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Trade: FIL/USDT/480/DEMA/VWAP/1435

Strategy
FIL/USDT/480/DEMA/VWAP/1435
Pair
FIL_USDT
Interval
8h
Score
333674
Daily Profit
0.342446
Profit Factor
1.523694
Profitability
36.644592
Streak
0.000000
Best Strategy
Training Data Length
1807.330000
Evaluation Time
2025-09-27 02:46
Expiration Time
2025-11-19 23:16

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 618913.0352 317316.3122 301596.723 3548744.4379 1364613.768 2184130.6699
Total P&L (%) 618.913 317.3163 301.5967 3548.7444 1364.6138 2184.1307
Avg Daily Profit (%) 0.3424 0.1756 0.1669 0.1992 0.1486 0.1733
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -96347 -88476 -58221 -6457938 -4788894 -3704151
Profit Factor 1.5237 1.4919 1.562 1.0954 1.0714 1.1206
Total Trades 453 227 226 453 227 226
Winning Trades 166 77 89 166 77 89
Losing Trades 287 150 137 287 150 137
Profitability (%) 36.6446 33.9207 39.3805 36.6446 33.9207 39.3805
Ratio Avg Win / Avg Loss 2.6343 2.9062 2.4044 1.8938 2.0872 1.7249
Largest Winning Trade 98356 98356 41989 2866101 2866101 1927570
Largest Losing Trade -19344 -19344 -15710 -1091061 -717703 -1091061
Avg Bars in Trades 11 12 10 11 12 10
Avg Bars in Winners 20 23 18 20 23 18
Avg Bars in Losers 6 7 5 6 7 5
Bars Traded 5368 2902 2466 5368 2902 2466
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 333674 159728 248721 -109041 -140395 -82201
Evaluation Data
{
    "trading_pair": "FIL_USDT",
    "interval": "8h",
    "packets": 25000,
    "actual_packets": 5422,
    "evaluation_days": 1807.33,
    "actual_first_datapoint_time": 1602777600000,
    "first_datapoint_time": 1603641600000,
    "last_datapoint_time": 1758902400000,
    "evaluation_time": 1758930416869,
    "expiration_time": 1763587008000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "dema",
        "factors": {
            "length": 31,
            "offset": 0
        }
    },
    "second_band": {
        "type": "vwap",
        "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": [
        [
            618913.0351771902,
            317316.3121638303,
            301596.7230133601,
            3548744.437905535,
            1364613.7679834033,
            2184130.669922137
        ],
        [
            618.913035,
            317.316312,
            301.596723,
            3548.744438,
            1364.613768,
            2184.13067
        ],
        [
            0.342446,
            0.175572,
            0.166874,
            0.199219,
            0.148626,
            0.173254
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -96347,
            -88476,
            -58221,
            -6457938,
            -4788894,
            -3704151
        ],
        [
            1.523694,
            1.491865,
            1.561954,
            1.095356,
            1.071441,
            1.120573
        ],
        [
            453,
            227,
            226,
            453,
            227,
            226
        ],
        [
            166,
            77,
            89,
            166,
            77,
            89
        ],
        [
            287,
            150,
            137,
            287,
            150,
            137
        ],
        [
            36.644592,
            33.920705,
            39.380531,
            36.644592,
            33.920705,
            39.380531
        ],
        [
            2.634339,
            2.906231,
            2.404356,
            1.893778,
            2.087223,
            1.724927
        ],
        [
            98356,
            98356,
            41989,
            2866101,
            2866101,
            1927570
        ],
        [
            -19344,
            -19344,
            -15710,
            -1091061,
            -717703,
            -1091061
        ],
        [
            11,
            12,
            10,
            11,
            12,
            10
        ],
        [
            20,
            23,
            18,
            20,
            23,
            18
        ],
        [
            6,
            7,
            5,
            6,
            7,
            5
        ],
        [
            5368,
            2902,
            2466,
            5368,
            2902,
            2466
        ],
        [
            0,
            0,
            0,
            0,
            0,
            0
        ],
        [
            0,
            0,
            0,
            0,
            0,
            0
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            333674,
            159728,
            248721,
            -109041,
            -140395,
            -82201
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "FIL_USDT",
    "interval": "8h",
    "packets": 25000,
    "actual_packets": 5422,
    "evaluation_days": 1807.33,
    "actual_first_datapoint_time": 1602777600000,
    "first_datapoint_time": 1603641600000,
    "last_datapoint_time": 1758902400000,
    "evaluation_time": 1758930416869,
    "expiration_time": 1763587008000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "dema",
        "factors": {
            "length": 31,
            "offset": 0
        }
    },
    "second_band": {
        "type": "vwap",
        "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)