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Trade: FIL/USDT/240/VWMA/DEMA/8796

Strategy
FIL/USDT/240/VWMA/DEMA/8796
Pair
FIL_USDT
Interval
4h
Score
340720
Daily Profit
0.162271
Profit Factor
1.456357
Profitability
48.837209
Streak
0.000000
Best Strategy
Training Data Length
1805.000000
Evaluation Time
2025-09-26 03:58
Expiration Time
2025-11-17 17:36

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 598663.5656 353628.6161 245034.9495 1667314.3429 -99129.1571 1766443.5
Total P&L (%) 598.6636 353.6286 245.0349 1667.3143 -99.1292 1766.4435
Avg Daily Profit (%) 0.3317 0.1959 0.1358 0.1592 -0.2625 0.1623
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -79961 -61402 -61994 -1630662 -1329869 -1630604
Profit Factor 2.2287 2.312 2.1256 1.2035 0.9771 1.4564
Total Trades 87 44 43 87 44 43
Winning Trades 34 13 21 34 13 21
Losing Trades 53 31 22 53 31 22
Profitability (%) 39.0805 29.5455 48.8372 39.0805 29.5455 48.8372
Ratio Avg Win / Avg Loss 3.4741 5.5132 2.2268 1.8761 2.3299 1.5257
Largest Winning Trade 267772 267772 62161 954718 954718 850970
Largest Losing Trade -49983 -27386 -49983 -1224840 -628747 -1224840
Avg Bars in Trades 121 79 164 121 79 164
Avg Bars in Winners 219 140 268 219 140 268
Avg Bars in Losers 58 53 64 58 53 64
Bars Traded 10540 3476 7063 10540 3476 7063
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 338059 81569 -8161 154101 -587722 340720

Evaluation Data

{
    "trading_pair": "FIL_USDT",
    "interval": "4h",
    "packets": 25000,
    "actual_packets": 10830,
    "evaluation_days": 1805,
    "actual_first_datapoint_time": 1602777600000,
    "first_datapoint_time": 1604404800000,
    "last_datapoint_time": 1758715200000,
    "evaluation_time": 1758848316029,
    "expiration_time": 1763393760000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}

Factors

{
    "first_band": {
        "type": "vwma",
        "factors": {
            "length": 114,
            "offset": 0
        }
    },
    "second_band": {
        "type": "dema",
        "factors": {
            "length": 96,
            "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": [
        [
            598663.5656261715,
            353628.6161464611,
            245034.94947971,
            1667314.3428644314,
            -99129.157103687,
            1766443.4999681183
        ],
        [
            598.663566,
            353.628616,
            245.034949,
            1667.314343,
            -99.129157,
            1766.4435
        ],
        [
            0.33167,
            0.195916,
            0.135753,
            0.159243,
            -0.262451,
            0.162271
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -79961,
            -61402,
            -61994,
            -1630662,
            -1329869,
            -1630604
        ],
        [
            2.228699,
            2.312006,
            2.125558,
            1.203518,
            0.977063,
            1.456357
        ],
        [
            87,
            44,
            43,
            87,
            44,
            43
        ],
        [
            34,
            13,
            21,
            34,
            13,
            21
        ],
        [
            53,
            31,
            22,
            53,
            31,
            22
        ],
        [
            39.08046,
            29.545455,
            48.837209,
            39.08046,
            29.545455,
            48.837209
        ],
        [
            3.474149,
            5.513244,
            2.226775,
            1.876072,
            2.329918,
            1.525708
        ],
        [
            267772,
            267772,
            62161,
            954718,
            954718,
            850970
        ],
        [
            -49983,
            -27386,
            -49983,
            -1224840,
            -628747,
            -1224840
        ],
        [
            121,
            79,
            164,
            121,
            79,
            164
        ],
        [
            219,
            140,
            268,
            219,
            140,
            268
        ],
        [
            58,
            53,
            64,
            58,
            53,
            64
        ],
        [
            10540,
            3476,
            7063,
            10540,
            3476,
            7063
        ],
        [
            0,
            0,
            0,
            0,
            0,
            0
        ],
        [
            0,
            0,
            0,
            0,
            0,
            0
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            338059,
            81569,
            -8161,
            154101,
            -587722,
            340720
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "FIL_USDT",
    "interval": "4h",
    "packets": 25000,
    "actual_packets": 10830,
    "evaluation_days": 1805,
    "actual_first_datapoint_time": 1602777600000,
    "first_datapoint_time": 1604404800000,
    "last_datapoint_time": 1758715200000,
    "evaluation_time": 1758848316029,
    "expiration_time": 1763393760000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "vwma",
        "factors": {
            "length": 114,
            "offset": 0
        }
    },
    "second_band": {
        "type": "dema",
        "factors": {
            "length": 96,
            "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)