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Trade: FIL/USDT/240/VWMA/DEMA/2682

Strategy
FIL/USDT/240/VWMA/DEMA/2682
Pair
FIL_USDT
Interval
4h
Score
398544
Daily Profit
0.179115
Profit Factor
1.607268
Profitability
51.612903
Streak
0.000000
Best Strategy
Training Data Length
1816.500000
Evaluation Time
2025-10-06 04:27
Expiration Time
2025-11-29 13:52

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 716271.7092 479190.9009 237080.8084 1736940.0027 -743943.1359 2480883.1386
Total P&L (%) 716.2717 479.1909 237.0808 1736.94 -743.9431 2480.8831
Avg Daily Profit (%) 0.3943 0.2638 0.1305 0.1604 0 0.1791
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -88497 -77965 -52647 -2654894 -2751357 -1623617
Profit Factor 2.7778 2.9552 2.5022 1.1566 0.8938 1.6073
Total Trades 63 32 31 63 32 31
Winning Trades 26 10 16 26 10 16
Losing Trades 37 22 15 37 22 15
Profitability (%) 41.2698 31.25 51.6129 41.2698 31.25 51.6129
Ratio Avg Win / Avg Loss 3.953 6.5015 2.3458 1.6459 1.9665 1.5068
Largest Winning Trade 450035 450035 67262 1455535 1455535 1058736
Largest Losing Trade -36973 -36973 -24351 -1465499 -1465499 -719567
Avg Bars in Trades 167 104 231 167 104 231
Avg Bars in Winners 291 203 346 291 203 346
Avg Bars in Losers 79 59 109 79 59 109
Bars Traded 10536 3345 7191 10536 3345 7191
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 -139672 233496 -13847 -194160 -585324 398544
Evaluation Data
{
    "trading_pair": "FIL_USDT",
    "interval": "4h",
    "packets": 25000,
    "actual_packets": 10899,
    "evaluation_days": 1816.5,
    "actual_first_datapoint_time": 1602777600000,
    "first_datapoint_time": 1605643200000,
    "last_datapoint_time": 1759708800000,
    "evaluation_time": 1759714059947,
    "expiration_time": 1764417168000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "vwma",
        "factors": {
            "length": 200,
            "offset": 0
        }
    },
    "second_band": {
        "type": "dema",
        "factors": {
            "length": 99,
            "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": [
        [
            716271.7092343491,
            479190.9008552413,
            237080.8083791075,
            1736940.002683008,
            -743943.1359158875,
            2480883.138598896
        ],
        [
            716.271709,
            479.190901,
            237.080808,
            1736.940003,
            -743.943136,
            2480.883139
        ],
        [
            0.394314,
            0.263799,
            0.130515,
            0.160364,
            0,
            0.179115
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -88497,
            -77965,
            -52647,
            -2654894,
            -2751357,
            -1623617
        ],
        [
            2.777789,
            2.955249,
            2.502213,
            1.156572,
            0.893847,
            1.607268
        ],
        [
            63,
            32,
            31,
            63,
            32,
            31
        ],
        [
            26,
            10,
            16,
            26,
            10,
            16
        ],
        [
            37,
            22,
            15,
            37,
            22,
            15
        ],
        [
            41.269841,
            31.25,
            51.612903,
            41.269841,
            31.25,
            51.612903
        ],
        [
            3.953007,
            6.501547,
            2.345825,
            1.645891,
            1.966464,
            1.506814
        ],
        [
            450035,
            450035,
            67262,
            1455535,
            1455535,
            1058736
        ],
        [
            -36973,
            -36973,
            -24351,
            -1465499,
            -1465499,
            -719567
        ],
        [
            167,
            104,
            231,
            167,
            104,
            231
        ],
        [
            291,
            203,
            346,
            291,
            203,
            346
        ],
        [
            79,
            59,
            109,
            79,
            59,
            109
        ],
        [
            10536,
            3345,
            7191,
            10536,
            3345,
            7191
        ],
        [
            0,
            0,
            0,
            0,
            0,
            0
        ],
        [
            0,
            0,
            0,
            0,
            0,
            0
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            -139672,
            233496,
            -13847,
            -194160,
            -585324,
            398544
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "FIL_USDT",
    "interval": "4h",
    "packets": 25000,
    "actual_packets": 10899,
    "evaluation_days": 1816.5,
    "actual_first_datapoint_time": 1602777600000,
    "first_datapoint_time": 1605643200000,
    "last_datapoint_time": 1759708800000,
    "evaluation_time": 1759714059947,
    "expiration_time": 1764417168000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "vwma",
        "factors": {
            "length": 200,
            "offset": 0
        }
    },
    "second_band": {
        "type": "dema",
        "factors": {
            "length": 99,
            "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)