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Trade: FIL/USDT/30/VWMA/HMA/9622

Strategy
FIL/USDT/30/VWMA/HMA/9622
Pair
FIL_USDT
Interval
30m
Score
347215
Daily Profit
0.154213
Profit Factor
1.531909
Profitability
58.823529
Streak
9.470586
Best Strategy
Training Data Length
520.830000
Evaluation Time
2025-09-25 17:17
Expiration Time
2025-12-08 17:00

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 108705.1498 28386.3483 80318.8016 102901.4643 38265.8305 64635.6338
Total P&L (%) 108.7052 28.3863 80.3188 102.9015 38.2658 64.6356
Avg Daily Profit (%) 0.2087 0.0545 0.1542 0.1359 0.0622 0.0958
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -79630 -44919 -56261 -92284 -57855 -78349
Profit Factor 1.3342 1.1629 1.5319 1.2443 1.1841 1.3028
Total Trades 169 84 85 169 84 85
Winning Trades 103 53 50 103 53 50
Losing Trades 66 31 35 66 31 35
Profitability (%) 60.9467 63.0952 58.8235 60.9467 63.0952 58.8235
Ratio Avg Win / Avg Loss 0.8549 0.6802 1.0723 0.7973 0.6926 0.912
Largest Winning Trade 20638 16045 20638 21600 21600 17285
Largest Losing Trade -23242 -21116 -23242 -34301 -30351 -34301
Avg Bars in Trades 144 143 145 144 143 145
Avg Bars in Winners 110 98 124 110 98 124
Avg Bars in Losers 197 222 176 197 222 176
Bars Traded 24454 12086 12368 24454 12086 12368
Profit Streak 9.4706 18.7831 9.4706 9.4706 18.7831 9.4706
Trades During Streak 2 1 1 2 1 1
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 330011 -164736 347215 -10627 -130226 -66120

Evaluation Data

{
    "trading_pair": "FIL_USDT",
    "interval": "30m",
    "packets": 25000,
    "actual_packets": 25000,
    "evaluation_days": 520.83,
    "actual_first_datapoint_time": 1713727800000,
    "first_datapoint_time": 1714327200000,
    "last_datapoint_time": 1758726000000,
    "evaluation_time": 1758809858653,
    "expiration_time": 1765206000000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}

Factors

{
    "first_band": {
        "type": "vwma",
        "factors": {
            "length": 143,
            "offset": 0
        }
    },
    "second_band": {
        "type": "hma",
        "factors": {
            "length": 101,
            "offset": 224
        }
    }
}
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": [
        [
            108705.1498181718,
            28386.3482539173,
            80318.8015642545,
            102901.4642996865,
            38265.8304922697,
            64635.6338074168
        ],
        [
            108.70515,
            28.386348,
            80.318802,
            102.901464,
            38.26583,
            64.635634
        ],
        [
            0.208715,
            0.054502,
            0.154213,
            0.135943,
            0.062229,
            0.095771
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -79630,
            -44919,
            -56261,
            -92284,
            -57855,
            -78349
        ],
        [
            1.334233,
            1.162919,
            1.531909,
            1.244251,
            1.184127,
            1.302785
        ],
        [
            169,
            84,
            85,
            169,
            84,
            85
        ],
        [
            103,
            53,
            50,
            103,
            53,
            50
        ],
        [
            66,
            31,
            35,
            66,
            31,
            35
        ],
        [
            60.946746,
            63.095238,
            58.823529,
            60.946746,
            63.095238,
            58.823529
        ],
        [
            0.854946,
            0.680198,
            1.072336,
            0.797287,
            0.692602,
            0.91195
        ],
        [
            20638,
            16045,
            20638,
            21600,
            21600,
            17285
        ],
        [
            -23242,
            -21116,
            -23242,
            -34301,
            -30351,
            -34301
        ],
        [
            144,
            143,
            145,
            144,
            143,
            145
        ],
        [
            110,
            98,
            124,
            110,
            98,
            124
        ],
        [
            197,
            222,
            176,
            197,
            222,
            176
        ],
        [
            24454,
            12086,
            12368,
            24454,
            12086,
            12368
        ],
        [
            9.470586,
            18.783086,
            9.470586,
            9.470586,
            18.783086,
            9.470586
        ],
        [
            2,
            1,
            1,
            2,
            1,
            1
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            330011,
            -164736,
            347215,
            -10627,
            -130226,
            -66120
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "FIL_USDT",
    "interval": "30m",
    "packets": 25000,
    "actual_packets": 25000,
    "evaluation_days": 520.83,
    "actual_first_datapoint_time": 1713727800000,
    "first_datapoint_time": 1714327200000,
    "last_datapoint_time": 1758726000000,
    "evaluation_time": 1758809858653,
    "expiration_time": 1765206000000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "vwma",
        "factors": {
            "length": 143,
            "offset": 0
        }
    },
    "second_band": {
        "type": "hma",
        "factors": {
            "length": 101,
            "offset": 224
        }
    }
}

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)