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Trade: FIL/USDT/15/VWMA/RMA/4365

Strategy
FIL/USDT/15/VWMA/RMA/4365
Pair
FIL_USDT
Interval
15m
Score
401297
Daily Profit
0.421922
Profit Factor
1.696881
Profitability
73.831776
Streak
2.578955
Best Strategy
Training Data Length
260.420000
Evaluation Time
2025-10-02 09:23
Expiration Time
2025-12-16 08:15

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 109876.9618 19159.1843 90717.7775 154565.117 41163.519 113401.598
Total P&L (%) 109.877 19.1592 90.7178 154.5651 41.1635 113.4016
Avg Daily Profit (%) 0.4219 0.0736 0.3484 0.3594 0.1325 0.2915
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -30637 -28745 -21014 -58921 -30339 -42914
Profit Factor 1.6969 1.1836 2.7007 1.6337 1.2805 2.1671
Total Trades 107 54 53 107 54 53
Winning Trades 79 38 41 79 38 41
Losing Trades 28 16 12 28 16 12
Profitability (%) 73.8318 70.3704 77.3585 73.8318 70.3704 77.3585
Ratio Avg Win / Avg Loss 0.6014 0.4984 0.7904 0.579 0.5392 0.6343
Largest Winning Trade 10728 8622 10728 14097 14097 13930
Largest Losing Trade -25423 -25423 -15647 -30339 -30339 -22905
Avg Bars in Trades 229 253 205 229 253 205
Avg Bars in Winners 152 151 152 152 151 152
Avg Bars in Losers 448 496 384 448 496 384
Bars Traded 24562 13695 10867 24562 13695 10867
Profit Streak 2.579 2.579 17.2456 2.579 2.579 17.2456
Trades During Streak 2 1 2 2 1 2
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 401297 -302699 -165573 377684 -200354 -167088
Evaluation Data
{
    "trading_pair": "FIL_USDT",
    "interval": "15m",
    "packets": 25000,
    "actual_packets": 25000,
    "evaluation_days": 260.42,
    "actual_first_datapoint_time": 1736886600000,
    "first_datapoint_time": 1737032400000,
    "last_datapoint_time": 1759385700000,
    "evaluation_time": 1759386221752,
    "expiration_time": 1765865700000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "vwma",
        "factors": {
            "length": 111,
            "offset": 0
        }
    },
    "second_band": {
        "type": "rma",
        "factors": {
            "length": 163,
            "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": [
        [
            109876.9618146202,
            19159.1843184181,
            90717.777496202,
            154565.1170171193,
            41163.518990517,
            113401.5980266024
        ],
        [
            109.876962,
            19.159184,
            90.717777,
            154.565117,
            41.163519,
            113.401598
        ],
        [
            0.421922,
            0.07357,
            0.348352,
            0.359444,
            0.132469,
            0.291494
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -30637,
            -28745,
            -21014,
            -58921,
            -30339,
            -42914
        ],
        [
            1.696881,
            1.183645,
            2.700663,
            1.633713,
            1.280523,
            2.167098
        ],
        [
            107,
            54,
            53,
            107,
            54,
            53
        ],
        [
            79,
            38,
            41,
            79,
            38,
            41
        ],
        [
            28,
            16,
            12,
            28,
            16,
            12
        ],
        [
            73.831776,
            70.37037,
            77.358491,
            73.831776,
            70.37037,
            77.358491
        ],
        [
            0.601426,
            0.498377,
            0.790438,
            0.579038,
            0.539168,
            0.634272
        ],
        [
            10728,
            8622,
            10728,
            14097,
            14097,
            13930
        ],
        [
            -25423,
            -25423,
            -15647,
            -30339,
            -30339,
            -22905
        ],
        [
            229,
            253,
            205,
            229,
            253,
            205
        ],
        [
            152,
            151,
            152,
            152,
            151,
            152
        ],
        [
            448,
            496,
            384,
            448,
            496,
            384
        ],
        [
            24562,
            13695,
            10867,
            24562,
            13695,
            10867
        ],
        [
            2.578955,
            2.578955,
            17.245622,
            2.578955,
            2.578955,
            17.245622
        ],
        [
            2,
            1,
            2,
            2,
            1,
            2
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            401297,
            -302699,
            -165573,
            377684,
            -200354,
            -167088
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "FIL_USDT",
    "interval": "15m",
    "packets": 25000,
    "actual_packets": 25000,
    "evaluation_days": 260.42,
    "actual_first_datapoint_time": 1736886600000,
    "first_datapoint_time": 1737032400000,
    "last_datapoint_time": 1759385700000,
    "evaluation_time": 1759386221752,
    "expiration_time": 1765865700000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "vwma",
        "factors": {
            "length": 111,
            "offset": 0
        }
    },
    "second_band": {
        "type": "rma",
        "factors": {
            "length": 163,
            "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)