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Trade: FIL/USDT/5/VWAP/HMA/6555

Strategy
FIL/USDT/5/VWAP/HMA/6555
Pair
FIL_USDT
Interval
5m
Score
423244
Daily Profit
1.673364
Profit Factor
1.740626
Profitability
45.644599
Streak
0.672458
Best Strategy
Training Data Length
86.810000
Evaluation Time
2025-10-11 12:28
Expiration Time
2025-12-25 11:25

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 145264.7226 88947.0542 56317.6685 145380.6637 108560.5787 36820.085
Total P&L (%) 145.2647 88.9471 56.3177 145.3807 108.5606 36.8201
Avg Daily Profit (%) 1.6734 1.0246 0.6487 1.0394 0.8503 0.3618
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -44002 -27748 -23056 -42325 -26193 -21560
Profit Factor 1.7406 1.9013 1.5779 1.8261 2.2332 1.4186
Total Trades 287 144 143 287 144 143
Winning Trades 131 64 67 131 64 67
Losing Trades 156 80 76 156 80 76
Profitability (%) 45.6446 44.4444 46.8531 45.6446 44.4444 46.8531
Ratio Avg Win / Avg Loss 2.0728 2.3767 1.7898 2.1746 2.7916 1.6091
Largest Winning Trade 109730 109730 64864 128382 128382 46032
Largest Losing Trade -7743 -5076 -7743 -8106 -4821 -8106
Avg Bars in Trades 85 91 79 85 91 79
Avg Bars in Winners 104 120 90 104 120 90
Avg Bars in Losers 69 69 70 69 69 70
Bars Traded 24647 13242 11405 24647 13242 11405
Profit Streak 0.6725 0.6725 1.3183 0.6725 0.6725 1.3183
Trades During Streak 2 1 1 2 1 1
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 423244 323739 267360 409368 351352 86681
Evaluation Data
{
    "trading_pair": "FIL_USDT",
    "interval": "5m",
    "packets": 25000,
    "actual_packets": 25000,
    "evaluation_days": 86.81,
    "actual_first_datapoint_time": 1752675000000,
    "first_datapoint_time": 1752736500000,
    "last_datapoint_time": 1760174700000,
    "evaluation_time": 1760174900389,
    "expiration_time": 1766654700000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "vwap",
        "factors": {
            "length": 0,
            "offset": 0
        }
    },
    "second_band": {
        "type": "hma",
        "factors": {
            "length": 194,
            "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": [
        [
            145264.722628685,
            88947.0541571715,
            56317.6684715136,
            145380.6636765816,
            108560.5787210242,
            36820.0849555575
        ],
        [
            145.264723,
            88.947054,
            56.317668,
            145.380664,
            108.560579,
            36.820085
        ],
        [
            1.673364,
            1.024618,
            0.648746,
            1.039394,
            0.85034,
            0.361782
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -44002,
            -27748,
            -23056,
            -42325,
            -26193,
            -21560
        ],
        [
            1.740626,
            1.901338,
            1.577888,
            1.826073,
            2.233246,
            1.418592
        ],
        [
            287,
            144,
            143,
            287,
            144,
            143
        ],
        [
            131,
            64,
            67,
            131,
            64,
            67
        ],
        [
            156,
            80,
            76,
            156,
            80,
            76
        ],
        [
            45.644599,
            44.444444,
            46.853147,
            45.644599,
            44.444444,
            46.853147
        ],
        [
            2.072807,
            2.376672,
            1.789843,
            2.17456,
            2.791558,
            1.609149
        ],
        [
            109730,
            109730,
            64864,
            128382,
            128382,
            46032
        ],
        [
            -7743,
            -5076,
            -7743,
            -8106,
            -4821,
            -8106
        ],
        [
            85,
            91,
            79,
            85,
            91,
            79
        ],
        [
            104,
            120,
            90,
            104,
            120,
            90
        ],
        [
            69,
            69,
            70,
            69,
            69,
            70
        ],
        [
            24647,
            13242,
            11405,
            24647,
            13242,
            11405
        ],
        [
            0.672458,
            0.672458,
            1.318291,
            0.672458,
            0.672458,
            1.318292
        ],
        [
            2,
            1,
            1,
            2,
            1,
            1
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            423244,
            323739,
            267360,
            409368,
            351352,
            86681
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "FIL_USDT",
    "interval": "5m",
    "packets": 25000,
    "actual_packets": 25000,
    "evaluation_days": 86.81,
    "actual_first_datapoint_time": 1752675000000,
    "first_datapoint_time": 1752736500000,
    "last_datapoint_time": 1760174700000,
    "evaluation_time": 1760174900389,
    "expiration_time": 1766654700000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "vwap",
        "factors": {
            "length": 0,
            "offset": 0
        }
    },
    "second_band": {
        "type": "hma",
        "factors": {
            "length": 194,
            "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)