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Trade: FIL/USDT/480/SWMA/VWMA/5472

Strategy
FIL/USDT/480/SWMA/VWMA/5472
Pair
FIL_USDT
Interval
8h
Score
332397
Daily Profit
0.242952
Profit Factor
2.441718
Profitability
41.379310
Streak
0.000000
Best Strategy
Training Data Length
1814.000000
Evaluation Time
2025-10-03 12:18
Expiration Time
2025-11-26 20:04

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 541688.7914 440715.0124 100973.779 18300.4444 -614286.9689 632587.4133
Total P&L (%) 541.6888 440.715 100.9738 18.3004 -614.287 632.5874
Avg Daily Profit (%) 0.2986 0.243 0.0557 0.0093 0 0.1098
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -235389 -182395 -83307 -1576222 -1294064 -325306
Profit Factor 2.1551 2.4417 1.6185 1.0083 0.5923 1.9109
Total Trades 57 29 28 57 29 28
Winning Trades 27 12 15 27 12 15
Losing Trades 30 17 13 30 17 13
Profitability (%) 47.3684 41.3793 53.5714 47.3684 41.3793 53.5714
Ratio Avg Win / Avg Loss 2.3946 3.4591 1.4027 1.1203 0.8391 1.6561
Largest Winning Trade 502564 502564 63249 586276 502564 586276
Largest Losing Trade -41779 -41779 -41162 -619854 -619854 -325306
Avg Bars in Trades 89 108 69 89 108 69
Avg Bars in Winners 118 158 86 118 158 86
Avg Bars in Losers 62 73 48 62 73 48
Bars Traded 5080 3148 1932 5080 3148 1932
Profit Streak 0 0 327.0543 0 0 327.0543
Trades During Streak 0 0 7 0 0 7
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score -167542 332397 -135800 -580379 -584185 -61473
Evaluation Data
{
    "trading_pair": "FIL_USDT",
    "interval": "8h",
    "packets": 25000,
    "actual_packets": 5442,
    "evaluation_days": 1814,
    "actual_first_datapoint_time": 1602777600000,
    "first_datapoint_time": 1608710400000,
    "last_datapoint_time": 1759478400000,
    "evaluation_time": 1759483087522,
    "expiration_time": 1764180288000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "swma",
        "factors": {
            "length": 207,
            "offset": 0
        }
    },
    "second_band": {
        "type": "vwma",
        "factors": {
            "length": 192,
            "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": [
        [
            541688.791406947,
            440715.0124427048,
            100973.7789642422,
            18300.4444183186,
            -614286.9688613929,
            632587.4132797116
        ],
        [
            541.688791,
            440.715012,
            100.973779,
            18.300444,
            -614.286969,
            632.587413
        ],
        [
            0.298616,
            0.242952,
            0.055664,
            0.009265,
            0,
            0.10984
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -235389,
            -182395,
            -83307,
            -1576222,
            -1294064,
            -325306
        ],
        [
            2.155137,
            2.441718,
            1.618515,
            1.008314,
            0.592313,
            1.910884
        ],
        [
            57,
            29,
            28,
            57,
            29,
            28
        ],
        [
            27,
            12,
            15,
            27,
            12,
            15
        ],
        [
            30,
            17,
            13,
            30,
            17,
            13
        ],
        [
            47.368421,
            41.37931,
            53.571429,
            47.368421,
            41.37931,
            53.571429
        ],
        [
            2.394596,
            3.459101,
            1.402713,
            1.120349,
            0.83911,
            1.656099
        ],
        [
            502564,
            502564,
            63249,
            586276,
            502564,
            586276
        ],
        [
            -41779,
            -41779,
            -41162,
            -619854,
            -619854,
            -325306
        ],
        [
            89,
            108,
            69,
            89,
            108,
            69
        ],
        [
            118,
            158,
            86,
            118,
            158,
            86
        ],
        [
            62,
            73,
            48,
            62,
            73,
            48
        ],
        [
            5080,
            3148,
            1932,
            5080,
            3148,
            1932
        ],
        [
            0,
            0,
            327.054254,
            0,
            0,
            327.054254
        ],
        [
            0,
            0,
            7,
            0,
            0,
            7
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            -167542,
            332397,
            -135800,
            -580379,
            -584185,
            -61473
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "FIL_USDT",
    "interval": "8h",
    "packets": 25000,
    "actual_packets": 5442,
    "evaluation_days": 1814,
    "actual_first_datapoint_time": 1602777600000,
    "first_datapoint_time": 1608710400000,
    "last_datapoint_time": 1759478400000,
    "evaluation_time": 1759483087522,
    "expiration_time": 1764180288000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "swma",
        "factors": {
            "length": 207,
            "offset": 0
        }
    },
    "second_band": {
        "type": "vwma",
        "factors": {
            "length": 192,
            "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)