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Trade: FIL/USDT/480/HILO/VWAP/2996

Strategy
FIL/USDT/480/HILO/VWAP/2996
Pair
FIL_USDT
Interval
8h
Score
334534
Daily Profit
0.438422
Profit Factor
1.848608
Profitability
33.841463
Streak
0.000000
Best Strategy
Training Data Length
1817.330000
Evaluation Time
2025-10-07 01:55
Expiration Time
2025-11-30 06:28

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 796757.152 480872.5995 315884.5524 4990163.7918 -2553909.9294 7544073.7212
Total P&L (%) 796.7572 480.8726 315.8846 4990.1638 -2553.9099 7544.0737
Avg Daily Profit (%) 0.4384 0.2646 0.1738 0.2165 0 0.2389
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -112579 -95062 -44177 -11844615 -11250531 -4321248
Profit Factor 1.8486 1.8903 1.7921 1.1177 0.8936 1.4106
Total Trades 328 164 164 328 164 164
Winning Trades 111 44 67 111 44 67
Losing Trades 217 120 97 217 120 97
Profitability (%) 33.8415 26.8293 40.8537 33.8415 26.8293 40.8537
Ratio Avg Win / Avg Loss 3.6139 5.1555 2.5945 2.1851 2.4372 2.0422
Largest Winning Trade 338922 338922 51504 5371167 5371167 3088068
Largest Losing Trade -16911 -16252 -16911 -1698234 -1678648 -1698234
Avg Bars in Trades 16 16 16 16 16 16
Avg Bars in Winners 30 37 26 30 37 26
Avg Bars in Losers 9 8 9 9 8 9
Bars Traded 5407 2744 2663 5407 2744 2663
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 334534 -9409 281549 -86016 -599171 261564
Evaluation Data
{
    "trading_pair": "FIL_USDT",
    "interval": "8h",
    "packets": 25000,
    "actual_packets": 5452,
    "evaluation_days": 1817.33,
    "actual_first_datapoint_time": 1602777600000,
    "first_datapoint_time": 1603382400000,
    "last_datapoint_time": 1759766400000,
    "evaluation_time": 1759791347320,
    "expiration_time": 1764476928000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "hilo",
        "factors": {
            "length": 0,
            "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": [
        [
            796757.1519564376,
            480872.5995071146,
            315884.5524493229,
            4990163.791791329,
            -2553909.929381523,
            7544073.721172841
        ],
        [
            796.757152,
            480.8726,
            315.884552,
            4990.163792,
            -2553.909929,
            7544.073721
        ],
        [
            0.438422,
            0.264604,
            0.173818,
            0.21648,
            0,
            0.238905
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -112579,
            -95062,
            -44177,
            -11844615,
            -11250531,
            -4321248
        ],
        [
            1.848608,
            1.890334,
            1.792098,
            1.117738,
            0.893635,
            1.410613
        ],
        [
            328,
            164,
            164,
            328,
            164,
            164
        ],
        [
            111,
            44,
            67,
            111,
            44,
            67
        ],
        [
            217,
            120,
            97,
            217,
            120,
            97
        ],
        [
            33.841463,
            26.829268,
            40.853659,
            33.841463,
            26.829268,
            40.853659
        ],
        [
            3.613946,
            5.155455,
            2.594531,
            2.185128,
            2.437187,
            2.042231
        ],
        [
            338922,
            338922,
            51504,
            5371167,
            5371167,
            3088068
        ],
        [
            -16911,
            -16252,
            -16911,
            -1698234,
            -1678648,
            -1698234
        ],
        [
            16,
            16,
            16,
            16,
            16,
            16
        ],
        [
            30,
            37,
            26,
            30,
            37,
            26
        ],
        [
            9,
            8,
            9,
            9,
            8,
            9
        ],
        [
            5407,
            2744,
            2663,
            5407,
            2744,
            2663
        ],
        [
            0,
            0,
            0,
            0,
            0,
            0
        ],
        [
            0,
            0,
            0,
            0,
            0,
            0
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            334534,
            -9409,
            281549,
            -86016,
            -599171,
            261564
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "FIL_USDT",
    "interval": "8h",
    "packets": 25000,
    "actual_packets": 5452,
    "evaluation_days": 1817.33,
    "actual_first_datapoint_time": 1602777600000,
    "first_datapoint_time": 1603382400000,
    "last_datapoint_time": 1759766400000,
    "evaluation_time": 1759791347320,
    "expiration_time": 1764476928000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "hilo",
        "factors": {
            "length": 0,
            "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)