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Trade: FIL/USDT/120/DCM/VWMA/6059

Strategy
FIL/USDT/120/DCM/VWMA/6059
Pair
FIL_USDT
Interval
2h
Score
390049
Daily Profit
0.333465
Profit Factor
1.789768
Profitability
39.361702
Streak
50.801597
Best Strategy
Training Data Length
1817.170000
Evaluation Time
2025-10-07 10:14
Expiration Time
2025-12-11 18:01

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 605963.0228 358100.5155 247862.5073 1572609.5205 -355542.108 1928151.6285
Total P&L (%) 605.963 358.1005 247.8625 1572.6095 -355.5421 1928.1516
Avg Daily Profit (%) 0.3335 0.1971 0.1364 0.1551 0 0.1658
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -102566 -83580 -61745 -4362225 -3493808 -1690700
Profit Factor 1.7898 1.835 1.7324 1.0961 0.958 1.2436
Total Trades 188 94 94 188 94 94
Winning Trades 74 31 43 74 31 43
Losing Trades 114 63 51 114 63 51
Profitability (%) 39.3617 32.9787 45.7447 39.3617 32.9787 45.7447
Ratio Avg Win / Avg Loss 2.7572 3.7292 2.0547 1.6885 1.9468 1.475
Largest Winning Trade 270624 270624 62596 1949963 1949963 1360687
Largest Losing Trade -24718 -24718 -21777 -702337 -578661 -702337
Avg Bars in Trades 113 89 136 113 89 136
Avg Bars in Winners 190 147 220 190 147 220
Avg Bars in Losers 63 60 65 63 60 65
Bars Traded 21288 8425 12863 21288 8425 12863
Profit Streak 50.8016 50.8016 58.3016 50.8016 50.8016 58.3016
Trades During Streak 3 1 2 3 1 2
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 390049 169901 -8635 -107837 -584358 234177
Evaluation Data
{
    "trading_pair": "FIL_USDT",
    "interval": "2h",
    "packets": 25000,
    "actual_packets": 21806,
    "evaluation_days": 1817.17,
    "actual_first_datapoint_time": 1602777600000,
    "first_datapoint_time": 1604023200000,
    "last_datapoint_time": 1759816800000,
    "evaluation_time": 1759821258034,
    "expiration_time": 1765468915200,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "dcm",
        "factors": {
            "length": 174,
            "offset": 0
        }
    },
    "second_band": {
        "type": "vwma",
        "factors": {
            "length": 37,
            "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": [
        [
            605963.0228025102,
            358100.5155061982,
            247862.5072963127,
            1572609.5205255395,
            -355542.1079641896,
            1928151.6284897297
        ],
        [
            605.963023,
            358.100516,
            247.862507,
            1572.609521,
            -355.542108,
            1928.151628
        ],
        [
            0.333465,
            0.197065,
            0.1364,
            0.15514,
            0,
            0.165763
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -102566,
            -83580,
            -61745,
            -4362225,
            -3493808,
            -1690700
        ],
        [
            1.789768,
            1.835013,
            1.73243,
            1.096057,
            0.957954,
            1.243589
        ],
        [
            188,
            94,
            94,
            188,
            94,
            94
        ],
        [
            74,
            31,
            43,
            74,
            31,
            43
        ],
        [
            114,
            63,
            51,
            114,
            63,
            51
        ],
        [
            39.361702,
            32.978723,
            45.744681,
            39.361702,
            32.978723,
            45.744681
        ],
        [
            2.75721,
            3.72922,
            2.054743,
            1.68852,
            1.94681,
            1.474954
        ],
        [
            270624,
            270624,
            62596,
            1949963,
            1949963,
            1360687
        ],
        [
            -24718,
            -24718,
            -21777,
            -702337,
            -578661,
            -702337
        ],
        [
            113,
            89,
            136,
            113,
            89,
            136
        ],
        [
            190,
            147,
            220,
            190,
            147,
            220
        ],
        [
            63,
            60,
            65,
            63,
            60,
            65
        ],
        [
            21288,
            8425,
            12863,
            21288,
            8425,
            12863
        ],
        [
            50.801597,
            50.801598,
            58.301597,
            50.801598,
            50.801598,
            58.301598
        ],
        [
            3,
            1,
            2,
            3,
            1,
            2
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            390049,
            169901,
            -8635,
            -107837,
            -584358,
            234177
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "FIL_USDT",
    "interval": "2h",
    "packets": 25000,
    "actual_packets": 21806,
    "evaluation_days": 1817.17,
    "actual_first_datapoint_time": 1602777600000,
    "first_datapoint_time": 1604023200000,
    "last_datapoint_time": 1759816800000,
    "evaluation_time": 1759821258034,
    "expiration_time": 1765468915200,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "dcm",
        "factors": {
            "length": 174,
            "offset": 0
        }
    },
    "second_band": {
        "type": "vwma",
        "factors": {
            "length": 37,
            "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)