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Trade: FIL/USDT/360/VWMA/LINREG/8349

Strategy
FIL/USDT/360/VWMA/LINREG/8349
Pair
FIL_USDT
Interval
6h
Score
303181
Daily Profit
0.251245
Profit Factor
1.309611
Profitability
39.175258
Streak
0.000000
Best Strategy
Training Data Length
1818.000000
Evaluation Time
2025-10-07 15:07
Expiration Time
2025-11-30 20:57

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 456763.9424 236521.8421 220242.1003 739300.1695 130756.3976 608543.7719
Total P&L (%) 456.7639 236.5218 220.2421 739.3002 130.7564 608.5438
Avg Daily Profit (%) 0.2512 0.1301 0.1211 0.1171 0.046 0.1078
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -87316 -114104 -81114 -660807 -559806 -345202
Profit Factor 1.3096 1.3348 1.2865 1.1205 1.0445 1.1905
Total Trades 582 291 291 582 291 291
Winning Trades 228 110 118 228 110 118
Losing Trades 354 181 173 354 181 173
Profitability (%) 39.1753 37.8007 40.5498 39.1753 37.8007 40.5498
Ratio Avg Win / Avg Loss 2.0333 2.1964 1.8861 1.7397 1.7186 1.7453
Largest Winning Trade 93271 93271 40867 214272 214272 204731
Largest Losing Trade -33496 -15358 -33496 -117442 -96212 -117442
Avg Bars in Trades 12 11 13 12 11 13
Avg Bars in Winners 18 18 19 18 18 19
Avg Bars in Losers 8 7 9 8 7 9
Bars Traded 7230 3369 3861 7230 3369 3861
Profit Streak 0 17.7549 0 0 17.7549 0
Trades During Streak 0 1 0 0 1 0
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 303181 -20865 -32598 -124051 -304912 -61042
Evaluation Data
{
    "trading_pair": "FIL_USDT",
    "interval": "6h",
    "packets": 25000,
    "actual_packets": 7272,
    "evaluation_days": 1818,
    "actual_first_datapoint_time": 1602763200000,
    "first_datapoint_time": 1603065600000,
    "last_datapoint_time": 1759816800000,
    "evaluation_time": 1759838820760,
    "expiration_time": 1764529056000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "vwma",
        "factors": {
            "length": 12,
            "offset": 0
        }
    },
    "second_band": {
        "type": "linreg",
        "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": [
        [
            456763.9424343309,
            236521.8421152807,
            220242.1003190501,
            739300.1694694321,
            130756.3975844263,
            608543.7718850068
        ],
        [
            456.763942,
            236.521842,
            220.2421,
            739.300169,
            130.756398,
            608.543772
        ],
        [
            0.251245,
            0.1301,
            0.121145,
            0.117087,
            0.046006,
            0.107761
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -87316,
            -114104,
            -81114,
            -660807,
            -559806,
            -345202
        ],
        [
            1.309611,
            1.334816,
            1.286453,
            1.120481,
            1.044457,
            1.190466
        ],
        [
            582,
            291,
            291,
            582,
            291,
            291
        ],
        [
            228,
            110,
            118,
            228,
            110,
            118
        ],
        [
            354,
            181,
            173,
            354,
            181,
            173
        ],
        [
            39.175258,
            37.800687,
            40.549828,
            39.175258,
            37.800687,
            40.549828
        ],
        [
            2.033344,
            2.196379,
            1.886071,
            1.739694,
            1.718606,
            1.745344
        ],
        [
            93271,
            93271,
            40867,
            214272,
            214272,
            204731
        ],
        [
            -33496,
            -15358,
            -33496,
            -117442,
            -96212,
            -117442
        ],
        [
            12,
            11,
            13,
            12,
            11,
            13
        ],
        [
            18,
            18,
            19,
            18,
            18,
            19
        ],
        [
            8,
            7,
            9,
            8,
            7,
            9
        ],
        [
            7230,
            3369,
            3861,
            7230,
            3369,
            3861
        ],
        [
            0,
            17.75487,
            0,
            0,
            17.75487,
            0
        ],
        [
            0,
            1,
            0,
            0,
            1,
            0
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            303181,
            -20865,
            -32598,
            -124051,
            -304912,
            -61042
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "FIL_USDT",
    "interval": "6h",
    "packets": 25000,
    "actual_packets": 7272,
    "evaluation_days": 1818,
    "actual_first_datapoint_time": 1602763200000,
    "first_datapoint_time": 1603065600000,
    "last_datapoint_time": 1759816800000,
    "evaluation_time": 1759838820760,
    "expiration_time": 1764529056000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "vwma",
        "factors": {
            "length": 12,
            "offset": 0
        }
    },
    "second_band": {
        "type": "linreg",
        "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)