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Trade: FIL/USDT/360/VWAP/HLC3/9954

Strategy
FIL/USDT/360/VWAP/HLC3/9954
Pair
FIL_USDT
Interval
6h
Score
421362
Daily Profit
0.259824
Profit Factor
1.289215
Profitability
43.843844
Streak
13.095711
Best Strategy
Training Data Length
1817.500000
Evaluation Time
2025-10-06 23:17
Expiration Time
2025-11-30 08:36

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 472229.2643 263433.4447 208795.8196 480111.9207 353278.5861 126833.3347
Total P&L (%) 472.2293 263.4334 208.7958 480.1119 353.2786 126.8333
Avg Daily Profit (%) 0.2598 0.1449 0.1149 0.0968 0.0832 0.0451
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -104125 -101332 -120743 -596762 -275899 -596723
Profit Factor 1.2892 1.3099 1.2668 1.0833 1.1254 1.0431
Total Trades 666 333 333 666 333 333
Winning Trades 292 146 146 292 146 146
Losing Trades 374 187 187 374 187 187
Profitability (%) 43.8438 43.8438 43.8438 43.8438 43.8438 43.8438
Ratio Avg Win / Avg Loss 1.6513 1.6777 1.6225 1.3876 1.4414 1.336
Largest Winning Trade 54779 54779 40160 143714 143714 113827
Largest Losing Trade -56978 -30209 -56978 -415648 -112970 -415648
Avg Bars in Trades 10 11 10 10 11 10
Avg Bars in Winners 14 15 13 14 15 13
Avg Bars in Losers 8 8 8 8 8 8
Bars Traded 7236 3816 3418 7236 3816 3418
Profit Streak 13.0957 13.0957 25.0957 13.0957 13.0957 25.0957
Trades During Streak 2 1 1 2 1 1
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 421362 49798 -39027 -190192 -164804 -306234
Evaluation Data
{
    "trading_pair": "FIL_USDT",
    "interval": "6h",
    "packets": 25000,
    "actual_packets": 7270,
    "evaluation_days": 1817.5,
    "actual_first_datapoint_time": 1602763200000,
    "first_datapoint_time": 1602763200000,
    "last_datapoint_time": 1759773600000,
    "evaluation_time": 1759781869448,
    "expiration_time": 1764484560000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "vwap",
        "factors": {
            "length": 0,
            "offset": 0
        }
    },
    "second_band": {
        "type": "hlc3",
        "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": [
        [
            472229.2643136686,
            263433.4446691968,
            208795.8196444721,
            480111.9207465698,
            353278.5860772077,
            126833.334669362
        ],
        [
            472.229264,
            263.433445,
            208.79582,
            480.111921,
            353.278586,
            126.833335
        ],
        [
            0.259824,
            0.144943,
            0.114881,
            0.096776,
            0.083189,
            0.045075
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -104125,
            -101332,
            -120743,
            -596762,
            -275899,
            -596723
        ],
        [
            1.289215,
            1.309885,
            1.266765,
            1.08333,
            1.125394,
            1.043079
        ],
        [
            666,
            333,
            333,
            666,
            333,
            333
        ],
        [
            292,
            146,
            146,
            292,
            146,
            146
        ],
        [
            374,
            187,
            187,
            374,
            187,
            187
        ],
        [
            43.843844,
            43.843844,
            43.843844,
            43.843844,
            43.843844,
            43.843844
        ],
        [
            1.651255,
            1.677729,
            1.6225,
            1.387553,
            1.441429,
            1.335998
        ],
        [
            54779,
            54779,
            40160,
            143714,
            143714,
            113827
        ],
        [
            -56978,
            -30209,
            -56978,
            -415648,
            -112970,
            -415648
        ],
        [
            10,
            11,
            10,
            10,
            11,
            10
        ],
        [
            14,
            15,
            13,
            14,
            15,
            13
        ],
        [
            8,
            8,
            8,
            8,
            8,
            8
        ],
        [
            7236,
            3816,
            3418,
            7236,
            3816,
            3418
        ],
        [
            13.095711,
            13.095711,
            25.095711,
            13.095711,
            13.095711,
            25.095711
        ],
        [
            2,
            1,
            1,
            2,
            1,
            1
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            421362,
            49798,
            -39027,
            -190192,
            -164804,
            -306234
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "FIL_USDT",
    "interval": "6h",
    "packets": 25000,
    "actual_packets": 7270,
    "evaluation_days": 1817.5,
    "actual_first_datapoint_time": 1602763200000,
    "first_datapoint_time": 1602763200000,
    "last_datapoint_time": 1759773600000,
    "evaluation_time": 1759781869448,
    "expiration_time": 1764484560000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "vwap",
        "factors": {
            "length": 0,
            "offset": 0
        }
    },
    "second_band": {
        "type": "hlc3",
        "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)