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Trade: FIL/USDT/720/VWMA/PSAR/6190

Strategy
FIL/USDT/720/VWMA/PSAR/6190
Pair
FIL_USDT
Interval
12h
Score
310084
Daily Profit
0.153704
Profit Factor
1.436810
Profitability
51.376147
Streak
0.000000
Best Strategy
Training Data Length
1812.500000
Evaluation Time
2025-10-01 23:56
Expiration Time
2025-11-24 23:00

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 278588.8354 189897.1122 88691.7232 -43795.7 -71171.5385 27375.8384
Total P&L (%) 278.5888 189.8971 88.6917 -43.7957 -71.1715 27.3758
Avg Daily Profit (%) 0.1537 0.1048 0.0489 -0.0318 -0.0686 0.0134
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -194052 -129566 -90369 -760578 -485477 -710831
Profit Factor 1.4368 1.609 1.2721 0.9803 0.9249 1.0215
Total Trades 109 55 54 109 55 54
Winning Trades 56 26 30 56 26 30
Losing Trades 53 29 24 53 29 24
Profitability (%) 51.3761 47.2727 55.5556 51.3761 47.2727 55.5556
Ratio Avg Win / Avg Loss 1.3598 1.7947 1.0177 0.9277 1.0316 0.8172
Largest Winning Trade 292385 292385 70325 331982 293574 331982
Largest Losing Trade -59288 -32757 -59288 -451386 -165572 -451386
Avg Bars in Trades 32 21 42 32 21 42
Avg Bars in Winners 41 24 55 41 24 55
Avg Bars in Losers 22 18 26 22 18 26
Bars Traded 3498 1191 2307 3498 1191 2307
Profit Streak 0 0 16.8724 0 0 16.8724
Trades During Streak 0 0 1 0 0 1
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 310084 -230904 -306412 -580309 -759949 -555616
Evaluation Data
{
    "trading_pair": "FIL_USDT",
    "interval": "12h",
    "packets": 25000,
    "actual_packets": 3625,
    "evaluation_days": 1812.5,
    "actual_first_datapoint_time": 1602763200000,
    "first_datapoint_time": 1607601600000,
    "last_datapoint_time": 1759320000000,
    "evaluation_time": 1759352174232,
    "expiration_time": 1764018000000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "vwma",
        "factors": {
            "length": 113,
            "offset": 0
        }
    },
    "second_band": {
        "type": "psar",
        "factors": {
            "length": 0,
            "offset": 0,
            "af": 0,
            "af0": 0,
            "max_af": 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": [
        [
            278588.8354097717,
            189897.1121752214,
            88691.7232345503,
            -43795.7000477266,
            -71171.538461384,
            27375.8384136572
        ],
        [
            278.588835,
            189.897112,
            88.691723,
            -43.7957,
            -71.171538,
            27.375838
        ],
        [
            0.153704,
            0.104771,
            0.048933,
            -0.031784,
            -0.0686,
            0.013351
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -194052,
            -129566,
            -90369,
            -760578,
            -485477,
            -710831
        ],
        [
            1.43681,
            1.609007,
            1.272089,
            0.980257,
            0.924857,
            1.021537
        ],
        [
            109,
            55,
            54,
            109,
            55,
            54
        ],
        [
            56,
            26,
            30,
            56,
            26,
            30
        ],
        [
            53,
            29,
            24,
            53,
            29,
            24
        ],
        [
            51.376147,
            47.272727,
            55.555556,
            51.376147,
            47.272727,
            55.555556
        ],
        [
            1.359838,
            1.794661,
            1.017671,
            0.927743,
            1.031571,
            0.81723
        ],
        [
            292385,
            292385,
            70325,
            331982,
            293574,
            331982
        ],
        [
            -59288,
            -32757,
            -59288,
            -451386,
            -165572,
            -451386
        ],
        [
            32,
            21,
            42,
            32,
            21,
            42
        ],
        [
            41,
            24,
            55,
            41,
            24,
            55
        ],
        [
            22,
            18,
            26,
            22,
            18,
            26
        ],
        [
            3498,
            1191,
            2307,
            3498,
            1191,
            2307
        ],
        [
            0,
            0,
            16.872387,
            0,
            0,
            16.872387
        ],
        [
            0,
            0,
            1,
            0,
            0,
            1
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            310084,
            -230904,
            -306412,
            -580309,
            -759949,
            -555616
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "FIL_USDT",
    "interval": "12h",
    "packets": 25000,
    "actual_packets": 3625,
    "evaluation_days": 1812.5,
    "actual_first_datapoint_time": 1602763200000,
    "first_datapoint_time": 1607601600000,
    "last_datapoint_time": 1759320000000,
    "evaluation_time": 1759352174232,
    "expiration_time": 1764018000000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "vwma",
        "factors": {
            "length": 113,
            "offset": 0
        }
    },
    "second_band": {
        "type": "psar",
        "factors": {
            "length": 0,
            "offset": 0,
            "af": 0,
            "af0": 0,
            "max_af": 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)