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Trade: FIL/USDT/120/SMA/VWMA/9986

Strategy
FIL/USDT/120/SMA/VWMA/9986
Pair
FIL_USDT
Interval
2h
Score
387696
Daily Profit
0.343519
Profit Factor
1.997173
Profitability
43.165468
Streak
0.000000
Best Strategy
Training Data Length
1813.420000
Evaluation Time
2025-10-03 16:12
Expiration Time
2025-12-07 20:47

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 622944.6945 368063.6111 254881.0834 1471092.9365 28501.0463 1442591.8902
Total P&L (%) 622.9447 368.0636 254.8811 1471.0929 28.501 1442.5919
Avg Daily Profit (%) 0.3435 0.203 0.1406 0.152 0.0138 0.151
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -110066 -114698 -51665 -998164 -774123 -670591
Profit Factor 1.9972 1.9078 2.1623 1.2775 1.009 1.6746
Total Trades 139 70 69 139 70 69
Winning Trades 60 23 37 60 23 37
Losing Trades 79 47 32 79 47 32
Profitability (%) 43.1655 32.8571 53.6232 43.1655 32.8571 53.6232
Ratio Avg Win / Avg Loss 2.6296 3.8986 1.8701 1.682 2.0619 1.4483
Largest Winning Trade 300521 300521 54189 550257 550257 408883
Largest Losing Trade -35544 -32885 -35544 -498505 -297626 -498505
Avg Bars in Trades 154 157 151 154 157 151
Avg Bars in Winners 210 250 186 210 250 186
Avg Bars in Losers 111 111 110 111 111 110
Bars Traded 21426 10998 10428 21426 10998 10428
Profit Streak 0 0 51.7173 0 0 51.7173
Trades During Streak 0 0 1 0 0 1
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 387696 -89855 -101935 230226 -488239 -90966
Evaluation Data
{
    "trading_pair": "FIL_USDT",
    "interval": "2h",
    "packets": 25000,
    "actual_packets": 21761,
    "evaluation_days": 1813.42,
    "actual_first_datapoint_time": 1602777600000,
    "first_datapoint_time": 1604131200000,
    "last_datapoint_time": 1759492800000,
    "evaluation_time": 1759497174984,
    "expiration_time": 1765133251200,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "sma",
        "factors": {
            "length": 189,
            "offset": 0
        }
    },
    "second_band": {
        "type": "vwma",
        "factors": {
            "length": 130,
            "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": [
        [
            622944.6944647919,
            368063.6110606201,
            254881.0834041718,
            1471092.9365246303,
            28501.0463317688,
            1442591.8901928617
        ],
        [
            622.944694,
            368.063611,
            254.881083,
            1471.092937,
            28.501046,
            1442.59189
        ],
        [
            0.343519,
            0.202967,
            0.140553,
            0.152003,
            0.013829,
            0.150992
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -110066,
            -114698,
            -51665,
            -998164,
            -774123,
            -670591
        ],
        [
            1.997173,
            1.907847,
            2.162322,
            1.277504,
            1.009012,
            1.674601
        ],
        [
            139,
            70,
            69,
            139,
            70,
            69
        ],
        [
            60,
            23,
            37,
            60,
            23,
            37
        ],
        [
            79,
            47,
            32,
            79,
            47,
            32
        ],
        [
            43.165468,
            32.857143,
            53.623188,
            43.165468,
            32.857143,
            53.623188
        ],
        [
            2.629611,
            3.898645,
            1.870116,
            1.682047,
            2.061893,
            1.448304
        ],
        [
            300521,
            300521,
            54189,
            550257,
            550257,
            408883
        ],
        [
            -35544,
            -32885,
            -35544,
            -498505,
            -297626,
            -498505
        ],
        [
            154,
            157,
            151,
            154,
            157,
            151
        ],
        [
            210,
            250,
            186,
            210,
            250,
            186
        ],
        [
            111,
            111,
            110,
            111,
            111,
            110
        ],
        [
            21426,
            10998,
            10428,
            21426,
            10998,
            10428
        ],
        [
            0,
            0,
            51.717303,
            0,
            0,
            51.717303
        ],
        [
            0,
            0,
            1,
            0,
            0,
            1
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            387696,
            -89855,
            -101935,
            230226,
            -488239,
            -90966
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "FIL_USDT",
    "interval": "2h",
    "packets": 25000,
    "actual_packets": 21761,
    "evaluation_days": 1813.42,
    "actual_first_datapoint_time": 1602777600000,
    "first_datapoint_time": 1604131200000,
    "last_datapoint_time": 1759492800000,
    "evaluation_time": 1759497174984,
    "expiration_time": 1765133251200,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "sma",
        "factors": {
            "length": 189,
            "offset": 0
        }
    },
    "second_band": {
        "type": "vwma",
        "factors": {
            "length": 130,
            "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)