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Trade: FIL/USDT/240/VWMA/HILO/1721

Strategy
FIL/USDT/240/VWMA/HILO/1721
Pair
FIL_USDT
Interval
4h
Score
408023
Daily Profit
0.384843
Profit Factor
1.850570
Profitability
42.194093
Streak
0.000000
Best Strategy
Training Data Length
1813.830000
Evaluation Time
2025-10-03 12:15
Expiration Time
2025-11-26 19:57

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 698039.4274 445446.4345 252592.9929 1479255.0483 -1090570.8093 2569825.8576
Total P&L (%) 698.0394 445.4464 252.593 1479.255 -1090.5708 2569.8259
Avg Daily Profit (%) 0.3848 0.2456 0.1393 0.1523 0 0.1813
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -108672 -76022 -72233 -3611761 -2258366 -2729937
Profit Factor 1.8506 2.0876 1.6144 1.0867 0.8709 1.298
Total Trades 237 119 118 237 119 118
Winning Trades 100 44 56 100 44 56
Losing Trades 137 75 62 137 75 62
Profitability (%) 42.1941 36.9748 47.4576 42.1941 36.9748 47.4576
Ratio Avg Win / Avg Loss 2.5353 3.5584 1.7874 1.4887 1.4845 1.4371
Largest Winning Trade 352954 352954 65027 1632827 1185789 1632827
Largest Losing Trade -56204 -21246 -56204 -1412190 -784000 -1412190
Avg Bars in Trades 44 31 58 44 31 58
Avg Bars in Winners 67 45 84 67 45 84
Avg Bars in Losers 28 23 34 28 23 34
Bars Traded 10580 3709 6871 10580 3709 6871
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 408023 240357 -5300 -119369 -584414 241918
Evaluation Data
{
    "trading_pair": "FIL_USDT",
    "interval": "4h",
    "packets": 25000,
    "actual_packets": 10883,
    "evaluation_days": 1813.83,
    "actual_first_datapoint_time": 1602777600000,
    "first_datapoint_time": 1604289600000,
    "last_datapoint_time": 1759478400000,
    "evaluation_time": 1759482935388,
    "expiration_time": 1764179856000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "vwma",
        "factors": {
            "length": 106,
            "offset": 0
        }
    },
    "second_band": {
        "type": "hilo",
        "factors": {
            "length": 0,
            "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": [
        [
            698039.4273995067,
            445446.4345299712,
            252592.9928695358,
            1479255.0482868454,
            -1090570.809303464,
            2569825.8575903093
        ],
        [
            698.039427,
            445.446435,
            252.592993,
            1479.255048,
            -1090.570809,
            2569.825858
        ],
        [
            0.384843,
            0.245583,
            0.139259,
            0.152255,
            0,
            0.18125
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -108672,
            -76022,
            -72233,
            -3611761,
            -2258366,
            -2729937
        ],
        [
            1.85057,
            2.087614,
            1.614417,
            1.086658,
            0.870895,
            1.298027
        ],
        [
            237,
            119,
            118,
            237,
            119,
            118
        ],
        [
            100,
            44,
            56,
            100,
            44,
            56
        ],
        [
            137,
            75,
            62,
            137,
            75,
            62
        ],
        [
            42.194093,
            36.97479,
            47.457627,
            42.194093,
            36.97479,
            47.457627
        ],
        [
            2.53528,
            3.558433,
            1.78739,
            1.488722,
            1.484481,
            1.437102
        ],
        [
            352954,
            352954,
            65027,
            1632827,
            1185789,
            1632827
        ],
        [
            -56204,
            -21246,
            -56204,
            -1412190,
            -784000,
            -1412190
        ],
        [
            44,
            31,
            58,
            44,
            31,
            58
        ],
        [
            67,
            45,
            84,
            67,
            45,
            84
        ],
        [
            28,
            23,
            34,
            28,
            23,
            34
        ],
        [
            10580,
            3709,
            6871,
            10580,
            3709,
            6871
        ],
        [
            0,
            0,
            0,
            0,
            0,
            0
        ],
        [
            0,
            0,
            0,
            0,
            0,
            0
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            408023,
            240357,
            -5300,
            -119369,
            -584414,
            241918
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "FIL_USDT",
    "interval": "4h",
    "packets": 25000,
    "actual_packets": 10883,
    "evaluation_days": 1813.83,
    "actual_first_datapoint_time": 1602777600000,
    "first_datapoint_time": 1604289600000,
    "last_datapoint_time": 1759478400000,
    "evaluation_time": 1759482935388,
    "expiration_time": 1764179856000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "vwma",
        "factors": {
            "length": 106,
            "offset": 0
        }
    },
    "second_band": {
        "type": "hilo",
        "factors": {
            "length": 0,
            "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)