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Trade: EGLD/USDT/360/SINWMA/HILO/1397

Strategy
EGLD/USDT/360/SINWMA/HILO/1397
Pair
EGLD_USDT
Interval
6h
Score
300081
Daily Profit
0.163577
Profit Factor
1.426239
Profitability
45.161290
Streak
50.649895
Best Strategy
Training Data Length
1853.250000
Evaluation Time
2025-09-30 06:35
Expiration Time
2025-11-24 16:20

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 1594288.2278 1513829.6765 80458.5513 1299746.0198 -667945.3151 1967691.335
Total P&L (%) 1594.2882 1513.8297 80.4586 1299.746 -667.9453 1967.6913
Avg Daily Profit (%) 0.8603 0.8169 0.0434 0.1425 0 0.1636
Buy And Hold Return (%) 62.2939 62.2939 62.2939 62.2939 62.2939 62.2939
Max Trade Drawdown -89831 -93386 -38915 -3139697 -3736125 -1080520
Profit Factor 4.8496 7.955 1.4095 1.1219 0.8895 1.4262
Total Trades 63 32 31 63 32 31
Winning Trades 21 7 14 21 7 14
Losing Trades 42 25 17 42 25 17
Profitability (%) 33.3333 21.875 45.1613 33.3333 21.875 45.1613
Ratio Avg Win / Avg Loss 9.6992 28.4108 1.7115 2.2438 3.1768 1.7319
Largest Winning Trade 1387955 1387955 60055 2213665 2213665 1703276
Largest Losing Trade -23335 -21639 -23335 -844755 -844755 -747552
Avg Bars in Trades 111 87 135 111 87 135
Avg Bars in Winners 234 268 217 234 268 217
Avg Bars in Losers 49 36 67 49 36 67
Bars Traded 6995 2802 4193 6995 2802 4193
Profit Streak 0 0 50.6499 0 0 50.6499
Trades During Streak 0 0 1 0 0 1
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score -136856 -21911 -209471 -245474 -621620 300081
Evaluation Data
{
    "trading_pair": "EGLD_USDT",
    "interval": "6h",
    "packets": 25000,
    "actual_packets": 7413,
    "evaluation_days": 1853.25,
    "actual_first_datapoint_time": 1599091200000,
    "first_datapoint_time": 1603886400000,
    "last_datapoint_time": 1759190400000,
    "evaluation_time": 1759203350902,
    "expiration_time": 1763994024000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "sinwma",
        "factors": {
            "length": 223,
            "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": [
        [
            1594288.2278357656,
            1513829.6765349475,
            80458.5513008177,
            1299746.0198405618,
            -667945.3151256226,
            1967691.3349661846
        ],
        [
            1594.288228,
            1513.829677,
            80.458551,
            1299.74602,
            -667.945315,
            1967.691335
        ],
        [
            0.860266,
            0.816851,
            0.043415,
            0.142493,
            0,
            0.163577
        ],
        [
            62.293853,
            62.293853,
            62.293853,
            62.293853,
            62.293853,
            62.293853
        ],
        [
            -89831,
            -93386,
            -38915,
            -3139697,
            -3736125,
            -1080520
        ],
        [
            4.849584,
            7.955018,
            1.409488,
            1.121909,
            0.889507,
            1.426239
        ],
        [
            63,
            32,
            31,
            63,
            32,
            31
        ],
        [
            21,
            7,
            14,
            21,
            7,
            14
        ],
        [
            42,
            25,
            17,
            42,
            25,
            17
        ],
        [
            33.333333,
            21.875,
            45.16129,
            33.333333,
            21.875,
            45.16129
        ],
        [
            9.699168,
            28.41078,
            1.711522,
            2.243819,
            3.176812,
            1.731861
        ],
        [
            1387955,
            1387955,
            60055,
            2213665,
            2213665,
            1703276
        ],
        [
            -23335,
            -21639,
            -23335,
            -844755,
            -844755,
            -747552
        ],
        [
            111,
            87,
            135,
            111,
            87,
            135
        ],
        [
            234,
            268,
            217,
            234,
            268,
            217
        ],
        [
            49,
            36,
            67,
            49,
            36,
            67
        ],
        [
            6995,
            2802,
            4193,
            6995,
            2802,
            4193
        ],
        [
            0,
            0,
            50.649895,
            0,
            0,
            50.649895
        ],
        [
            0,
            0,
            1,
            0,
            0,
            1
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            -136856,
            -21911,
            -209471,
            -245474,
            -621620,
            300081
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "EGLD_USDT",
    "interval": "6h",
    "packets": 25000,
    "actual_packets": 7413,
    "evaluation_days": 1853.25,
    "actual_first_datapoint_time": 1599091200000,
    "first_datapoint_time": 1603886400000,
    "last_datapoint_time": 1759190400000,
    "evaluation_time": 1759203350902,
    "expiration_time": 1763994024000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "sinwma",
        "factors": {
            "length": 223,
            "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)