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Trade: FIL/USDT/240/VWMA/PSAR/9249

Strategy
FIL/USDT/240/VWMA/PSAR/9249
Pair
FIL_USDT
Interval
4h
Score
406684
Daily Profit
0.401232
Profit Factor
2.217822
Profitability
40.828402
Streak
0.000000
Best Strategy
Training Data Length
1809.670000
Evaluation Time
2025-09-29 07:50
Expiration Time
2025-11-22 12:57

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 726097.2775 553444.4469 172652.8307 502338.1595 -1015960.3765 1518298.536
Total P&L (%) 726.0973 553.4444 172.6528 502.3382 -1015.9604 1518.2985
Avg Daily Profit (%) 0.4012 0.3058 0.0954 0.0993 0 0.154
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -140986 -75316 -86210 -4046991 -2114598 -2301899
Profit Factor 2.2178 3.0864 1.5217 1.0522 0.7578 1.2793
Total Trades 169 85 84 169 85 84
Winning Trades 69 30 39 69 30 39
Losing Trades 100 55 45 100 55 45
Profitability (%) 40.8284 35.2941 46.4286 40.8284 35.2941 46.4286
Ratio Avg Win / Avg Loss 3.2142 5.6585 1.7558 1.5249 1.3893 1.4761
Largest Winning Trade 608646 608646 72007 1891814 597533 1891814
Largest Losing Trade -30187 -26479 -30187 -608140 -608140 -511801
Avg Bars in Trades 62 46 78 62 46 78
Avg Bars in Winners 108 83 127 108 83 127
Avg Bars in Losers 31 26 36 31 26 36
Bars Traded 10593 3972 6621 10593 3972 6621
Profit Streak 0 0 0 0 0 0
Trades During Streak 0 0 0 0 0 0
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 406684 316563 -64766 -224744 -585157 211798
Evaluation Data
{
    "trading_pair": "FIL_USDT",
    "interval": "4h",
    "packets": 25000,
    "actual_packets": 10858,
    "evaluation_days": 1809.67,
    "actual_first_datapoint_time": 1602777600000,
    "first_datapoint_time": 1605672000000,
    "last_datapoint_time": 1759118400000,
    "evaluation_time": 1759121406393,
    "expiration_time": 1763809056000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "vwma",
        "factors": {
            "length": 16,
            "offset": 186
        }
    },
    "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": [
        [
            726097.2775214412,
            553444.446863154,
            172652.8306582873,
            502338.1594811105,
            -1015960.3764997951,
            1518298.5359809068
        ],
        [
            726.097278,
            553.444447,
            172.652831,
            502.338159,
            -1015.960376,
            1518.298536
        ],
        [
            0.401232,
            0.305826,
            0.095406,
            0.099274,
            0,
            0.153956
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -140986,
            -75316,
            -86210,
            -4046991,
            -2114598,
            -2301899
        ],
        [
            2.217822,
            3.086442,
            1.521659,
            1.052161,
            0.757776,
            1.279296
        ],
        [
            169,
            85,
            84,
            169,
            85,
            84
        ],
        [
            69,
            30,
            39,
            69,
            30,
            39
        ],
        [
            100,
            55,
            45,
            100,
            55,
            45
        ],
        [
            40.828402,
            35.294118,
            46.428571,
            40.828402,
            35.294118,
            46.428571
        ],
        [
            3.214234,
            5.658476,
            1.75576,
            1.524872,
            1.389255,
            1.476111
        ],
        [
            608646,
            608646,
            72007,
            1891814,
            597533,
            1891814
        ],
        [
            -30187,
            -26479,
            -30187,
            -608140,
            -608140,
            -511801
        ],
        [
            62,
            46,
            78,
            62,
            46,
            78
        ],
        [
            108,
            83,
            127,
            108,
            83,
            127
        ],
        [
            31,
            26,
            36,
            31,
            26,
            36
        ],
        [
            10593,
            3972,
            6621,
            10593,
            3972,
            6621
        ],
        [
            0,
            0,
            0,
            0,
            0,
            0
        ],
        [
            0,
            0,
            0,
            0,
            0,
            0
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            406684,
            316563,
            -64766,
            -224744,
            -585157,
            211798
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "FIL_USDT",
    "interval": "4h",
    "packets": 25000,
    "actual_packets": 10858,
    "evaluation_days": 1809.67,
    "actual_first_datapoint_time": 1602777600000,
    "first_datapoint_time": 1605672000000,
    "last_datapoint_time": 1759118400000,
    "evaluation_time": 1759121406393,
    "expiration_time": 1763809056000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "vwma",
        "factors": {
            "length": 16,
            "offset": 186
        }
    },
    "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)