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Trade: C98/USDT/720/FWMA/HILO/5426

Strategy
C98/USDT/720/FWMA/HILO/5426
Pair
C98_USDT
Interval
12h
Score
464845
Daily Profit
0.159002
Profit Factor
1.718345
Profitability
76.767677
Streak
39.965280
Best Strategy
Training Data Length
1524.500000
Evaluation Time
2025-09-27 02:10
Expiration Time
2025-11-09 07:38

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 227051.6927 -15346.9722 242398.6649 -33972.6839 -142811.56 108838.8761
Total P&L (%) 227.0517 -15.347 242.3987 -33.9727 -142.8116 108.8389
Avg Daily Profit (%) 0.1489 -0.0101 0.159 -0.0272 0 0.0483
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -104755 -118283 -77833 -329050 -192883 -256536
Profit Factor 1.2614 0.9711 1.7183 0.9776 0.828 1.1583
Total Trades 198 99 99 198 99 99
Winning Trades 137 61 76 137 61 76
Losing Trades 61 38 23 61 38 23
Profitability (%) 69.1919 61.6162 76.7677 69.1919 61.6162 76.7677
Ratio Avg Win / Avg Loss 0.5616 0.605 0.52 0.4353 0.5158 0.3506
Largest Winning Trade 35403 35403 25305 59027 30576 59027
Largest Losing Trade -77833 -59300 -77833 -189115 -98157 -189115
Avg Bars in Trades 14 15 14 14 15 14
Avg Bars in Winners 8 8 8 8 8 8
Avg Bars in Losers 29 27 31 29 27 31
Bars Traded 2957 1555 1402 2957 1555 1402
Profit Streak 19.9653 19.9653 39.9653 19.9653 19.9653 39.9653
Trades During Streak 3 1 3 3 1 3
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 332174 -578728 464845 -575505 -578728 -171243
Evaluation Data
{
    "trading_pair": "C98_USDT",
    "interval": "12h",
    "packets": 25000,
    "actual_packets": 3049,
    "evaluation_days": 1524.5,
    "actual_first_datapoint_time": 1627041600000,
    "first_datapoint_time": 1630324800000,
    "last_datapoint_time": 1758715200000,
    "evaluation_time": 1758928200184,
    "expiration_time": 1762666704000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "fwma",
        "factors": {
            "length": 77,
            "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": [
        [
            227051.6927231532,
            -15346.9721632213,
            242398.6648863744,
            -33972.6839216181,
            -142811.5600291964,
            108838.8761075782
        ],
        [
            227.051693,
            -15.346972,
            242.398665,
            -33.972684,
            -142.81156,
            108.838876
        ],
        [
            0.148935,
            -0.010067,
            0.159002,
            -0.027225,
            0,
            0.048316
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -104755,
            -118283,
            -77833,
            -329050,
            -192883,
            -256536
        ],
        [
            1.261367,
            0.971113,
            1.718345,
            0.977614,
            0.827974,
            1.158339
        ],
        [
            198,
            99,
            99,
            198,
            99,
            99
        ],
        [
            137,
            61,
            76,
            137,
            61,
            76
        ],
        [
            61,
            38,
            23,
            61,
            38,
            23
        ],
        [
            69.191919,
            61.616162,
            76.767677,
            69.191919,
            61.616162,
            76.767677
        ],
        [
            0.56163,
            0.604955,
            0.520026,
            0.435288,
            0.515787,
            0.35055
        ],
        [
            35403,
            35403,
            25305,
            59027,
            30576,
            59027
        ],
        [
            -77833,
            -59300,
            -77833,
            -189115,
            -98157,
            -189115
        ],
        [
            14,
            15,
            14,
            14,
            15,
            14
        ],
        [
            8,
            8,
            8,
            8,
            8,
            8
        ],
        [
            29,
            27,
            31,
            29,
            27,
            31
        ],
        [
            2957,
            1555,
            1402,
            2957,
            1555,
            1402
        ],
        [
            19.96528,
            19.96528,
            39.96528,
            19.96528,
            19.96528,
            39.96528
        ],
        [
            3,
            1,
            3,
            3,
            1,
            3
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            332174,
            -578728,
            464845,
            -575505,
            -578728,
            -171243
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "C98_USDT",
    "interval": "12h",
    "packets": 25000,
    "actual_packets": 3049,
    "evaluation_days": 1524.5,
    "actual_first_datapoint_time": 1627041600000,
    "first_datapoint_time": 1630324800000,
    "last_datapoint_time": 1758715200000,
    "evaluation_time": 1758928200184,
    "expiration_time": 1762666704000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "fwma",
        "factors": {
            "length": 77,
            "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)