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Trade: FIL/USDT/240/VWMA/PWMA/7056

Strategy
FIL/USDT/240/VWMA/PWMA/7056
Pair
FIL_USDT
Interval
4h
Score
311347
Daily Profit
0.155356
Profit Factor
1.284380
Profitability
52.036199
Streak
0.000000
Best Strategy
Training Data Length
1815.830000
Evaluation Time
2025-10-05 14:59
Expiration Time
2025-11-28 21:24

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 282100.6544 171764.3565 110336.2979 -80989.7168 -13609.731 -67379.9858
Total P&L (%) 282.1007 171.7644 110.3363 -80.9897 -13.6097 -67.38
Avg Daily Profit (%) 0.1554 0.0946 0.0608 -0.0914 -0.0081 -0.0617
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -129596 -109666 -124481 -104919 -44978 -101502
Profit Factor 1.2844 1.4002 1.1961 0.7941 0.8991 0.7393
Total Trades 221 111 110 221 111 110
Winning Trades 115 55 60 115 55 60
Losing Trades 106 56 50 106 56 50
Profitability (%) 52.0362 49.5496 54.5455 52.0362 49.5496 54.5455
Ratio Avg Win / Avg Loss 1.1839 1.4256 0.9967 0.732 0.9154 0.6161
Largest Winning Trade 119754 119754 73034 25187 17163 25187
Largest Losing Trade -88046 -26652 -88046 -96519 -13129 -96519
Avg Bars in Trades 48 35 61 48 35 61
Avg Bars in Winners 52 38 66 52 38 66
Avg Bars in Losers 43 32 55 43 32 55
Bars Traded 10681 3932 6749 10681 3932 6749
Profit Streak 0 0 0 0 0 0
Trades During Streak 0 0 0 0 0 0
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 311347 -66420 -117983 -579357 -581212 -580450
Evaluation Data
{
    "trading_pair": "FIL_USDT",
    "interval": "4h",
    "packets": 25000,
    "actual_packets": 10895,
    "evaluation_days": 1815.83,
    "actual_first_datapoint_time": 1602777600000,
    "first_datapoint_time": 1604692800000,
    "last_datapoint_time": 1759651200000,
    "evaluation_time": 1759665552822,
    "expiration_time": 1764357840000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "vwma",
        "factors": {
            "length": 134,
            "offset": 0
        }
    },
    "second_band": {
        "type": "pwma",
        "factors": {
            "length": 56,
            "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": [
        [
            282100.6544417813,
            171764.3565295652,
            110336.2979122161,
            -80989.7167575785,
            -13609.7309541932,
            -67379.9858033853
        ],
        [
            282.100654,
            171.764357,
            110.336298,
            -80.989717,
            -13.609731,
            -67.379986
        ],
        [
            0.155356,
            0.094593,
            0.060764,
            -0.091387,
            -0.008056,
            -0.061674
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -129596,
            -109666,
            -124481,
            -104919,
            -44978,
            -101502
        ],
        [
            1.28438,
            1.40017,
            1.196064,
            0.794099,
            0.899068,
            0.739346
        ],
        [
            221,
            111,
            110,
            221,
            111,
            110
        ],
        [
            115,
            55,
            60,
            115,
            55,
            60
        ],
        [
            106,
            56,
            50,
            106,
            56,
            50
        ],
        [
            52.036199,
            49.54955,
            54.545455,
            52.036199,
            49.54955,
            54.545455
        ],
        [
            1.183864,
            1.425628,
            0.99672,
            0.731952,
            0.915414,
            0.616122
        ],
        [
            119754,
            119754,
            73034,
            25187,
            17163,
            25187
        ],
        [
            -88046,
            -26652,
            -88046,
            -96519,
            -13129,
            -96519
        ],
        [
            48,
            35,
            61,
            48,
            35,
            61
        ],
        [
            52,
            38,
            66,
            52,
            38,
            66
        ],
        [
            43,
            32,
            55,
            43,
            32,
            55
        ],
        [
            10681,
            3932,
            6749,
            10681,
            3932,
            6749
        ],
        [
            0,
            0,
            0,
            0,
            0,
            0
        ],
        [
            0,
            0,
            0,
            0,
            0,
            0
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            311347,
            -66420,
            -117983,
            -579357,
            -581212,
            -580450
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "FIL_USDT",
    "interval": "4h",
    "packets": 25000,
    "actual_packets": 10895,
    "evaluation_days": 1815.83,
    "actual_first_datapoint_time": 1602777600000,
    "first_datapoint_time": 1604692800000,
    "last_datapoint_time": 1759651200000,
    "evaluation_time": 1759665552822,
    "expiration_time": 1764357840000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "vwma",
        "factors": {
            "length": 134,
            "offset": 0
        }
    },
    "second_band": {
        "type": "pwma",
        "factors": {
            "length": 56,
            "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)