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Trade: FIL/USDT/15/VWMA/HMA/5769

Strategy
FIL/USDT/15/VWMA/HMA/5769
Pair
FIL_USDT
Interval
15m
Score
319124
Daily Profit
0.241723
Profit Factor
1.552137
Profitability
61.224490
Streak
22.919097
Best Strategy
Training Data Length
260.420000
Evaluation Time
2025-10-04 05:48
Expiration Time
2025-12-18 04:30

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 61758.7828 -1190.6174 62949.4002 44585.6425 -17942.8563 62528.4989
Total P&L (%) 61.7588 -1.1906 62.9494 44.5856 -17.9429 62.5285
Avg Daily Profit (%) 0.2372 -0.0046 0.2417 0.1417 -0.0759 0.1867
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -49218 -39057 -28112 -73670 -44148 -39692
Profit Factor 1.2119 0.9933 1.5521 1.1232 0.9196 1.4505
Total Trades 196 98 98 196 98 98
Winning Trades 123 63 60 123 63 60
Losing Trades 73 35 38 73 35 38
Profitability (%) 62.7551 64.2857 61.2245 62.7551 64.2857 61.2245
Ratio Avg Win / Avg Loss 0.7193 0.5518 0.983 0.6666 0.5109 0.9187
Largest Winning Trade 14352 14352 14225 18618 18618 17281
Largest Losing Trade -30347 -30347 -14531 -34953 -34953 -21655
Avg Bars in Trades 123 125 121 123 125 121
Avg Bars in Winners 89 77 101 89 77 101
Avg Bars in Losers 181 212 154 181 212 154
Bars Traded 24241 12318 11923 24241 12318 11923
Profit Streak 6.6691 6.6691 22.9191 6.6691 6.6691 22.9191
Trades During Streak 6 3 7 6 3 7
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 297352 -579039 319124 -89451 -579039 278819
Evaluation Data
{
    "trading_pair": "FIL_USDT",
    "interval": "15m",
    "packets": 25000,
    "actual_packets": 25000,
    "evaluation_days": 260.42,
    "actual_first_datapoint_time": 1737045900000,
    "first_datapoint_time": 1737266400000,
    "last_datapoint_time": 1759545000000,
    "evaluation_time": 1759546109958,
    "expiration_time": 1766025000000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "vwma",
        "factors": {
            "length": 64,
            "offset": 0
        }
    },
    "second_band": {
        "type": "hma",
        "factors": {
            "length": 73,
            "offset": 166
        }
    }
}
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": [
        [
            61758.7827507021,
            -1190.617400605,
            62949.4001513071,
            44585.6425384686,
            -17942.8563333815,
            62528.4988718499
        ],
        [
            61.758783,
            -1.190617,
            62.9494,
            44.585643,
            -17.942856,
            62.528499
        ],
        [
            0.237151,
            -0.004572,
            0.241723,
            0.14168,
            -0.075908,
            0.186674
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -49218,
            -39057,
            -28112,
            -73670,
            -44148,
            -39692
        ],
        [
            1.211925,
            0.993289,
            1.552137,
            1.12315,
            0.919629,
            1.45052
        ],
        [
            196,
            98,
            98,
            196,
            98,
            98
        ],
        [
            123,
            63,
            60,
            123,
            63,
            60
        ],
        [
            73,
            35,
            38,
            73,
            35,
            38
        ],
        [
            62.755102,
            64.285714,
            61.22449,
            62.755102,
            64.285714,
            61.22449
        ],
        [
            0.719273,
            0.551827,
            0.98302,
            0.666585,
            0.510905,
            0.918663
        ],
        [
            14352,
            14352,
            14225,
            18618,
            18618,
            17281
        ],
        [
            -30347,
            -30347,
            -14531,
            -34953,
            -34953,
            -21655
        ],
        [
            123,
            125,
            121,
            123,
            125,
            121
        ],
        [
            89,
            77,
            101,
            89,
            77,
            101
        ],
        [
            181,
            212,
            154,
            181,
            212,
            154
        ],
        [
            24241,
            12318,
            11923,
            24241,
            12318,
            11923
        ],
        [
            6.669097,
            6.669097,
            22.919097,
            6.669097,
            6.669097,
            22.919097
        ],
        [
            6,
            3,
            7,
            6,
            3,
            7
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            297352,
            -579039,
            319124,
            -89451,
            -579039,
            278819
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "FIL_USDT",
    "interval": "15m",
    "packets": 25000,
    "actual_packets": 25000,
    "evaluation_days": 260.42,
    "actual_first_datapoint_time": 1737045900000,
    "first_datapoint_time": 1737266400000,
    "last_datapoint_time": 1759545000000,
    "evaluation_time": 1759546109958,
    "expiration_time": 1766025000000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "vwma",
        "factors": {
            "length": 64,
            "offset": 0
        }
    },
    "second_band": {
        "type": "hma",
        "factors": {
            "length": 73,
            "offset": 166
        }
    }
}

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)