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Trade: FIL/USDT/30/VWMA/RMA/4095

Strategy
FIL/USDT/30/VWMA/RMA/4095
Pair
FIL_USDT
Interval
30m
Score
436269
Daily Profit
0.183448
Profit Factor
1.981082
Profitability
71.794872
Streak
71.950783
Best Strategy
Training Data Length
520.830000
Evaluation Time
2025-10-06 16:19
Expiration Time
2025-12-20 15:00

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 149619.1937 54074.1067 95545.087 134212.3101 71036.6277 63175.6824
Total P&L (%) 149.6192 54.0741 95.5451 134.2123 71.0366 63.1757
Avg Daily Profit (%) 0.2873 0.1038 0.1834 0.1635 0.1031 0.0941
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -77561 -34613 -61350 -106481 -37148 -93061
Profit Factor 1.7286 1.5008 1.9811 1.516 1.6229 1.4325
Total Trades 79 40 39 79 40 39
Winning Trades 53 25 28 53 25 28
Losing Trades 26 15 11 26 15 11
Profitability (%) 67.0886 62.5 71.7949 67.0886 62.5 71.7949
Ratio Avg Win / Avg Loss 0.848 0.9005 0.7783 0.7437 0.9738 0.5628
Largest Winning Trade 25610 19127 25610 29439 29439 24707
Largest Losing Trade -61350 -34613 -61350 -93061 -24814 -93061
Avg Bars in Trades 310 341 278 310 341 278
Avg Bars in Winners 219 216 223 219 216 223
Avg Bars in Losers 493 549 418 493 549 418
Bars Traded 24491 13642 10849 24491 13642 10849
Profit Streak 58.055 58.055 71.9508 58.055 58.055 71.9508
Trades During Streak 6 3 3 6 3 3
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score -18918 -53315 436269 -20737 -52565 -64969
Evaluation Data
{
    "trading_pair": "FIL_USDT",
    "interval": "30m",
    "packets": 25000,
    "actual_packets": 25000,
    "evaluation_days": 520.83,
    "actual_first_datapoint_time": 1714757400000,
    "first_datapoint_time": 1715142600000,
    "last_datapoint_time": 1759755600000,
    "evaluation_time": 1759756747667,
    "expiration_time": 1766235600000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "vwma",
        "factors": {
            "length": 215,
            "offset": 0
        }
    },
    "second_band": {
        "type": "rma",
        "factors": {
            "length": 182,
            "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": [
        [
            149619.1936817079,
            54074.1067024974,
            95545.0869792106,
            134212.3100633824,
            71036.6276742294,
            63175.6823891531
        ],
        [
            149.619194,
            54.074107,
            95.545087,
            134.21231,
            71.036628,
            63.175682
        ],
        [
            0.287271,
            0.103823,
            0.183448,
            0.163538,
            0.103102,
            0.094059
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -77561,
            -34613,
            -61350,
            -106481,
            -37148,
            -93061
        ],
        [
            1.728579,
            1.500825,
            1.981082,
            1.515987,
            1.622929,
            1.432499
        ],
        [
            79,
            40,
            39,
            79,
            40,
            39
        ],
        [
            53,
            25,
            28,
            53,
            25,
            28
        ],
        [
            26,
            15,
            11,
            26,
            15,
            11
        ],
        [
            67.088608,
            62.5,
            71.794872,
            67.088608,
            62.5,
            71.794872
        ],
        [
            0.847982,
            0.900495,
            0.778282,
            0.743692,
            0.973757,
            0.562768
        ],
        [
            25610,
            19127,
            25610,
            29439,
            29439,
            24707
        ],
        [
            -61350,
            -34613,
            -61350,
            -93061,
            -24814,
            -93061
        ],
        [
            310,
            341,
            278,
            310,
            341,
            278
        ],
        [
            219,
            216,
            223,
            219,
            216,
            223
        ],
        [
            493,
            549,
            418,
            493,
            549,
            418
        ],
        [
            24491,
            13642,
            10849,
            24491,
            13642,
            10849
        ],
        [
            58.05495,
            58.05495,
            71.950783,
            58.05495,
            58.05495,
            71.950783
        ],
        [
            6,
            3,
            3,
            6,
            3,
            3
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            -18918,
            -53315,
            436269,
            -20737,
            -52565,
            -64969
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "FIL_USDT",
    "interval": "30m",
    "packets": 25000,
    "actual_packets": 25000,
    "evaluation_days": 520.83,
    "actual_first_datapoint_time": 1714757400000,
    "first_datapoint_time": 1715142600000,
    "last_datapoint_time": 1759755600000,
    "evaluation_time": 1759756747667,
    "expiration_time": 1766235600000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "vwma",
        "factors": {
            "length": 215,
            "offset": 0
        }
    },
    "second_band": {
        "type": "rma",
        "factors": {
            "length": 182,
            "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)