← Back to list  ·  Browse strategies →  ·  Learning hub →

Trade: FIL/USDT/15/VWMA/RMA/7259

Strategy
FIL/USDT/15/VWMA/RMA/7259
Pair
FIL_USDT
Interval
15m
Score
329128
Daily Profit
0.357867
Profit Factor
1.498062
Profitability
62.307692
Streak
0.000000
Best Strategy
Training Data Length
260.420000
Evaluation Time
2025-10-09 01:52
Expiration Time
2025-12-23 00:45

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 93195.7932 17235.5008 75960.2924 110037.0351 26799.0182 83238.0169
Total P&L (%) 93.1958 17.2355 75.9603 110.037 26.799 83.238
Avg Daily Profit (%) 0.3579 0.0662 0.2917 0.2854 0.0912 0.2328
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -34438 -34785 -19752 -49829 -36140 -40328
Profit Factor 1.4981 1.1533 2.0167 1.3875 1.1715 1.6521
Total Trades 130 65 65 130 65 65
Winning Trades 81 42 39 81 42 39
Losing Trades 49 23 26 49 23 26
Profitability (%) 62.3077 64.6154 60 62.3077 64.6154 60
Ratio Avg Win / Avg Loss 0.9062 0.6316 1.3444 0.8394 0.6415 1.1014
Largest Winning Trade 14352 14352 11913 15922 15922 14897
Largest Losing Trade -27182 -27182 -17950 -30249 -27987 -30249
Avg Bars in Trades 190 194 185 190 194 185
Avg Bars in Winners 145 129 163 145 129 163
Avg Bars in Losers 262 314 217 262 314 217
Bars Traded 24709 12672 12037 24709 12672 12037
Profit Streak 0 3.0471 0 0 3.0471 0
Trades During Streak 0 1 0 0 1 0
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 329128 -299100 -120653 282509 -240433 -121860
Evaluation Data
{
    "trading_pair": "FIL_USDT",
    "interval": "15m",
    "packets": 25000,
    "actual_packets": 25000,
    "evaluation_days": 260.42,
    "actual_first_datapoint_time": 1737464400000,
    "first_datapoint_time": 1737587700000,
    "last_datapoint_time": 1759963500000,
    "evaluation_time": 1759963973523,
    "expiration_time": 1766443500000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "vwma",
        "factors": {
            "length": 138,
            "offset": 0
        }
    },
    "second_band": {
        "type": "rma",
        "factors": {
            "length": 117,
            "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": [
        [
            93195.793207649,
            17235.5007672206,
            75960.2924404285,
            110037.0350906303,
            26799.0182029294,
            83238.016887701
        ],
        [
            93.195793,
            17.235501,
            75.960292,
            110.037035,
            26.799018,
            83.238017
        ],
        [
            0.357867,
            0.066183,
            0.291684,
            0.285374,
            0.091215,
            0.232824
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -34438,
            -34785,
            -19752,
            -49829,
            -36140,
            -40328
        ],
        [
            1.498062,
            1.153339,
            2.016653,
            1.387545,
            1.171479,
            1.652072
        ],
        [
            130,
            65,
            65,
            130,
            65,
            65
        ],
        [
            81,
            42,
            39,
            81,
            42,
            39
        ],
        [
            49,
            23,
            26,
            49,
            23,
            26
        ],
        [
            62.307692,
            64.615385,
            60,
            62.307692,
            64.615385,
            60
        ],
        [
            0.906235,
            0.631591,
            1.344436,
            0.839379,
            0.641524,
            1.101381
        ],
        [
            14352,
            14352,
            11913,
            15922,
            15922,
            14897
        ],
        [
            -27182,
            -27182,
            -17950,
            -30249,
            -27987,
            -30249
        ],
        [
            190,
            194,
            185,
            190,
            194,
            185
        ],
        [
            145,
            129,
            163,
            145,
            129,
            163
        ],
        [
            262,
            314,
            217,
            262,
            314,
            217
        ],
        [
            24709,
            12672,
            12037,
            24709,
            12672,
            12037
        ],
        [
            0,
            3.047147,
            0,
            0,
            3.047147,
            0
        ],
        [
            0,
            1,
            0,
            0,
            1,
            0
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            329128,
            -299100,
            -120653,
            282509,
            -240433,
            -121860
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "FIL_USDT",
    "interval": "15m",
    "packets": 25000,
    "actual_packets": 25000,
    "evaluation_days": 260.42,
    "actual_first_datapoint_time": 1737464400000,
    "first_datapoint_time": 1737587700000,
    "last_datapoint_time": 1759963500000,
    "evaluation_time": 1759963973523,
    "expiration_time": 1766443500000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "vwma",
        "factors": {
            "length": 138,
            "offset": 0
        }
    },
    "second_band": {
        "type": "rma",
        "factors": {
            "length": 117,
            "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)