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Trade: FIL/USDT/720/VWMA/HWMA/6837

Strategy
FIL/USDT/720/VWMA/HWMA/6837
Pair
FIL_USDT
Interval
12h
Score
504420
Daily Profit
0.388040
Profit Factor
1.930408
Profitability
45.394737
Streak
47.999211
Best Strategy
Training Data Length
1819.500000
Evaluation Time
2025-10-09 02:58
Expiration Time
2025-12-02 04:02

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 706039.366 453088.9214 252950.4446 841203.0634 119412.2547 721790.8087
Total P&L (%) 706.0394 453.0889 252.9504 841.2031 119.4123 721.7908
Avg Daily Profit (%) 0.388 0.249 0.139 0.1233 0.0432 0.1158
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -149064 -138596 -82129 -1589306 -1620396 -1397123
Profit Factor 1.9304 2.0116 1.8135 1.1255 1.0327 1.2365
Total Trades 152 76 76 152 76 76
Winning Trades 69 28 41 69 28 41
Losing Trades 83 48 35 83 48 35
Profitability (%) 45.3947 36.8421 53.9474 45.3947 36.8421 53.9474
Ratio Avg Win / Avg Loss 2.3221 3.4484 1.5481 1.3539 1.7704 1.0555
Largest Winning Trade 323803 323803 47633 747165 747165 349247
Largest Losing Trade -79015 -29604 -79015 -1389491 -417295 -1389491
Avg Bars in Trades 23 22 24 23 22 24
Avg Bars in Winners 29 31 28 29 31 28
Avg Bars in Losers 18 18 19 18 18 19
Bars Traded 3600 1741 1859 3600 1741 1859
Profit Streak 47.9992 47.9992 97.4992 47.9992 47.9992 97.4992
Trades During Streak 3 1 3 3 1 3
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 504420 -41873 -51314 -109758 -372377 -85565
Evaluation Data
{
    "trading_pair": "FIL_USDT",
    "interval": "12h",
    "packets": 25000,
    "actual_packets": 3639,
    "evaluation_days": 1819.5,
    "actual_first_datapoint_time": 1602763200000,
    "first_datapoint_time": 1603152000000,
    "last_datapoint_time": 1759924800000,
    "evaluation_time": 1759967931800,
    "expiration_time": 1764640944000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "vwma",
        "factors": {
            "length": 10,
            "offset": 0
        }
    },
    "second_band": {
        "type": "hwma",
        "factors": {
            "length": 0,
            "offset": 0,
            "na": 0.2,
            "nb": 0.1,
            "nc": 0.1
        }
    }
}
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": [
        [
            706039.3659538166,
            453088.9213698034,
            252950.4445840132,
            841203.0633525455,
            119412.2546585707,
            721790.8086939738
        ],
        [
            706.039366,
            453.088921,
            252.950445,
            841.203063,
            119.412255,
            721.790809
        ],
        [
            0.38804,
            0.249018,
            0.139022,
            0.123296,
            0.043196,
            0.11583
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -149064,
            -138596,
            -82129,
            -1589306,
            -1620396,
            -1397123
        ],
        [
            1.930408,
            2.01158,
            1.813483,
            1.125512,
            1.032715,
            1.236493
        ],
        [
            152,
            76,
            76,
            152,
            76,
            76
        ],
        [
            69,
            28,
            41,
            69,
            28,
            41
        ],
        [
            83,
            48,
            35,
            83,
            48,
            35
        ],
        [
            45.394737,
            36.842105,
            53.947368,
            45.394737,
            36.842105,
            53.947368
        ],
        [
            2.322084,
            3.448422,
            1.548096,
            1.353877,
            1.770368,
            1.055543
        ],
        [
            323803,
            323803,
            47633,
            747165,
            747165,
            349247
        ],
        [
            -79015,
            -29604,
            -79015,
            -1389491,
            -417295,
            -1389491
        ],
        [
            23,
            22,
            24,
            23,
            22,
            24
        ],
        [
            29,
            31,
            28,
            29,
            31,
            28
        ],
        [
            18,
            18,
            19,
            18,
            18,
            19
        ],
        [
            3600,
            1741,
            1859,
            3600,
            1741,
            1859
        ],
        [
            47.999211,
            47.999211,
            97.499211,
            47.999211,
            47.999211,
            97.499211
        ],
        [
            3,
            1,
            3,
            3,
            1,
            3
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            504420,
            -41873,
            -51314,
            -109758,
            -372377,
            -85565
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "FIL_USDT",
    "interval": "12h",
    "packets": 25000,
    "actual_packets": 3639,
    "evaluation_days": 1819.5,
    "actual_first_datapoint_time": 1602763200000,
    "first_datapoint_time": 1603152000000,
    "last_datapoint_time": 1759924800000,
    "evaluation_time": 1759967931800,
    "expiration_time": 1764640944000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "vwma",
        "factors": {
            "length": 10,
            "offset": 0
        }
    },
    "second_band": {
        "type": "hwma",
        "factors": {
            "length": 0,
            "offset": 0,
            "na": 0.2,
            "nb": 0.1,
            "nc": 0.1
        }
    }
}

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)