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Trade: FIL/USDT/5/VWAP/BBL/9463

Strategy
FIL/USDT/5/VWAP/BBL/9463
Pair
FIL_USDT
Interval
5m
Score
682573
Daily Profit
1.678228
Profit Factor
8.685618
Profitability
52.083333
Streak
2.029695
Best Strategy
Training Data Length
86.810000
Evaluation Time
2025-10-11 08:12
Expiration Time
2025-12-25 07:05

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 226546.262 145686.982 80859.28 344630.6565 262261.671 82368.9854
Total P&L (%) 226.5463 145.687 80.8593 344.6307 262.2617 82.369
Avg Daily Profit (%) 2.6097 1.6782 0.9315 1.7336 1.4938 0.6946
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -19338 -7908 -17167 -21647 -9259 -19174
Profit Factor 3.7181 8.6856 2.2557 4.7065 13.2999 2.1495
Total Trades 95 48 47 95 48 47
Winning Trades 53 25 28 53 25 28
Losing Trades 42 23 19 42 23 19
Profitability (%) 55.7895 52.0833 59.5745 55.7895 52.0833 59.5745
Ratio Avg Win / Avg Loss 2.9464 7.9908 1.5307 3.7297 12.2359 1.4586
Largest Winning Trade 146124 146124 70471 263978 263978 74680
Largest Losing Trade -7566 -2983 -7566 -8093 -3426 -8093
Avg Bars in Trades 254 25 488 254 25 488
Avg Bars in Winners 193 21 347 193 21 347
Avg Bars in Losers 330 29 695 330 29 695
Bars Traded 24171 1208 22963 24171 1208 22963
Profit Streak 2.0297 2.0297 2.0887 2.0297 2.0297 2.0887
Trades During Streak 2 1 1 2 1 1
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 671063 682573 523404 669781 676810 439470
Evaluation Data
{
    "trading_pair": "FIL_USDT",
    "interval": "5m",
    "packets": 25000,
    "actual_packets": 25000,
    "evaluation_days": 86.81,
    "actual_first_datapoint_time": 1752659400000,
    "first_datapoint_time": 1752699600000,
    "last_datapoint_time": 1760159100000,
    "evaluation_time": 1760159565642,
    "expiration_time": 1766639100000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "vwap",
        "factors": {
            "length": 0,
            "offset": 0
        }
    },
    "second_band": {
        "type": "bbl",
        "factors": {
            "length": 173,
            "offset": 0,
            "std": 1.15448
        }
    }
}
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": [
        [
            226546.2619508958,
            145686.9820005243,
            80859.2799503715,
            344630.6564741296,
            262261.6710323776,
            82368.9854417521
        ],
        [
            226.546262,
            145.686982,
            80.85928,
            344.630656,
            262.261671,
            82.368985
        ],
        [
            2.609679,
            1.678228,
            0.931451,
            1.733637,
            1.493822,
            0.694558
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -19338,
            -7908,
            -17167,
            -21647,
            -9259,
            -19174
        ],
        [
            3.718056,
            8.685618,
            2.255719,
            4.706463,
            13.299891,
            2.149462
        ],
        [
            95,
            48,
            47,
            95,
            48,
            47
        ],
        [
            53,
            25,
            28,
            53,
            25,
            28
        ],
        [
            42,
            23,
            19,
            42,
            23,
            19
        ],
        [
            55.789474,
            52.083333,
            59.574468,
            55.789474,
            52.083333,
            59.574468
        ],
        [
            2.946384,
            7.990768,
            1.530666,
            3.72965,
            12.235899,
            1.458564
        ],
        [
            146124,
            146124,
            70471,
            263978,
            263978,
            74680
        ],
        [
            -7566,
            -2983,
            -7566,
            -8093,
            -3426,
            -8093
        ],
        [
            254,
            25,
            488,
            254,
            25,
            488
        ],
        [
            193,
            21,
            347,
            193,
            21,
            347
        ],
        [
            330,
            29,
            695,
            330,
            29,
            695
        ],
        [
            24171,
            1208,
            22963,
            24171,
            1208,
            22963
        ],
        [
            2.029695,
            2.029695,
            2.088723,
            2.029695,
            2.029695,
            2.088723
        ],
        [
            2,
            1,
            1,
            2,
            1,
            1
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            671063,
            682573,
            523404,
            669781,
            676810,
            439470
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "FIL_USDT",
    "interval": "5m",
    "packets": 25000,
    "actual_packets": 25000,
    "evaluation_days": 86.81,
    "actual_first_datapoint_time": 1752659400000,
    "first_datapoint_time": 1752699600000,
    "last_datapoint_time": 1760159100000,
    "evaluation_time": 1760159565642,
    "expiration_time": 1766639100000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "vwap",
        "factors": {
            "length": 0,
            "offset": 0
        }
    },
    "second_band": {
        "type": "bbl",
        "factors": {
            "length": 173,
            "offset": 0,
            "std": 1.15448
        }
    }
}

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)