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Trade: FIL/USDT/120/VWMA/ZLMA/4090

Strategy
FIL/USDT/120/VWMA/ZLMA/4090
Pair
FIL_USDT
Interval
2h
Score
377658
Daily Profit
0.376134
Profit Factor
2.040383
Profitability
36.708861
Streak
52.409396
Best Strategy
Training Data Length
1819.420000
Evaluation Time
2025-10-09 16:49
Expiration Time
2025-12-14 01:58

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 684345.819 412119.1329 272226.6861 3081194.8865 -84403.8076 3165598.6941
Total P&L (%) 684.3458 412.1191 272.2267 3081.1949 -84.4038 3165.5987
Avg Daily Profit (%) 0.3761 0.2265 0.1496 0.1903 -0.1021 0.1918
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -98956 -80415 -55936 -6307653 -5349745 -2131660
Profit Factor 2.0404 2.1082 1.9521 1.1517 0.9922 1.3335
Total Trades 158 79 79 158 79 79
Winning Trades 58 21 37 58 21 37
Losing Trades 100 58 42 100 58 42
Profitability (%) 36.7089 26.5823 46.8354 36.7089 26.5823 46.8354
Ratio Avg Win / Avg Loss 3.5179 5.8228 2.2159 1.9856 2.7404 1.5137
Largest Winning Trade 278288 278288 74160 3212686 3212686 2118374
Largest Losing Trade -18326 -17029 -18326 -1289022 -976101 -1289022
Avg Bars in Trades 135 107 164 135 107 164
Avg Bars in Winners 251 223 267 251 223 267
Avg Bars in Losers 69 65 74 69 65 74
Bars Traded 21487 8476 13011 21487 8476 13011
Profit Streak 52.4094 52.4094 52.9927 52.4094 52.4094 52.9927
Trades During Streak 3 1 2 3 1 2
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 377658 -37379 -16804 -47564 -627236 -17835
Evaluation Data
{
    "trading_pair": "FIL_USDT",
    "interval": "2h",
    "packets": 25000,
    "actual_packets": 21833,
    "evaluation_days": 1819.42,
    "actual_first_datapoint_time": 1602777600000,
    "first_datapoint_time": 1604203200000,
    "last_datapoint_time": 1760011200000,
    "evaluation_time": 1760017771836,
    "expiration_time": 1765670313600,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "vwma",
        "factors": {
            "length": 199,
            "offset": 0
        }
    },
    "second_band": {
        "type": "zlma",
        "factors": {
            "length": 76,
            "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": [
        [
            684345.8190021525,
            412119.1328799954,
            272226.6861221571,
            3081194.88648663,
            -84403.8076371058,
            3165598.694123734
        ],
        [
            684.345819,
            412.119133,
            272.226686,
            3081.194886,
            -84.403808,
            3165.598694
        ],
        [
            0.376134,
            0.226511,
            0.149623,
            0.190343,
            -0.102076,
            0.191785
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -98956,
            -80415,
            -55936,
            -6307653,
            -5349745,
            -2131660
        ],
        [
            2.040383,
            2.10824,
            1.952126,
            1.151661,
            0.992203,
            1.333517
        ],
        [
            158,
            79,
            79,
            158,
            79,
            79
        ],
        [
            58,
            21,
            37,
            58,
            21,
            37
        ],
        [
            100,
            58,
            42,
            100,
            58,
            42
        ],
        [
            36.708861,
            26.582278,
            46.835443,
            36.708861,
            26.582278,
            46.835443
        ],
        [
            3.517901,
            5.822757,
            2.215927,
            1.985622,
            2.740369,
            1.513722
        ],
        [
            278288,
            278288,
            74160,
            3212686,
            3212686,
            2118374
        ],
        [
            -18326,
            -17029,
            -18326,
            -1289022,
            -976101,
            -1289022
        ],
        [
            135,
            107,
            164,
            135,
            107,
            164
        ],
        [
            251,
            223,
            267,
            251,
            223,
            267
        ],
        [
            69,
            65,
            74,
            69,
            65,
            74
        ],
        [
            21487,
            8476,
            13011,
            21487,
            8476,
            13011
        ],
        [
            52.409396,
            52.409396,
            52.992729,
            52.409396,
            52.409396,
            52.99273
        ],
        [
            3,
            1,
            2,
            3,
            1,
            2
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            377658,
            -37379,
            -16804,
            -47564,
            -627236,
            -17835
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "FIL_USDT",
    "interval": "2h",
    "packets": 25000,
    "actual_packets": 21833,
    "evaluation_days": 1819.42,
    "actual_first_datapoint_time": 1602777600000,
    "first_datapoint_time": 1604203200000,
    "last_datapoint_time": 1760011200000,
    "evaluation_time": 1760017771836,
    "expiration_time": 1765670313600,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "vwma",
        "factors": {
            "length": 199,
            "offset": 0
        }
    },
    "second_band": {
        "type": "zlma",
        "factors": {
            "length": 76,
            "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)