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Trade: FIL/USDT/360/PWMA/VWAP/8385

Strategy
FIL/USDT/360/PWMA/VWAP/8385
Pair
FIL_USDT
Interval
6h
Score
311394
Daily Profit
0.261557
Profit Factor
1.513677
Profitability
38.720539
Streak
19.581837
Best Strategy
Training Data Length
1820.750000
Evaluation Time
2025-10-10 04:57
Expiration Time
2025-12-03 16:56

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 476229.8571 293101.2095 183128.6475 343954.8328 -43589.7468 387544.5796
Total P&L (%) 476.2299 293.1012 183.1286 343.9548 -43.5897 387.5446
Avg Daily Profit (%) 0.2616 0.161 0.1006 0.0819 -0.0314 0.087
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -84789 -95261 -51001 -471189 -431793 -299159
Profit Factor 1.5137 1.5642 1.4493 1.089 0.9797 1.2256
Total Trades 297 148 149 297 148 149
Winning Trades 115 41 74 115 41 74
Losing Trades 182 107 75 182 107 75
Profitability (%) 38.7205 27.7027 49.6644 38.7205 27.7027 49.6644
Ratio Avg Win / Avg Loss 2.3956 4.0821 1.4689 1.7234 2.5568 1.2421
Largest Winning Trade 251378 251378 56436 308512 308512 174467
Largest Losing Trade -28041 -28041 -26763 -105474 -76714 -105474
Avg Bars in Trades 24 21 26 24 21 26
Avg Bars in Winners 39 39 39 39 39 39
Avg Bars in Losers 14 14 14 14 14 14
Bars Traded 7179 3211 3968 7179 3211 3968
Profit Streak 19.5818 0 47.3318 19.5818 0 47.3318
Trades During Streak 1 0 3 1 0 3
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 311394 -7690 -56299 -207136 -595787 -75709
Evaluation Data
{
    "trading_pair": "FIL_USDT",
    "interval": "6h",
    "packets": 25000,
    "actual_packets": 7283,
    "evaluation_days": 1820.75,
    "actual_first_datapoint_time": 1602763200000,
    "first_datapoint_time": 1604232000000,
    "last_datapoint_time": 1760054400000,
    "evaluation_time": 1760061470698,
    "expiration_time": 1764773784000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "pwma",
        "factors": {
            "length": 69,
            "offset": 0
        }
    },
    "second_band": {
        "type": "vwap",
        "factors": {
            "length": 0,
            "offset": 3
        }
    }
}
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": [
        [
            476229.8570572303,
            293101.2095269653,
            183128.6475302648,
            343954.8327695376,
            -43589.7468473908,
            387544.5796169284
        ],
        [
            476.229857,
            293.10121,
            183.128648,
            343.954833,
            -43.589747,
            387.54458
        ],
        [
            0.261557,
            0.160978,
            0.100579,
            0.081898,
            -0.031439,
            0.087047
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -84789,
            -95261,
            -51001,
            -471189,
            -431793,
            -299159
        ],
        [
            1.513677,
            1.564179,
            1.449305,
            1.088988,
            0.979698,
            1.225562
        ],
        [
            297,
            148,
            149,
            297,
            148,
            149
        ],
        [
            115,
            41,
            74,
            115,
            41,
            74
        ],
        [
            182,
            107,
            75,
            182,
            107,
            75
        ],
        [
            38.720539,
            27.702703,
            49.66443,
            38.720539,
            27.702703,
            49.66443
        ],
        [
            2.395558,
            4.082126,
            1.46889,
            1.723443,
            2.556772,
            1.242124
        ],
        [
            251378,
            251378,
            56436,
            308512,
            308512,
            174467
        ],
        [
            -28041,
            -28041,
            -26763,
            -105474,
            -76714,
            -105474
        ],
        [
            24,
            21,
            26,
            24,
            21,
            26
        ],
        [
            39,
            39,
            39,
            39,
            39,
            39
        ],
        [
            14,
            14,
            14,
            14,
            14,
            14
        ],
        [
            7179,
            3211,
            3968,
            7179,
            3211,
            3968
        ],
        [
            19.581837,
            0,
            47.331837,
            19.581837,
            0,
            47.331837
        ],
        [
            1,
            0,
            3,
            1,
            0,
            3
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            311394,
            -7690,
            -56299,
            -207136,
            -595787,
            -75709
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "FIL_USDT",
    "interval": "6h",
    "packets": 25000,
    "actual_packets": 7283,
    "evaluation_days": 1820.75,
    "actual_first_datapoint_time": 1602763200000,
    "first_datapoint_time": 1604232000000,
    "last_datapoint_time": 1760054400000,
    "evaluation_time": 1760061470698,
    "expiration_time": 1764773784000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "pwma",
        "factors": {
            "length": 69,
            "offset": 0
        }
    },
    "second_band": {
        "type": "vwap",
        "factors": {
            "length": 0,
            "offset": 3
        }
    }
}

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)