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Trade: FIL/USDT/480/PWMA/VWMA/1887

Strategy
FIL/USDT/480/PWMA/VWMA/1887
Pair
FIL_USDT
Interval
8h
Score
502392
Daily Profit
0.313203
Profit Factor
3.028268
Profitability
45.454545
Streak
106.766855
Best Strategy
Training Data Length
1808.000000
Evaluation Time
2025-09-27 21:24
Expiration Time
2025-11-20 15:45

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 747376.649 566271.3551 181105.2939 338765.1931 -893912.7076 1232677.9007
Total P&L (%) 747.3766 566.2714 181.1053 338.7652 -893.9127 1232.6779
Avg Daily Profit (%) 0.4134 0.3132 0.1002 0.0818 0 0.1433
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -134936 -146841 -87367 -2047131 -2181928 -938239
Profit Factor 2.5725 3.0283 1.9236 1.073 0.6942 1.7175
Total Trades 67 33 34 67 33 34
Winning Trades 38 15 23 38 15 23
Losing Trades 29 18 11 29 18 11
Profitability (%) 56.7164 45.4545 67.6471 56.7164 45.4545 67.6471
Ratio Avg Win / Avg Loss 1.9633 3.6339 0.92 0.8189 0.8331 0.8214
Largest Winning Trade 616872 616872 64230 598205 598205 531563
Largest Losing Trade -64804 -37145 -64804 -685909 -621727 -685909
Avg Bars in Trades 77 98 56 77 98 56
Avg Bars in Winners 82 114 61 82 114 61
Avg Bars in Losers 70 85 45 70 85 45
Bars Traded 5184 3263 1921 5184 3263 1921
Profit Streak 106.7669 106.7669 321.1002 106.7669 106.7669 321.1002
Trades During Streak 5 2 7 5 2 7
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score -103932 502392 -54674 -344313 -581612 104699
Evaluation Data
{
    "trading_pair": "FIL_USDT",
    "interval": "8h",
    "packets": 25000,
    "actual_packets": 5424,
    "evaluation_days": 1808,
    "actual_first_datapoint_time": 1602777600000,
    "first_datapoint_time": 1609315200000,
    "last_datapoint_time": 1758960000000,
    "evaluation_time": 1758997456310,
    "expiration_time": 1763646336000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "pwma",
        "factors": {
            "length": 228,
            "offset": 0
        }
    },
    "second_band": {
        "type": "vwma",
        "factors": {
            "length": 227,
            "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": [
        [
            747376.6490288174,
            566271.3551208727,
            181105.2939079443,
            338765.1930571112,
            -893912.707608653,
            1232677.900665764
        ],
        [
            747.376649,
            566.271355,
            181.105294,
            338.765193,
            -893.912708,
            1232.677901
        ],
        [
            0.413372,
            0.313203,
            0.100169,
            0.081825,
            0,
            0.143342
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -134936,
            -146841,
            -87367,
            -2047131,
            -2181928,
            -938239
        ],
        [
            2.572542,
            3.028268,
            1.923644,
            1.072987,
            0.694225,
            1.71751
        ],
        [
            67,
            33,
            34,
            67,
            33,
            34
        ],
        [
            38,
            15,
            23,
            38,
            15,
            23
        ],
        [
            29,
            18,
            11,
            29,
            18,
            11
        ],
        [
            56.716418,
            45.454545,
            67.647059,
            56.716418,
            45.454545,
            67.647059
        ],
        [
            1.963256,
            3.633921,
            0.920004,
            0.818859,
            0.83307,
            0.821418
        ],
        [
            616872,
            616872,
            64230,
            598205,
            598205,
            531563
        ],
        [
            -64804,
            -37145,
            -64804,
            -685909,
            -621727,
            -685909
        ],
        [
            77,
            98,
            56,
            77,
            98,
            56
        ],
        [
            82,
            114,
            61,
            82,
            114,
            61
        ],
        [
            70,
            85,
            45,
            70,
            85,
            45
        ],
        [
            5184,
            3263,
            1921,
            5184,
            3263,
            1921
        ],
        [
            106.766855,
            106.766855,
            321.100189,
            106.766855,
            106.766855,
            321.100189
        ],
        [
            5,
            2,
            7,
            5,
            2,
            7
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            -103932,
            502392,
            -54674,
            -344313,
            -581612,
            104699
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "FIL_USDT",
    "interval": "8h",
    "packets": 25000,
    "actual_packets": 5424,
    "evaluation_days": 1808,
    "actual_first_datapoint_time": 1602777600000,
    "first_datapoint_time": 1609315200000,
    "last_datapoint_time": 1758960000000,
    "evaluation_time": 1758997456310,
    "expiration_time": 1763646336000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "pwma",
        "factors": {
            "length": 228,
            "offset": 0
        }
    },
    "second_band": {
        "type": "vwma",
        "factors": {
            "length": 227,
            "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)