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Trade: FIL/USDT/480/VWMA/HILO/9086

Strategy
FIL/USDT/480/VWMA/HILO/9086
Pair
FIL_USDT
Interval
8h
Score
351168
Daily Profit
0.285818
Profit Factor
2.052173
Profitability
45.783133
Streak
0.000000
Best Strategy
Training Data Length
1809.330000
Evaluation Time
2025-09-29 02:25
Expiration Time
2025-11-22 00:43

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 517139.6837 337550.6593 179589.0244 335450.8505 -45271.8763 380722.7268
Total P&L (%) 517.1397 337.5507 179.589 335.4509 -45.2719 380.7227
Avg Daily Profit (%) 0.2858 0.1866 0.0993 0.0813 -0.0333 0.0868
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -107945 -82405 -73957 -2925746 -1202486 -2089319
Profit Factor 2.0522 2.4614 1.6893 1.0495 0.9808 1.0861
Total Trades 83 42 41 83 42 41
Winning Trades 38 15 23 38 15 23
Losing Trades 45 27 18 45 27 18
Profitability (%) 45.7831 35.7143 56.0976 45.7831 35.7143 56.0976
Ratio Avg Win / Avg Loss 2.4302 4.4305 1.3221 1.2428 1.7655 0.85
Largest Winning Trade 275170 275170 70876 1372703 619956 1372703
Largest Losing Trade -73957 -30874 -73957 -1885271 -561434 -1885271
Avg Bars in Trades 63 37 90 63 37 90
Avg Bars in Winners 105 67 129 105 67 129
Avg Bars in Losers 28 20 39 28 20 39
Bars Traded 5262 1563 3699 5262 1563 3699
Profit Streak 0 0 45.3093 0 0 45.3093
Trades During Streak 0 0 1 0 0 1
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 351168 240647 -56991 -253384 -583512 -203159
Evaluation Data
{
    "trading_pair": "FIL_USDT",
    "interval": "8h",
    "packets": 25000,
    "actual_packets": 5428,
    "evaluation_days": 1809.33,
    "actual_first_datapoint_time": 1602777600000,
    "first_datapoint_time": 1606809600000,
    "last_datapoint_time": 1759075200000,
    "evaluation_time": 1759101919893,
    "expiration_time": 1763764992000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "vwma",
        "factors": {
            "length": 141,
            "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": [
        [
            517139.6837445906,
            337550.6593152746,
            179589.0244293158,
            335450.8504571861,
            -45271.8763096774,
            380722.7267668631
        ],
        [
            517.139684,
            337.550659,
            179.589024,
            335.45085,
            -45.271876,
            380.722727
        ],
        [
            0.285818,
            0.186561,
            0.099257,
            0.081346,
            -0.03331,
            0.086817
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -107945,
            -82405,
            -73957,
            -2925746,
            -1202486,
            -2089319
        ],
        [
            2.052173,
            2.461416,
            1.689344,
            1.049459,
            0.980818,
            1.086093
        ],
        [
            83,
            42,
            41,
            83,
            42,
            41
        ],
        [
            38,
            15,
            23,
            38,
            15,
            23
        ],
        [
            45,
            27,
            18,
            45,
            27,
            18
        ],
        [
            45.783133,
            35.714286,
            56.097561,
            45.783133,
            35.714286,
            56.097561
        ],
        [
            2.430205,
            4.430549,
            1.322095,
            1.242781,
            1.765472,
            0.849986
        ],
        [
            275170,
            275170,
            70876,
            1372703,
            619956,
            1372703
        ],
        [
            -73957,
            -30874,
            -73957,
            -1885271,
            -561434,
            -1885271
        ],
        [
            63,
            37,
            90,
            63,
            37,
            90
        ],
        [
            105,
            67,
            129,
            105,
            67,
            129
        ],
        [
            28,
            20,
            39,
            28,
            20,
            39
        ],
        [
            5262,
            1563,
            3699,
            5262,
            1563,
            3699
        ],
        [
            0,
            0,
            45.309258,
            0,
            0,
            45.309258
        ],
        [
            0,
            0,
            1,
            0,
            0,
            1
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            351168,
            240647,
            -56991,
            -253384,
            -583512,
            -203159
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "FIL_USDT",
    "interval": "8h",
    "packets": 25000,
    "actual_packets": 5428,
    "evaluation_days": 1809.33,
    "actual_first_datapoint_time": 1602777600000,
    "first_datapoint_time": 1606809600000,
    "last_datapoint_time": 1759075200000,
    "evaluation_time": 1759101919893,
    "expiration_time": 1763764992000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "vwma",
        "factors": {
            "length": 141,
            "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)