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Trade: FIL/USDT/5/VWMA/DCL/8701

Strategy
FIL/USDT/5/VWMA/DCL/8701
Pair
FIL_USDT
Interval
5m
Score
843595
Daily Profit
1.457653
Profit Factor
7.103797
Profitability
62.162162
Streak
17.040168
Best Strategy
Training Data Length
86.810000
Evaluation Time
2025-10-13 16:32
Expiration Time
2025-12-27 15:30

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 227205.1045 126538.8587 100666.2459 469997.3744 313633.7556 156363.6187
Total P&L (%) 227.2051 126.5389 100.6662 469.9974 313.6338 156.3636
Avg Daily Profit (%) 2.6173 1.4577 1.1596 2.0251 1.649 1.0904
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -14636 -7870 -13612 -21942 -11343 -20504
Profit Factor 4.8513 7.1038 3.6309 7.1055 13.0118 4.0738
Total Trades 73 37 36 73 37 36
Winning Trades 46 23 23 46 23 23
Losing Trades 27 14 13 27 14 13
Profitability (%) 63.0137 62.1622 63.8889 63.0137 62.1622 63.8889
Ratio Avg Win / Avg Loss 2.8475 4.3241 2.0522 4.1706 7.9202 2.3026
Largest Winning Trade 105853 105853 65908 264212 264212 99156
Largest Losing Trade -12004 -4023 -12004 -14128 -5822 -14128
Avg Bars in Trades 324 132 521 324 132 521
Avg Bars in Winners 271 111 431 271 111 431
Avg Bars in Losers 414 165 681 414 165 681
Bars Traded 23673 4891 18782 23673 4891 18782
Profit Streak 7.0193 17.0402 7.0193 7.0193 17.0402 7.0193
Trades During Streak 9 8 4 9 8 4
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score -52502 843595 767698 -52174 839574 777228
Evaluation Data
{
    "trading_pair": "FIL_USDT",
    "interval": "5m",
    "packets": 25000,
    "actual_packets": 25000,
    "evaluation_days": 86.81,
    "actual_first_datapoint_time": 1752862500000,
    "first_datapoint_time": 1752979200000,
    "last_datapoint_time": 1760362200000,
    "evaluation_time": 1760362370526,
    "expiration_time": 1766842200000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "vwma",
        "factors": {
            "length": 221,
            "offset": 0
        }
    },
    "second_band": {
        "type": "dcl",
        "factors": {
            "length": 157,
            "offset": 233
        }
    }
}
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": [
        [
            227205.1045409371,
            126538.8586534764,
            100666.2458874607,
            469997.3743649586,
            313633.7556432755,
            156363.6187216831
        ],
        [
            227.205105,
            126.538859,
            100.666246,
            469.997374,
            313.633756,
            156.363619
        ],
        [
            2.617269,
            1.457653,
            1.159616,
            2.025142,
            1.648986,
            1.09037
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -14636,
            -7870,
            -13612,
            -21942,
            -11343,
            -20504
        ],
        [
            4.851303,
            7.103797,
            3.630891,
            7.105492,
            13.011825,
            4.073847
        ],
        [
            73,
            37,
            36,
            73,
            37,
            36
        ],
        [
            46,
            23,
            23,
            46,
            23,
            23
        ],
        [
            27,
            14,
            13,
            27,
            14,
            13
        ],
        [
            63.013699,
            62.162162,
            63.888889,
            63.013699,
            62.162162,
            63.888889
        ],
        [
            2.847504,
            4.324051,
            2.052243,
            4.170615,
            7.920241,
            2.302609
        ],
        [
            105853,
            105853,
            65908,
            264212,
            264212,
            99156
        ],
        [
            -12004,
            -4023,
            -12004,
            -14128,
            -5822,
            -14128
        ],
        [
            324,
            132,
            521,
            324,
            132,
            521
        ],
        [
            271,
            111,
            431,
            271,
            111,
            431
        ],
        [
            414,
            165,
            681,
            414,
            165,
            681
        ],
        [
            23673,
            4891,
            18782,
            23673,
            4891,
            18782
        ],
        [
            7.019335,
            17.040168,
            7.019335,
            7.019335,
            17.040168,
            7.019335
        ],
        [
            9,
            8,
            4,
            9,
            8,
            4
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            -52502,
            843595,
            767698,
            -52174,
            839574,
            777228
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "FIL_USDT",
    "interval": "5m",
    "packets": 25000,
    "actual_packets": 25000,
    "evaluation_days": 86.81,
    "actual_first_datapoint_time": 1752862500000,
    "first_datapoint_time": 1752979200000,
    "last_datapoint_time": 1760362200000,
    "evaluation_time": 1760362370526,
    "expiration_time": 1766842200000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "vwma",
        "factors": {
            "length": 221,
            "offset": 0
        }
    },
    "second_band": {
        "type": "dcl",
        "factors": {
            "length": 157,
            "offset": 233
        }
    }
}

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)