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Trade: FIL/USDT/15/VWMA/DCL/9082

Strategy
FIL/USDT/15/VWMA/DCL/9082
Pair
FIL_USDT
Interval
15m
Score
439540
Daily Profit
0.247059
Profit Factor
2.185100
Profitability
67.647059
Streak
10.951032
Best Strategy
Training Data Length
260.420000
Evaluation Time
2025-09-27 01:04
Expiration Time
2025-12-08 17:15

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 65675.3579 1336.1434 64339.2145 71196.4406 -9488.5669 80685.0075
Total P&L (%) 65.6754 1.3361 64.3392 71.1964 -9.4886 80.685
Avg Daily Profit (%) 0.2522 0.0051 0.2471 0.2067 -0.0383 0.2274
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -24860 -20987 -20704 -41815 -35347 -34277
Profit Factor 1.6005 1.0243 2.1851 1.3966 0.8934 1.8914
Total Trades 69 35 34 69 35 34
Winning Trades 46 23 23 46 23 23
Losing Trades 23 12 11 23 12 11
Profitability (%) 66.6667 65.7143 67.6471 66.6667 65.7143 67.6471
Ratio Avg Win / Avg Loss 0.8003 0.5344 1.045 0.6983 0.4661 0.9046
Largest Winning Trade 12620 8990 12620 20100 14330 20100
Largest Losing Trade -17610 -17610 -15401 -27518 -26261 -27518
Avg Bars in Trades 352 134 578 352 134 578
Avg Bars in Winners 273 113 433 273 113 433
Avg Bars in Losers 511 172 880 511 172 880
Bars Traded 24347 4693 19654 24347 4693 19654
Profit Streak 0 0 10.951 0 0 10.951
Trades During Streak 0 0 1 0 0 1
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score -97204 -546615 439540 -98549 -580146 366679

Evaluation Data

{
    "trading_pair": "FIL_USDT",
    "interval": "15m",
    "packets": 25000,
    "actual_packets": 25000,
    "evaluation_days": 260.42,
    "actual_first_datapoint_time": 1736227800000,
    "first_datapoint_time": 1736611200000,
    "last_datapoint_time": 1758726900000,
    "evaluation_time": 1758924269173,
    "expiration_time": 1765206900000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}

Factors

{
    "first_band": {
        "type": "vwma",
        "factors": {
            "length": 141,
            "offset": 0
        }
    },
    "second_band": {
        "type": "dcl",
        "factors": {
            "length": 229,
            "offset": 198
        }
    }
}
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": [
        [
            65675.3579095553,
            1336.1434499093,
            64339.2144596459,
            71196.4405858238,
            -9488.5668668491,
            80685.0074526728
        ],
        [
            65.675358,
            1.336143,
            64.339214,
            71.196441,
            -9.488567,
            80.685007
        ],
        [
            0.25219,
            0.005131,
            0.247059,
            0.206665,
            -0.038275,
            0.227424
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -24860,
            -20987,
            -20704,
            -41815,
            -35347,
            -34277
        ],
        [
            1.600543,
            1.024263,
            2.1851,
            1.396552,
            0.893412,
            1.891377
        ],
        [
            69,
            35,
            34,
            69,
            35,
            34
        ],
        [
            46,
            23,
            23,
            46,
            23,
            23
        ],
        [
            23,
            12,
            11,
            23,
            12,
            11
        ],
        [
            66.666667,
            65.714286,
            67.647059,
            66.666667,
            65.714286,
            67.647059
        ],
        [
            0.800272,
            0.534398,
            1.045048,
            0.698276,
            0.466128,
            0.904572
        ],
        [
            12620,
            8990,
            12620,
            20100,
            14330,
            20100
        ],
        [
            -17610,
            -17610,
            -15401,
            -27518,
            -26261,
            -27518
        ],
        [
            352,
            134,
            578,
            352,
            134,
            578
        ],
        [
            273,
            113,
            433,
            273,
            113,
            433
        ],
        [
            511,
            172,
            880,
            511,
            172,
            880
        ],
        [
            24347,
            4693,
            19654,
            24347,
            4693,
            19654
        ],
        [
            0,
            0,
            10.951032,
            0,
            0,
            10.951032
        ],
        [
            0,
            0,
            1,
            0,
            0,
            1
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            -97204,
            -546615,
            439540,
            -98549,
            -580146,
            366679
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "FIL_USDT",
    "interval": "15m",
    "packets": 25000,
    "actual_packets": 25000,
    "evaluation_days": 260.42,
    "actual_first_datapoint_time": 1736227800000,
    "first_datapoint_time": 1736611200000,
    "last_datapoint_time": 1758726900000,
    "evaluation_time": 1758924269173,
    "expiration_time": 1765206900000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "vwma",
        "factors": {
            "length": 141,
            "offset": 0
        }
    },
    "second_band": {
        "type": "dcl",
        "factors": {
            "length": 229,
            "offset": 198
        }
    }
}

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)