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Trade: EGLD/USDT/720/HILO/FWMA/1077

Strategy
EGLD/USDT/720/HILO/FWMA/1077
Pair
EGLD_USDT
Interval
12h
Score
312328
Daily Profit
0.333363
Profit Factor
1.669185
Profitability
37.185930
Streak
0.000000
Best Strategy
Training Data Length
1848.000000
Evaluation Time
2025-09-26 05:20
Expiration Time
2025-11-19 00:33

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 616054.4342 574085.3261 41969.1081 347018.3112 760868.4951 -413850.1839
Total P&L (%) 616.0544 574.0853 41.9691 347.0183 760.8685 -413.8502
Avg Daily Profit (%) 0.3334 0.3107 0.0227 0.0811 0.1166 0
Buy And Hold Return (%) 79.5841 79.5841 79.5841 79.5841 79.5841 79.5841
Max Trade Drawdown -98494 -98995 -87547 -1407665 -1047373 -1126221
Profit Factor 1.6692 2.2316 1.0923 1.0438 1.1945 0.897
Total Trades 199 100 99 199 100 99
Winning Trades 74 32 42 74 32 42
Losing Trades 125 68 57 125 68 57
Profitability (%) 37.1859 32 42.4242 37.1859 32 42.4242
Ratio Avg Win / Avg Loss 2.8196 4.7421 1.4825 1.7631 2.5382 1.2174
Largest Winning Trade 398518 398518 34155 852534 852534 297596
Largest Losing Trade -27461 -17136 -27461 -442569 -208362 -442569
Avg Bars in Trades 17 18 17 17 18 17
Avg Bars in Winners 31 36 27 31 36 27
Avg Bars in Losers 9 9 9 9 9 9
Bars Traded 3520 1804 1717 3520 1804 1717
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 312328 223947 -450204 -261576 -49490 -582069

Evaluation Data

{
    "trading_pair": "EGLD_USDT",
    "interval": "12h",
    "packets": 25000,
    "actual_packets": 3696,
    "evaluation_days": 1848,
    "actual_first_datapoint_time": 1599091200000,
    "first_datapoint_time": 1605312000000,
    "last_datapoint_time": 1758715200000,
    "evaluation_time": 1758853232648,
    "expiration_time": 1763505216000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}

Factors

{
    "first_band": {
        "type": "hilo",
        "factors": {
            "length": 0,
            "offset": 0
        }
    },
    "second_band": {
        "type": "fwma",
        "factors": {
            "length": 145,
            "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": [
        [
            616054.4341655945,
            574085.3260835364,
            41969.1080820584,
            347018.3111866675,
            760868.4950698017,
            -413850.1838831333
        ],
        [
            616.054434,
            574.085326,
            41.969108,
            347.018311,
            760.868495,
            -413.850184
        ],
        [
            0.333363,
            0.310652,
            0.022711,
            0.081063,
            0.11656,
            0
        ],
        [
            79.584121,
            79.584121,
            79.584121,
            79.584121,
            79.584121,
            79.584121
        ],
        [
            -98494,
            -98995,
            -87547,
            -1407665,
            -1047373,
            -1126221
        ],
        [
            1.669185,
            2.23157,
            1.092349,
            1.043752,
            1.194465,
            0.897021
        ],
        [
            199,
            100,
            99,
            199,
            100,
            99
        ],
        [
            74,
            32,
            42,
            74,
            32,
            42
        ],
        [
            125,
            68,
            57,
            125,
            68,
            57
        ],
        [
            37.18593,
            32,
            42.424242,
            37.18593,
            32,
            42.424242
        ],
        [
            2.81957,
            4.742087,
            1.482473,
            1.763095,
            2.538239,
            1.217386
        ],
        [
            398518,
            398518,
            34155,
            852534,
            852534,
            297596
        ],
        [
            -27461,
            -17136,
            -27461,
            -442569,
            -208362,
            -442569
        ],
        [
            17,
            18,
            17,
            17,
            18,
            17
        ],
        [
            31,
            36,
            27,
            31,
            36,
            27
        ],
        [
            9,
            9,
            9,
            9,
            9,
            9
        ],
        [
            3520,
            1804,
            1717,
            3520,
            1804,
            1717
        ],
        [
            0,
            0,
            0,
            0,
            0,
            0
        ],
        [
            0,
            0,
            0,
            0,
            0,
            0
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            312328,
            223947,
            -450204,
            -261576,
            -49490,
            -582069
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "EGLD_USDT",
    "interval": "12h",
    "packets": 25000,
    "actual_packets": 3696,
    "evaluation_days": 1848,
    "actual_first_datapoint_time": 1599091200000,
    "first_datapoint_time": 1605312000000,
    "last_datapoint_time": 1758715200000,
    "evaluation_time": 1758853232648,
    "expiration_time": 1763505216000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "hilo",
        "factors": {
            "length": 0,
            "offset": 0
        }
    },
    "second_band": {
        "type": "fwma",
        "factors": {
            "length": 145,
            "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)