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Trade: FIL/USDT/240/VWMA/PWMA/3920

Strategy
FIL/USDT/240/VWMA/PWMA/3920
Pair
FIL_USDT
Interval
4h
Score
426066
Daily Profit
0.278752
Profit Factor
1.555686
Profitability
51.914894
Streak
0.000000
Best Strategy
Training Data Length
1816.830000
Evaluation Time
2025-10-06 15:14
Expiration Time
2025-11-29 22:07

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 506444.1974 289990.4457 216453.7517 549520.7183 264577.4007 284943.3176
Total P&L (%) 506.4442 289.9904 216.4538 549.5207 264.5774 284.9433
Avg Daily Profit (%) 0.2788 0.1596 0.1191 0.103 0.0712 0.0742
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -137598 -68794 -92537 -2825859 -1054062 -2700290
Profit Factor 1.5557 1.6494 1.4656 1.0512 1.0576 1.0465
Total Trades 235 118 117 235 118 117
Winning Trades 122 55 67 122 55 67
Losing Trades 113 63 50 113 63 50
Profitability (%) 51.9149 46.6102 57.265 51.9149 46.6102 57.265
Ratio Avg Win / Avg Loss 1.4409 1.8893 1.0938 0.9737 1.2114 0.7809
Largest Winning Trade 118114 118114 73298 1242557 1168748 1242557
Largest Losing Trade -66439 -27418 -66439 -2189539 -671245 -2189539
Avg Bars in Trades 45 33 57 45 33 57
Avg Bars in Winners 52 36 65 52 36 65
Avg Bars in Losers 38 31 46 38 31 46
Bars Traded 10680 3989 6690 10680 3989 6690
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 426066 318264 -32161 -219390 -256610 -264244
Evaluation Data
{
    "trading_pair": "FIL_USDT",
    "interval": "4h",
    "packets": 25000,
    "actual_packets": 10901,
    "evaluation_days": 1816.83,
    "actual_first_datapoint_time": 1602777600000,
    "first_datapoint_time": 1604563200000,
    "last_datapoint_time": 1759737600000,
    "evaluation_time": 1759752878659,
    "expiration_time": 1764446832000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "vwma",
        "factors": {
            "length": 125,
            "offset": 0
        }
    },
    "second_band": {
        "type": "pwma",
        "factors": {
            "length": 45,
            "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": [
        [
            506444.1973575755,
            289990.4456555176,
            216453.7517020571,
            549520.7182642343,
            264577.4006693824,
            284943.317594851
        ],
        [
            506.444197,
            289.990446,
            216.453752,
            549.520718,
            264.577401,
            284.943318
        ],
        [
            0.278752,
            0.159613,
            0.119138,
            0.103038,
            0.071225,
            0.074219
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -137598,
            -68794,
            -92537,
            -2825859,
            -1054062,
            -2700290
        ],
        [
            1.555686,
            1.649422,
            1.465643,
            1.05121,
            1.057559,
            1.046453
        ],
        [
            235,
            118,
            117,
            235,
            118,
            117
        ],
        [
            122,
            55,
            67,
            122,
            55,
            67
        ],
        [
            113,
            63,
            50,
            113,
            63,
            50
        ],
        [
            51.914894,
            46.610169,
            57.264957,
            51.914894,
            46.610169,
            57.264957
        ],
        [
            1.440922,
            1.889337,
            1.093763,
            0.973662,
            1.211386,
            0.780935
        ],
        [
            118114,
            118114,
            73298,
            1242557,
            1168748,
            1242557
        ],
        [
            -66439,
            -27418,
            -66439,
            -2189539,
            -671245,
            -2189539
        ],
        [
            45,
            33,
            57,
            45,
            33,
            57
        ],
        [
            52,
            36,
            65,
            52,
            36,
            65
        ],
        [
            38,
            31,
            46,
            38,
            31,
            46
        ],
        [
            10680,
            3989,
            6690,
            10680,
            3989,
            6690
        ],
        [
            0,
            0,
            0,
            0,
            0,
            0
        ],
        [
            0,
            0,
            0,
            0,
            0,
            0
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            426066,
            318264,
            -32161,
            -219390,
            -256610,
            -264244
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "FIL_USDT",
    "interval": "4h",
    "packets": 25000,
    "actual_packets": 10901,
    "evaluation_days": 1816.83,
    "actual_first_datapoint_time": 1602777600000,
    "first_datapoint_time": 1604563200000,
    "last_datapoint_time": 1759737600000,
    "evaluation_time": 1759752878659,
    "expiration_time": 1764446832000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "vwma",
        "factors": {
            "length": 125,
            "offset": 0
        }
    },
    "second_band": {
        "type": "pwma",
        "factors": {
            "length": 45,
            "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)