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Trade: FIL/USDT/120/DCM/VWMA/7297

Strategy
FIL/USDT/120/DCM/VWMA/7297
Pair
FIL_USDT
Interval
2h
Score
394094
Daily Profit
0.351329
Profit Factor
1.864375
Profitability
39.316239
Streak
28.633320
Best Strategy
Training Data Length
1816.580000
Evaluation Time
2025-10-06 20:11
Expiration Time
2025-12-11 03:31

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 638217.7567 363327.1064 274890.6503 2856980.5044 -318517.7344 3175498.2389
Total P&L (%) 638.2178 363.3271 274.8907 2856.9805 -318.5177 3175.4982
Avg Daily Profit (%) 0.3513 0.2 0.1513 0.1866 0 0.1923
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -62993 -63894 -44973 -3187463 -3101830 -1535243
Profit Factor 1.8644 1.8798 1.8448 1.1269 0.9742 1.3118
Total Trades 234 117 117 234 117 117
Winning Trades 92 44 48 92 44 48
Losing Trades 142 73 69 142 73 69
Profitability (%) 39.3162 37.6068 41.0256 39.3162 37.6068 41.0256
Ratio Avg Win / Avg Loss 2.8776 3.1188 2.6519 1.7394 1.6162 1.8858
Largest Winning Trade 241899 241899 61871 2055319 2055319 1242848
Largest Losing Trade -17858 -17858 -16169 -816536 -722812 -816536
Avg Bars in Trades 92 73 111 92 73 111
Avg Bars in Winners 156 118 191 156 118 191
Avg Bars in Losers 50 46 55 50 46 55
Bars Traded 21574 8555 13019 21574 8555 13019
Profit Streak 28.6333 28.8833 28.6333 28.6333 28.8833 28.6333
Trades During Streak 2 1 1 2 1 1
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 394094 240007 270458 -73777 -582522 217651
Evaluation Data
{
    "trading_pair": "FIL_USDT",
    "interval": "2h",
    "packets": 25000,
    "actual_packets": 21799,
    "evaluation_days": 1816.58,
    "actual_first_datapoint_time": 1602777600000,
    "first_datapoint_time": 1603879200000,
    "last_datapoint_time": 1759766400000,
    "evaluation_time": 1759770718833,
    "expiration_time": 1765416700800,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "dcm",
        "factors": {
            "length": 154,
            "offset": 0
        }
    },
    "second_band": {
        "type": "vwma",
        "factors": {
            "length": 27,
            "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": [
        [
            638217.7566813787,
            363327.1064270279,
            274890.650254351,
            2856980.504439981,
            -318517.7344254029,
            3175498.238865386
        ],
        [
            638.217757,
            363.327106,
            274.89065,
            2856.980504,
            -318.517734,
            3175.498239
        ],
        [
            0.351329,
            0.200006,
            0.151323,
            0.18661,
            0,
            0.192252
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -62993,
            -63894,
            -44973,
            -3187463,
            -3101830,
            -1535243
        ],
        [
            1.864375,
            1.879818,
            1.844775,
            1.126944,
            0.974152,
            1.311836
        ],
        [
            234,
            117,
            117,
            234,
            117,
            117
        ],
        [
            92,
            44,
            48,
            92,
            44,
            48
        ],
        [
            142,
            73,
            69,
            142,
            73,
            69
        ],
        [
            39.316239,
            37.606838,
            41.025641,
            39.316239,
            37.606838,
            41.025641
        ],
        [
            2.877622,
            3.11879,
            2.651864,
            1.739413,
            1.616206,
            1.885764
        ],
        [
            241899,
            241899,
            61871,
            2055319,
            2055319,
            1242848
        ],
        [
            -17858,
            -17858,
            -16169,
            -816536,
            -722812,
            -816536
        ],
        [
            92,
            73,
            111,
            92,
            73,
            111
        ],
        [
            156,
            118,
            191,
            156,
            118,
            191
        ],
        [
            50,
            46,
            55,
            50,
            46,
            55
        ],
        [
            21574,
            8555,
            13019,
            21574,
            8555,
            13019
        ],
        [
            28.63332,
            28.88332,
            28.63332,
            28.63332,
            28.88332,
            28.63332
        ],
        [
            2,
            1,
            1,
            2,
            1,
            1
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            394094,
            240007,
            270458,
            -73777,
            -582522,
            217651
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "FIL_USDT",
    "interval": "2h",
    "packets": 25000,
    "actual_packets": 21799,
    "evaluation_days": 1816.58,
    "actual_first_datapoint_time": 1602777600000,
    "first_datapoint_time": 1603879200000,
    "last_datapoint_time": 1759766400000,
    "evaluation_time": 1759770718833,
    "expiration_time": 1765416700800,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "dcm",
        "factors": {
            "length": 154,
            "offset": 0
        }
    },
    "second_band": {
        "type": "vwma",
        "factors": {
            "length": 27,
            "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)