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Trade: FIL/USDT/120/HL2/VWMA/3666

Strategy
FIL/USDT/120/HL2/VWMA/3666
Pair
FIL_USDT
Interval
2h
Score
344334
Daily Profit
0.184422
Profit Factor
1.217102
Profitability
43.986254
Streak
3.040368
Best Strategy
Training Data Length
1823.080000
Evaluation Time
2025-10-13 07:58
Expiration Time
2025-12-17 21:08

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 336215.9428 179787.5958 156428.347 102153.3926 -177729.5399 279882.9325
Total P&L (%) 336.2159 179.7876 156.4283 102.1534 -177.7295 279.8829
Avg Daily Profit (%) 0.1844 0.0986 0.0858 0.0386 0 0.0732
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -145836 -117671 -87505 -1276355 -879826 -858923
Profit Factor 1.2171 1.2269 1.2069 1.01 0.9662 1.0566
Total Trades 873 437 436 873 437 436
Winning Trades 384 175 209 384 175 209
Losing Trades 489 262 227 489 262 227
Profitability (%) 43.9863 40.0458 47.9358 43.9863 40.0458 47.9358
Ratio Avg Win / Avg Loss 1.5499 1.8368 1.3108 1.2862 1.4465 1.1476
Largest Winning Trade 110981 110981 50513 463036 463036 273436
Largest Losing Trade -26954 -22481 -26954 -214825 -211730 -214825
Avg Bars in Trades 24 24 25 24 24 25
Avg Bars in Winners 30 30 29 30 30 29
Avg Bars in Losers 20 20 20 20 20 20
Bars Traded 21694 10738 10956 21694 10738 10956
Profit Streak 3.0404 3.6237 0 3.0404 3.6237 0
Trades During Streak 1 1 0 1 1 0
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 344334 -63000 -77687 -349444 -581543 -252249
Evaluation Data
{
    "trading_pair": "FIL_USDT",
    "interval": "2h",
    "packets": 25000,
    "actual_packets": 21877,
    "evaluation_days": 1823.08,
    "actual_first_datapoint_time": 1602777600000,
    "first_datapoint_time": 1603375200000,
    "last_datapoint_time": 1760328000000,
    "evaluation_time": 1760331487789,
    "expiration_time": 1765998518400,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "hl2",
        "factors": {
            "length": 0,
            "offset": 83
        }
    },
    "second_band": {
        "type": "vwma",
        "factors": {
            "length": 65,
            "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": [
        [
            336215.9428395599,
            179787.5958479721,
            156428.3469915885,
            102153.3925739609,
            -177729.5398969582,
            279882.9324709183
        ],
        [
            336.215943,
            179.787596,
            156.428347,
            102.153393,
            -177.72954,
            279.882932
        ],
        [
            0.184422,
            0.098618,
            0.085804,
            0.038616,
            0,
            0.073238
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -145836,
            -117671,
            -87505,
            -1276355,
            -879826,
            -858923
        ],
        [
            1.217102,
            1.226861,
            1.206874,
            1.010011,
            0.966192,
            1.056577
        ],
        [
            873,
            437,
            436,
            873,
            437,
            436
        ],
        [
            384,
            175,
            209,
            384,
            175,
            209
        ],
        [
            489,
            262,
            227,
            489,
            262,
            227
        ],
        [
            43.986254,
            40.045767,
            47.93578,
            43.986254,
            40.045767,
            47.93578
        ],
        [
            1.549903,
            1.836786,
            1.310815,
            1.286186,
            1.446528,
            1.147574
        ],
        [
            110981,
            110981,
            50513,
            463036,
            463036,
            273436
        ],
        [
            -26954,
            -22481,
            -26954,
            -214825,
            -211730,
            -214825
        ],
        [
            24,
            24,
            25,
            24,
            24,
            25
        ],
        [
            30,
            30,
            29,
            30,
            30,
            29
        ],
        [
            20,
            20,
            20,
            20,
            20,
            20
        ],
        [
            21694,
            10738,
            10956,
            21694,
            10738,
            10956
        ],
        [
            3.040368,
            3.623701,
            0,
            3.040368,
            3.623701,
            0
        ],
        [
            1,
            1,
            0,
            1,
            1,
            0
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            344334,
            -63000,
            -77687,
            -349444,
            -581543,
            -252249
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "FIL_USDT",
    "interval": "2h",
    "packets": 25000,
    "actual_packets": 21877,
    "evaluation_days": 1823.08,
    "actual_first_datapoint_time": 1602777600000,
    "first_datapoint_time": 1603375200000,
    "last_datapoint_time": 1760328000000,
    "evaluation_time": 1760331487789,
    "expiration_time": 1765998518400,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "hl2",
        "factors": {
            "length": 0,
            "offset": 83
        }
    },
    "second_band": {
        "type": "vwma",
        "factors": {
            "length": 65,
            "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)