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Trade: FIL/USDT/240/VWMA/OHLC4/8898

Strategy
FIL/USDT/240/VWMA/OHLC4/8898
Pair
FIL_USDT
Interval
4h
Score
382821
Daily Profit
0.458542
Profit Factor
3.494506
Profitability
31.304348
Streak
9.187062
Best Strategy
Training Data Length
1805.000000
Evaluation Time
2025-09-26 03:29
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 827668.0623 562998.2662 264669.796 3536818.3091 473624.8355 3063193.4736
Total P&L (%) 827.6681 562.9983 264.6698 3536.8183 473.6248 3063.1935
Avg Daily Profit (%) 0.4585 0.3119 0.1466 0.1993 0.0968 0.1916
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -59108 -88129 -35130 -1566610 -1131568 -593373
Profit Factor 3.4945 4.1911 2.7035 1.6361 1.1548 2.2247
Total Trades 115 58 57 115 58 57
Winning Trades 36 15 21 36 15 21
Losing Trades 79 43 36 79 43 36
Profitability (%) 31.3043 25.8621 36.8421 31.3043 25.8621 36.8421
Ratio Avg Win / Avg Loss 7.6685 12.0145 4.6346 3.5904 3.3106 3.8137
Largest Winning Trade 551458 551458 66608 1398648 918648 1398648
Largest Losing Trade -18994 -18994 -17592 -276719 -246111 -276719
Avg Bars in Trades 91 68 115 91 68 115
Avg Bars in Winners 223 168 263 223 168 263
Avg Bars in Losers 31 33 29 31 33 29
Bars Traded 10540 3956 6584 10540 3956 6584
Profit Streak 9.1871 39.3537 0 9.1871 39.3537 0
Trades During Streak 1 2 0 1 2 0
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 382821 -189164 -177590 173946 -318151 -173250

Evaluation Data

{
    "trading_pair": "FIL_USDT",
    "interval": "4h",
    "packets": 25000,
    "actual_packets": 10830,
    "evaluation_days": 1805,
    "actual_first_datapoint_time": 1602777600000,
    "first_datapoint_time": 1606003200000,
    "last_datapoint_time": 1758715200000,
    "evaluation_time": 1758846562125,
    "expiration_time": 1763393760000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}

Factors

{
    "first_band": {
        "type": "vwma",
        "factors": {
            "length": 18,
            "offset": 207
        }
    },
    "second_band": {
        "type": "ohlc4",
        "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": [
        [
            827668.0622543342,
            562998.2662306094,
            264669.7960237248,
            3536818.309097137,
            473624.8355446447,
            3063193.4735524915
        ],
        [
            827.668062,
            562.998266,
            264.669796,
            3536.818309,
            473.624836,
            3063.193474
        ],
        [
            0.458542,
            0.31191,
            0.146631,
            0.199295,
            0.096823,
            0.19155
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -59108,
            -88129,
            -35130,
            -1566610,
            -1131568,
            -593373
        ],
        [
            3.494506,
            4.191107,
            2.703491,
            1.636137,
            1.154849,
            2.224678
        ],
        [
            115,
            58,
            57,
            115,
            58,
            57
        ],
        [
            36,
            15,
            21,
            36,
            15,
            21
        ],
        [
            79,
            43,
            36,
            79,
            43,
            36
        ],
        [
            31.304348,
            25.862069,
            36.842105,
            31.304348,
            25.862069,
            36.842105
        ],
        [
            7.6685,
            12.014505,
            4.634556,
            3.590412,
            3.310569,
            3.813733
        ],
        [
            551458,
            551458,
            66608,
            1398648,
            918648,
            1398648
        ],
        [
            -18994,
            -18994,
            -17592,
            -276719,
            -246111,
            -276719
        ],
        [
            91,
            68,
            115,
            91,
            68,
            115
        ],
        [
            223,
            168,
            263,
            223,
            168,
            263
        ],
        [
            31,
            33,
            29,
            31,
            33,
            29
        ],
        [
            10540,
            3956,
            6584,
            10540,
            3956,
            6584
        ],
        [
            9.187062,
            39.353728,
            0,
            9.187062,
            39.353728,
            0
        ],
        [
            1,
            2,
            0,
            1,
            2,
            0
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            382821,
            -189164,
            -177590,
            173946,
            -318151,
            -173250
        ]
    ]
}
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": 1606003200000,
    "last_datapoint_time": 1758715200000,
    "evaluation_time": 1758846562125,
    "expiration_time": 1763393760000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "vwma",
        "factors": {
            "length": 18,
            "offset": 207
        }
    },
    "second_band": {
        "type": "ohlc4",
        "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)