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Trade: FIL/USDT/30/VWMA/KCB/9735

Strategy
FIL/USDT/30/VWMA/KCB/9735
Pair
FIL_USDT
Interval
30m
Score
381780
Daily Profit
0.443913
Profit Factor
1.492793
Profitability
44.268775
Streak
0.000000
Best Strategy
Training Data Length
520.830000
Evaluation Time
2025-09-27 19:43
Expiration Time
2025-12-08 17:00

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 231203.4366 95830.4954 135372.9411 482616.3702 150215.1962 332401.1741
Total P&L (%) 231.2034 95.8305 135.3729 482.6164 150.2152 332.4012
Avg Daily Profit (%) 0.4439 0.184 0.2599 0.3389 0.1762 0.2815
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -61678 -41335 -41341 -464181 -188372 -330698
Profit Factor 1.4928 1.4195 1.5624 1.258 1.1755 1.3277
Total Trades 253 127 126 253 127 126
Winning Trades 112 52 60 112 52 60
Losing Trades 141 75 66 141 75 66
Profitability (%) 44.2688 40.9449 47.619 44.2688 40.9449 47.619
Ratio Avg Win / Avg Loss 1.8793 2.0473 1.7186 1.5838 1.6954 1.4605
Largest Winning Trade 36340 36340 28256 93593 93593 83464
Largest Losing Trade -17711 -17711 -9953 -95660 -70289 -95660
Avg Bars in Trades 97 106 88 97 106 88
Avg Bars in Winners 134 153 118 134 153 118
Avg Bars in Losers 67 74 60 67 74 60
Bars Traded 24602 13512 11090 24602 13512 11090
Profit Streak 0 0 9.7593 0 0 9.7593
Trades During Streak 0 0 1 0 0 1
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 381780 183668 355744 297837 -23265 270757
Evaluation Data
{
    "trading_pair": "FIL_USDT",
    "interval": "30m",
    "packets": 25000,
    "actual_packets": 25000,
    "evaluation_days": 520.83,
    "actual_first_datapoint_time": 1713727800000,
    "first_datapoint_time": 1713992400000,
    "last_datapoint_time": 1758726000000,
    "evaluation_time": 1758991403566,
    "expiration_time": 1765206000000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "vwma",
        "factors": {
            "length": 148,
            "offset": 0
        }
    },
    "second_band": {
        "type": "kcb",
        "factors": {
            "length": 91,
            "offset": 0,
            "scalar": 5
        }
    }
}
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": [
        [
            231203.4365782163,
            95830.495444017,
            135372.9411341994,
            482616.3702240054,
            150215.1961621759,
            332401.1740618299
        ],
        [
            231.203437,
            95.830495,
            135.372941,
            482.61637,
            150.215196,
            332.401174
        ],
        [
            0.443913,
            0.183996,
            0.259918,
            0.338948,
            0.176249,
            0.281521
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -61678,
            -41335,
            -41341,
            -464181,
            -188372,
            -330698
        ],
        [
            1.492793,
            1.41946,
            1.562394,
            1.258038,
            1.175491,
            1.327696
        ],
        [
            253,
            127,
            126,
            253,
            127,
            126
        ],
        [
            112,
            52,
            60,
            112,
            52,
            60
        ],
        [
            141,
            75,
            66,
            141,
            75,
            66
        ],
        [
            44.268775,
            40.944882,
            47.619048,
            44.268775,
            40.944882,
            47.619048
        ],
        [
            1.879319,
            2.047298,
            1.718634,
            1.58378,
            1.69542,
            1.460466
        ],
        [
            36340,
            36340,
            28256,
            93593,
            93593,
            83464
        ],
        [
            -17711,
            -17711,
            -9953,
            -95660,
            -70289,
            -95660
        ],
        [
            97,
            106,
            88,
            97,
            106,
            88
        ],
        [
            134,
            153,
            118,
            134,
            153,
            118
        ],
        [
            67,
            74,
            60,
            67,
            74,
            60
        ],
        [
            24602,
            13512,
            11090,
            24602,
            13512,
            11090
        ],
        [
            0,
            0,
            9.7593,
            0,
            0,
            9.759301
        ],
        [
            0,
            0,
            1,
            0,
            0,
            1
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            381780,
            183668,
            355744,
            297837,
            -23265,
            270757
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "FIL_USDT",
    "interval": "30m",
    "packets": 25000,
    "actual_packets": 25000,
    "evaluation_days": 520.83,
    "actual_first_datapoint_time": 1713727800000,
    "first_datapoint_time": 1713992400000,
    "last_datapoint_time": 1758726000000,
    "evaluation_time": 1758991403566,
    "expiration_time": 1765206000000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "vwma",
        "factors": {
            "length": 148,
            "offset": 0
        }
    },
    "second_band": {
        "type": "kcb",
        "factors": {
            "length": 91,
            "offset": 0,
            "scalar": 5
        }
    }
}

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)