            1.355681,
            1.314602,
            1.047493,
            1.011975,
            1.080112
        ],
        [
            440,
            220,
            220,
            440,
            220,
            220
        ],
        [
            177,
            88,
            89,
            177,
            88,
            89
        ],
        [
            263,
            132,
            131,
            263,
            132,
            131
        ],
        [
            40.227273,
            40,
            40.454545,
            40.227273,
            40,
            40.454545
        ],
        [
            1.98493,
            2.033521,
            1.934976,
            1.556445,
            1.517962,
            1.589827
        ],
        [
            87352,
            87352,
            50917,
            593213,
            593213,
            516593
        ],
        [
            -23262,
            -17709,
            -23262,
            -458427,
            -268794,
            -458427
        ],
        [
            24,
            25,
            23,
            24,
            25,
            23
        ],
        [
            37,
            39,
            36,
            37,
            39,
            36
        ],
        [
            15,
            16,
            14,
            15,
            16,
            14
        ],
        [
            10792,
            5586,
            5206,
            10792,
            5586,
            5206
        ],
        [
            10.231234,
            0,
            12.731234,
            10.231234,
            0,
            12.731234
        ],
        [
            1,
            0,
            1,
            1,
            0,
            1
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            321577,
            -8555,
            -40657,
            -213027,
            -360083,
            -186925
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "FIL_USDT",
    "interval": "4h",
    "packets": 25000,
    "actual_packets": 10867,
    "evaluation_days": 1811.17,
    "actual_first_datapoint_time": 1602777600000,
    "first_datapoint_time": 1603065600000,
    "last_datapoint_time": 1759248000000,
    "evaluation_time": 1759253578642,
    "expiration_time": 1763942544000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "t3",
        "factors": {
            "length": 21,
            "offset": 0,
            "a": 0.7057
        }
    },
    "second_band": {
        "type": "vwma",
        "factors": {
            "length": 15,
            "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)