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Trade: FIL/USDT/720/VWMA/FWMA/6857

Strategy
FIL/USDT/720/VWMA/FWMA/6857
Pair
FIL_USDT
Interval
12h
Score
381167
Daily Profit
0.401324
Profit Factor
1.708527
Profitability
37.958115
Streak
0.000000
Best Strategy
Training Data Length
1805.500000
Evaluation Time
2025-09-27 03:55
Expiration Time
2025-11-17 17:57

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 724589.5968 400830.6815 323758.9153 9661967.1334 -169714.1065 9831681.2399
Total P&L (%) 724.5896 400.8307 323.7589 9661.9671 -169.7141 9831.6812
Avg Daily Profit (%) 0.4013 0.222 0.1793 0.2541 0 0.255
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -91152 -64648 -62871 -9687592 -8697475 -4728969
Profit Factor 1.7085 1.7522 1.661 1.1956 0.9935 1.4189
Total Trades 382 191 191 382 191 191
Winning Trades 145 67 78 145 67 78
Losing Trades 237 124 113 237 124 113
Profitability (%) 37.9581 35.0785 40.8377 37.9581 35.0785 40.8377
Ratio Avg Win / Avg Loss 2.7926 3.2429 2.4063 1.9541 1.8386 2.0556
Largest Winning Trade 94018 94018 51171 5027253 5027253 4044004
Largest Losing Trade -19344 -19344 -14886 -1493220 -1197342 -1493220
Avg Bars in Trades 8 8 9 8 8 9
Avg Bars in Winners 14 14 14 14 14 14
Avg Bars in Losers 5 4 5 5 4 5
Bars Traded 3408 1592 1816 3408 1592 1816
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 381167 217824 278984 64845 -583080 273193
Evaluation Data
{
    "trading_pair": "FIL_USDT",
    "interval": "12h",
    "packets": 25000,
    "actual_packets": 3611,
    "evaluation_days": 1805.5,
    "actual_first_datapoint_time": 1602763200000,
    "first_datapoint_time": 1610841600000,
    "last_datapoint_time": 1758715200000,
    "evaluation_time": 1758934558808,
    "expiration_time": 1763395056000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "vwma",
        "factors": {
            "length": 10,
            "offset": 0
        }
    },
    "second_band": {
        "type": "fwma",
        "factors": {
            "length": 188,
            "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": [
        [
            724589.5967845761,
            400830.6814836137,
            323758.9153009624,
            9661967.133357586,
            -169714.106537187,
            9831681.239894772
        ],
        [
            724.589597,
            400.830681,
            323.758915,
            9661.967133,
            -169.714107,
            9831.68124
        ],
        [
            0.401324,
            0.222005,
            0.179318,
            0.254051,
            0,
            0.255008
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -91152,
            -64648,
            -62871,
            -9687592,
            -8697475,
            -4728969
        ],
        [
            1.708527,
            1.752202,
            1.661011,
            1.195569,
            0.993456,
            1.418905
        ],
        [
            382,
            191,
            191,
            382,
            191,
            191
        ],
        [
            145,
            67,
            78,
            145,
            67,
            78
        ],
        [
            237,
            124,
            113,
            237,
            124,
            113
        ],
        [
            37.958115,
            35.078534,
            40.837696,
            37.958115,
            35.078534,
            40.837696
        ],
        [
            2.792558,
            3.242881,
            2.406336,
            1.954136,
            1.838635,
            2.055594
        ],
        [
            94018,
            94018,
            51171,
            5027253,
            5027253,
            4044004
        ],
        [
            -19344,
            -19344,
            -14886,
            -1493220,
            -1197342,
            -1493220
        ],
        [
            8,
            8,
            9,
            8,
            8,
            9
        ],
        [
            14,
            14,
            14,
            14,
            14,
            14
        ],
        [
            5,
            4,
            5,
            5,
            4,
            5
        ],
        [
            3408,
            1592,
            1816,
            3408,
            1592,
            1816
        ],
        [
            0,
            0,
            0,
            0,
            0,
            0
        ],
        [
            0,
            0,
            0,
            0,
            0,
            0
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            381167,
            217824,
            278984,
            64845,
            -583080,
            273193
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "FIL_USDT",
    "interval": "12h",
    "packets": 25000,
    "actual_packets": 3611,
    "evaluation_days": 1805.5,
    "actual_first_datapoint_time": 1602763200000,
    "first_datapoint_time": 1610841600000,
    "last_datapoint_time": 1758715200000,
    "evaluation_time": 1758934558808,
    "expiration_time": 1763395056000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "vwma",
        "factors": {
            "length": 10,
            "offset": 0
        }
    },
    "second_band": {
        "type": "fwma",
        "factors": {
            "length": 188,
            "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)