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

Trade: FIL/USDT/720/PWMA/VWAP/5248

Strategy
FIL/USDT/720/PWMA/VWAP/5248
Pair
FIL_USDT
Interval
12h
Score
364351
Daily Profit
0.377927
Profit Factor
1.698353
Profitability
36.445783
Streak
13.562354
Best Strategy
Training Data Length
1814.500000
Evaluation Time
2025-10-03 16:29
Expiration Time
2025-11-27 00:26

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 685748.2329 371790.112 313958.1209 6123689.6191 -1977348.5187 8101038.1378
Total P&L (%) 685.7482 371.7901 313.9581 6123.6896 -1977.3485 8101.0381
Avg Daily Profit (%) 0.3779 0.2049 0.173 0.2279 0 0.2432
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -101740 -86671 -50501 -10789007 -10590913 -5230680
Profit Factor 1.6984 1.7041 1.6917 1.1085 0.937 1.3231
Total Trades 332 166 166 332 166 166
Winning Trades 121 54 67 121 54 67
Losing Trades 211 112 99 211 112 99
Profitability (%) 36.4458 32.5301 40.3614 36.4458 32.5301 40.3614
Ratio Avg Win / Avg Loss 2.9616 3.5345 2.4996 1.933 1.9433 1.955
Largest Winning Trade 106578 106578 57459 5038755 5038755 2489327
Largest Losing Trade -19344 -19344 -16729 -1927802 -1927802 -1364533
Avg Bars in Trades 10 10 11 10 10 11
Avg Bars in Winners 19 19 19 19 19 19
Avg Bars in Losers 6 5 6 6 5 6
Bars Traded 3601 1680 1920 3601 1680 1920
Profit Streak 13.5624 0 15.5624 13.5624 0 15.5624
Trades During Streak 1 0 1 1 0 1
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 364351 168846 288745 -94447 -584202 258034
Evaluation Data
{
    "trading_pair": "FIL_USDT",
    "interval": "12h",
    "packets": 25000,
    "actual_packets": 3629,
    "evaluation_days": 1814.5,
    "actual_first_datapoint_time": 1602763200000,
    "first_datapoint_time": 1603497600000,
    "last_datapoint_time": 1759492800000,
    "evaluation_time": 1759498187414,
    "expiration_time": 1764195984000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "pwma",
        "factors": {
            "length": 18,
            "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": [
        [
            685748.2328842942,
            371790.1120317139,
            313958.1208525813,
            6123689.619101144,
            -1977348.5186761585,
            8101038.137777307
        ],
        [
            685.748233,
            371.790112,
            313.958121,
            6123.689619,
            -1977.348519,
            8101.038138
        ],
        [
            0.377927,
            0.204899,
            0.173027,
            0.227923,
            0,
            0.243163
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -101740,
            -86671,
            -50501,
            -10789007,
            -10590913,
            -5230680
        ],
        [
            1.698353,
            1.704111,
            1.691654,
            1.108498,
            0.936958,
            1.323072
        ],
        [
            332,
            166,
            166,
            332,
            166,
            166
        ],
        [
            121,
            54,
            67,
            121,
            54,
            67
        ],
        [
            211,
            112,
            99,
            211,
            112,
            99
        ],
        [
            36.445783,
            32.53012,
            40.361446,
            36.445783,
            32.53012,
            40.361446
        ],
        [
            2.96159,
            3.534453,
            2.499608,
            1.933,
            1.943321,
            1.954986
        ],
        [
            106578,
            106578,
            57459,
            5038755,
            5038755,
            2489327
        ],
        [
            -19344,
            -19344,
            -16729,
            -1927802,
            -1927802,
            -1364533
        ],
        [
            10,
            10,
            11,
            10,
            10,
            11
        ],
        [
            19,
            19,
            19,
            19,
            19,
            19
        ],
        [
            6,
            5,
            6,
            6,
            5,
            6
        ],
        [
            3601,
            1680,
            1920,
            3601,
            1680,
            1920
        ],
        [
            13.562354,
            0,
            15.562354,
            13.562354,
            0,
            15.562354
        ],
        [
            1,
            0,
            1,
            1,
            0,
            1
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            364351,
            168846,
            288745,
            -94447,
            -584202,
            258034
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "FIL_USDT",
    "interval": "12h",
    "packets": 25000,
    "actual_packets": 3629,
    "evaluation_days": 1814.5,
    "actual_first_datapoint_time": 1602763200000,
    "first_datapoint_time": 1603497600000,
    "last_datapoint_time": 1759492800000,
    "evaluation_time": 1759498187414,
    "expiration_time": 1764195984000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "pwma",
        "factors": {
            "length": 18,
            "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)