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Trade: FIL/USDT/720/VWMA/FWMA/3958

Strategy
FIL/USDT/720/VWMA/FWMA/3958
Pair
FIL_USDT
Interval
12h
Score
505117
Daily Profit
0.154653
Profit Factor
3.279019
Profitability
50.000000
Streak
48.227226
Best Strategy
Training Data Length
1811.000000
Evaluation Time
2025-09-30 08:27
Expiration Time
2025-11-23 09:55

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 878710.9916 598634.6219 280076.3697 5221679.4463 -419238.8356 5640918.2819
Total P&L (%) 878.711 598.6346 280.0764 5221.6794 -419.2388 5640.9183
Avg Daily Profit (%) 0.4852 0.3306 0.1547 0.2197 0 0.2239
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -72713 -64989 -43998 -6006768 -6536845 -4057896
Profit Factor 3.9002 4.3241 3.279 1.2507 0.9649 1.6347
Total Trades 65 33 32 65 33 32
Winning Trades 24 8 16 24 8 16
Losing Trades 41 25 16 41 25 16
Profitability (%) 36.9231 24.2424 50 36.9231 24.2424 50
Ratio Avg Win / Avg Loss 6.6628 13.5128 3.279 2.1366 3.0153 1.6347
Largest Winning Trade 554190 554190 72621 2507437 2390450 2507437
Largest Losing Trade -18314 -18314 -13959 -1355076 -1231447 -1355076
Avg Bars in Trades 53 34 74 53 34 74
Avg Bars in Winners 116 92 128 116 92 128
Avg Bars in Losers 17 16 19 17 16 19
Bars Traded 3507 1138 2369 3507 1138 2369
Profit Streak 0 0 48.2272 0 0 48.2272
Trades During Streak 0 0 1 0 0 1
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score -123899 -16725 505117 -132263 -611178 427181
Evaluation Data
{
    "trading_pair": "FIL_USDT",
    "interval": "12h",
    "packets": 25000,
    "actual_packets": 3622,
    "evaluation_days": 1811,
    "actual_first_datapoint_time": 1602763200000,
    "first_datapoint_time": 1606780800000,
    "last_datapoint_time": 1759190400000,
    "evaluation_time": 1759210032341,
    "expiration_time": 1763884512000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "vwma",
        "factors": {
            "length": 94,
            "offset": 0
        }
    },
    "second_band": {
        "type": "fwma",
        "factors": {
            "length": 24,
            "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": [
        [
            878710.9916007614,
            598634.6219068674,
            280076.3696938941,
            5221679.446326257,
            -419238.8356195879,
            5640918.2819458395
        ],
        [
            878.710992,
            598.634622,
            280.07637,
            5221.679446,
            -419.238836,
            5640.918282
        ],
        [
            0.485208,
            0.330555,
            0.154653,
            0.219698,
            0,
            0.223895
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -72713,
            -64989,
            -43998,
            -6006768,
            -6536845,
            -4057896
        ],
        [
            3.900196,
            4.324088,
            3.279019,
            1.25069,
            0.964891,
            1.634651
        ],
        [
            65,
            33,
            32,
            65,
            33,
            32
        ],
        [
            24,
            8,
            16,
            24,
            8,
            16
        ],
        [
            41,
            25,
            16,
            41,
            25,
            16
        ],
        [
            36.923077,
            24.242424,
            50,
            36.923077,
            24.242424,
            50
        ],
        [
            6.662835,
            13.512774,
            3.279019,
            2.136596,
            3.015283,
            1.634651
        ],
        [
            554190,
            554190,
            72621,
            2507437,
            2390450,
            2507437
        ],
        [
            -18314,
            -18314,
            -13959,
            -1355076,
            -1231447,
            -1355076
        ],
        [
            53,
            34,
            74,
            53,
            34,
            74
        ],
        [
            116,
            92,
            128,
            116,
            92,
            128
        ],
        [
            17,
            16,
            19,
            17,
            16,
            19
        ],
        [
            3507,
            1138,
            2369,
            3507,
            1138,
            2369
        ],
        [
            0,
            0,
            48.227226,
            0,
            0,
            48.227226
        ],
        [
            0,
            0,
            1,
            0,
            0,
            1
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            -123899,
            -16725,
            505117,
            -132263,
            -611178,
            427181
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "FIL_USDT",
    "interval": "12h",
    "packets": 25000,
    "actual_packets": 3622,
    "evaluation_days": 1811,
    "actual_first_datapoint_time": 1602763200000,
    "first_datapoint_time": 1606780800000,
    "last_datapoint_time": 1759190400000,
    "evaluation_time": 1759210032341,
    "expiration_time": 1763884512000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "vwma",
        "factors": {
            "length": 94,
            "offset": 0
        }
    },
    "second_band": {
        "type": "fwma",
        "factors": {
            "length": 24,
            "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)