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Trade: FIL/USDT/240/VWMA/WMA/6828

Strategy
FIL/USDT/240/VWMA/WMA/6828
Pair
FIL_USDT
Interval
4h
Score
412197
Daily Profit
0.172565
Profit Factor
3.132116
Profitability
45.161290
Streak
0.000000
Best Strategy
Training Data Length
1809.170000
Evaluation Time
2025-09-28 21:59
Expiration Time
2025-11-22 00:36

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 458718.6779 312199.3374 146519.3406 141199.9054 53331.4498 87868.4556
Total P&L (%) 458.7187 312.1993 146.5193 141.1999 53.3315 87.8685
Avg Daily Profit (%) 0.2536 0.1726 0.081 0.0487 0.0236 0.0349
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -111649 -71584 -111618 -1463000 -417566 -1720724
Profit Factor 1.9792 3.1321 1.455 1.0343 1.0489 1.029
Total Trades 61 31 30 61 31 30
Winning Trades 30 14 16 30 14 16
Losing Trades 31 17 14 31 17 14
Profitability (%) 49.1803 45.1613 53.3333 49.1803 45.1613 53.3333
Ratio Avg Win / Avg Loss 2.0452 3.8033 1.2731 1.0687 1.2737 0.9004
Largest Winning Trade 290359 290359 65461 569041 363344 569041
Largest Losing Trade -62451 -20899 -62451 -1032249 -283146 -1032249
Avg Bars in Trades 166 83 252 166 83 252
Avg Bars in Winners 233 83 364 233 83 364
Avg Bars in Losers 101 83 123 101 83 123
Bars Traded 10153 2592 7561 10153 2592 7561
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 -154479 412197 -83407 -477065 -331074 -336247
Evaluation Data
{
    "trading_pair": "FIL_USDT",
    "interval": "4h",
    "packets": 25000,
    "actual_packets": 10855,
    "evaluation_days": 1809.17,
    "actual_first_datapoint_time": 1602777600000,
    "first_datapoint_time": 1606060800000,
    "last_datapoint_time": 1759075200000,
    "evaluation_time": 1759085949852,
    "expiration_time": 1763764560000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "vwma",
        "factors": {
            "length": 229,
            "offset": 0
        }
    },
    "second_band": {
        "type": "wma",
        "factors": {
            "length": 195,
            "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": [
        [
            458718.6779242905,
            312199.3373740966,
            146519.3405501946,
            141199.9053533638,
            53331.4497808503,
            87868.4555725133
        ],
        [
            458.718678,
            312.199337,
            146.519341,
            141.199905,
            53.33145,
            87.868456
        ],
        [
            0.253552,
            0.172565,
            0.080987,
            0.048678,
            0.023629,
            0.03486
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -111649,
            -71584,
            -111618,
            -1463000,
            -417566,
            -1720724
        ],
        [
            1.97923,
            3.132116,
            1.454999,
            1.034257,
            1.048897,
            1.028989
        ],
        [
            61,
            31,
            30,
            61,
            31,
            30
        ],
        [
            30,
            14,
            16,
            30,
            14,
            16
        ],
        [
            31,
            17,
            14,
            31,
            17,
            14
        ],
        [
            49.180328,
            45.16129,
            53.333333,
            49.180328,
            45.16129,
            53.333333
        ],
        [
            2.045205,
            3.803284,
            1.273124,
            1.068732,
            1.273661,
            0.900365
        ],
        [
            290359,
            290359,
            65461,
            569041,
            363344,
            569041
        ],
        [
            -62451,
            -20899,
            -62451,
            -1032249,
            -283146,
            -1032249
        ],
        [
            166,
            83,
            252,
            166,
            83,
            252
        ],
        [
            233,
            83,
            364,
            233,
            83,
            364
        ],
        [
            101,
            83,
            123,
            101,
            83,
            123
        ],
        [
            10153,
            2592,
            7561,
            10153,
            2592,
            7561
        ],
        [
            0,
            0,
            0,
            0,
            0,
            0
        ],
        [
            0,
            0,
            0,
            0,
            0,
            0
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            -154479,
            412197,
            -83407,
            -477065,
            -331074,
            -336247
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "FIL_USDT",
    "interval": "4h",
    "packets": 25000,
    "actual_packets": 10855,
    "evaluation_days": 1809.17,
    "actual_first_datapoint_time": 1602777600000,
    "first_datapoint_time": 1606060800000,
    "last_datapoint_time": 1759075200000,
    "evaluation_time": 1759085949852,
    "expiration_time": 1763764560000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "vwma",
        "factors": {
            "length": 229,
            "offset": 0
        }
    },
    "second_band": {
        "type": "wma",
        "factors": {
            "length": 195,
            "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)