← Back to list  ·  Browse strategies →  ·  Learning hub →

Trade: FIL/USDT/720/HLC3/VWAP/8136

Strategy
FIL/USDT/720/HLC3/VWAP/8136
Pair
FIL_USDT
Interval
12h
Score
465585
Daily Profit
0.150157
Profit Factor
1.675833
Profitability
61.702128
Streak
220.090486
Best Strategy
Training Data Length
1820.000000
Evaluation Time
2025-10-09 05:10
Expiration Time
2025-12-02 16:24

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 422489.007 348422.722 74066.2849 -96219.9791 -1530744.8005 1434524.8214
Total P&L (%) 422.489 348.4227 74.0663 -96.22 -1530.7448 1434.5248
Avg Daily Profit (%) 0.2321 0.1914 0.0407 -0.1798 0 0.1502
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -293182 -138285 -179485 -3554628 -2742988 -1832864
Profit Factor 1.6553 1.9624 1.262 0.9847 0.6341 1.6758
Total Trades 94 47 47 94 47 47
Winning Trades 55 26 29 55 26 29
Losing Trades 39 21 18 39 21 18
Profitability (%) 58.5106 55.3191 61.7021 58.5106 55.3191 61.7021
Ratio Avg Win / Avg Loss 1.1738 1.585 0.7833 0.6983 0.5122 1.0402
Largest Winning Trade 425299 425299 61018 1282253 663673 1282253
Largest Losing Trade -96286 -43902 -96286 -1528906 -1424375 -1528906
Avg Bars in Trades 37 49 25 37 49 25
Avg Bars in Winners 37 47 27 37 47 27
Avg Bars in Losers 38 51 23 38 51 23
Bars Traded 3535 2322 1213 3535 2322 1213
Profit Streak 126.0905 126.0905 220.0905 126.0905 126.0905 220.0905
Trades During Streak 3 1 4 3 1 4
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 454496 454058 -137102 -578072 -579440 465585
Evaluation Data
{
    "trading_pair": "FIL_USDT",
    "interval": "12h",
    "packets": 25000,
    "actual_packets": 3640,
    "evaluation_days": 1820,
    "actual_first_datapoint_time": 1602763200000,
    "first_datapoint_time": 1602763200000,
    "last_datapoint_time": 1759968000000,
    "evaluation_time": 1759975818028,
    "expiration_time": 1764685440000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "hlc3",
        "factors": {
            "length": 0,
            "offset": 0
        }
    },
    "second_band": {
        "type": "vwap",
        "factors": {
            "length": 0,
            "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": [
        [
            422489.0069619833,
            348422.7220268222,
            74066.2849351609,
            -96219.9790942524,
            -1530744.8005382358,
            1434524.8214439848
        ],
        [
            422.489007,
            348.422722,
            74.066285,
            -96.219979,
            -1530.744801,
            1434.524821
        ],
        [
            0.232137,
            0.191441,
            0.040696,
            -0.179807,
            0,
            0.150157
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -293182,
            -138285,
            -179485,
            -3554628,
            -2742988,
            -1832864
        ],
        [
            1.655346,
            1.962393,
            1.262049,
            0.984742,
            0.634091,
            1.675833
        ],
        [
            94,
            47,
            47,
            94,
            47,
            47
        ],
        [
            55,
            26,
            29,
            55,
            26,
            29
        ],
        [
            39,
            21,
            18,
            39,
            21,
            18
        ],
        [
            58.510638,
            55.319149,
            61.702128,
            58.510638,
            55.319149,
            61.702128
        ],
        [
            1.17379,
            1.585009,
            0.783341,
            0.698271,
            0.51215,
            1.040172
        ],
        [
            425299,
            425299,
            61018,
            1282253,
            663673,
            1282253
        ],
        [
            -96286,
            -43902,
            -96286,
            -1528906,
            -1424375,
            -1528906
        ],
        [
            37,
            49,
            25,
            37,
            49,
            25
        ],
        [
            37,
            47,
            27,
            37,
            47,
            27
        ],
        [
            38,
            51,
            23,
            38,
            51,
            23
        ],
        [
            3535,
            2322,
            1213,
            3535,
            2322,
            1213
        ],
        [
            126.090486,
            126.090486,
            220.090486,
            126.090486,
            126.090486,
            220.090486
        ],
        [
            3,
            1,
            4,
            3,
            1,
            4
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            454496,
            454058,
            -137102,
            -578072,
            -579440,
            465585
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "FIL_USDT",
    "interval": "12h",
    "packets": 25000,
    "actual_packets": 3640,
    "evaluation_days": 1820,
    "actual_first_datapoint_time": 1602763200000,
    "first_datapoint_time": 1602763200000,
    "last_datapoint_time": 1759968000000,
    "evaluation_time": 1759975818028,
    "expiration_time": 1764685440000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "hlc3",
        "factors": {
            "length": 0,
            "offset": 0
        }
    },
    "second_band": {
        "type": "vwap",
        "factors": {
            "length": 0,
            "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)