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Trade: EGLD/USDT/720/PWMA/HL2/2005

Strategy
EGLD/USDT/720/PWMA/HL2/2005
Pair
EGLD_USDT
Interval
12h
Score
564565
Daily Profit
0.925465
Profit Factor
9.922884
Profitability
34.285714
Streak
0.000000
Best Strategy
Training Data Length
1856.000000
Evaluation Time
2025-10-03 00:20
Expiration Time
2025-11-27 06:19

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 1849272.6645 1717663.7367 131608.9278 3948214.0218 913236.7517 3034977.2701
Total P&L (%) 1849.2727 1717.6637 131.6089 3948.214 913.2368 3034.9773
Avg Daily Profit (%) 0.9964 0.9255 0.0709 0.1996 0.1248 0.1858
Buy And Hold Return (%) 80.9585 80.9585 80.9585 80.9585 80.9585 80.9585
Max Trade Drawdown -105646 -116303 -39679 -7712493 -6038698 -3421007
Profit Factor 6.0062 9.9229 1.744 1.2101 1.0953 1.3292
Total Trades 69 35 34 69 35 34
Winning Trades 26 12 14 26 12 14
Losing Trades 43 23 20 43 23 20
Profitability (%) 37.6812 34.2857 41.1765 37.6812 34.2857 41.1765
Ratio Avg Win / Avg Loss 9.9333 19.0189 2.4914 2.0012 2.0994 1.8989
Largest Winning Trade 1568066 1568066 61222 4230479 4230479 2709109
Largest Losing Trade -38003 -21013 -38003 -3328910 -1457163 -3328910
Avg Bars in Trades 50 42 57 50 42 57
Avg Bars in Winners 98 82 111 98 82 111
Avg Bars in Losers 21 22 20 21 22 20
Bars Traded 3463 1498 1965 3463 1498 1965
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 -89203 564565 -107786 -102388 -146578 210290
Evaluation Data
{
    "trading_pair": "EGLD_USDT",
    "interval": "12h",
    "packets": 25000,
    "actual_packets": 3712,
    "evaluation_days": 1856,
    "actual_first_datapoint_time": 1599091200000,
    "first_datapoint_time": 1605571200000,
    "last_datapoint_time": 1759406400000,
    "evaluation_time": 1759440007106,
    "expiration_time": 1764217152000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "pwma",
        "factors": {
            "length": 151,
            "offset": 0
        }
    },
    "second_band": {
        "type": "hl2",
        "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": [
        [
            1849272.664473126,
            1717663.73670292,
            131608.9277702064,
            3948214.02182219,
            913236.7516748584,
            3034977.2701473287
        ],
        [
            1849.272664,
            1717.663737,
            131.608928,
            3948.214022,
            913.236752,
            3034.97727
        ],
        [
            0.996375,
            0.925465,
            0.07091,
            0.199599,
            0.124848,
            0.185798
        ],
        [
            80.958466,
            80.958466,
            80.958466,
            80.958466,
            80.958466,
            80.958466
        ],
        [
            -105646,
            -116303,
            -39679,
            -7712493,
            -6038698,
            -3421007
        ],
        [
            6.006198,
            9.922884,
            1.743992,
            1.210055,
            1.095349,
            1.329235
        ],
        [
            69,
            35,
            34,
            69,
            35,
            34
        ],
        [
            26,
            12,
            14,
            26,
            12,
            14
        ],
        [
            43,
            23,
            20,
            43,
            23,
            20
        ],
        [
            37.681159,
            34.285714,
            41.176471,
            37.681159,
            34.285714,
            41.176471
        ],
        [
            9.933328,
            19.018861,
            2.491417,
            2.001245,
            2.099419,
            1.898908
        ],
        [
            1568066,
            1568066,
            61222,
            4230479,
            4230479,
            2709109
        ],
        [
            -38003,
            -21013,
            -38003,
            -3328910,
            -1457163,
            -3328910
        ],
        [
            50,
            42,
            57,
            50,
            42,
            57
        ],
        [
            98,
            82,
            111,
            98,
            82,
            111
        ],
        [
            21,
            22,
            20,
            21,
            22,
            20
        ],
        [
            3463,
            1498,
            1965,
            3463,
            1498,
            1965
        ],
        [
            0,
            0,
            0,
            0,
            0,
            0
        ],
        [
            0,
            0,
            0,
            0,
            0,
            0
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            -89203,
            564565,
            -107786,
            -102388,
            -146578,
            210290
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "EGLD_USDT",
    "interval": "12h",
    "packets": 25000,
    "actual_packets": 3712,
    "evaluation_days": 1856,
    "actual_first_datapoint_time": 1599091200000,
    "first_datapoint_time": 1605571200000,
    "last_datapoint_time": 1759406400000,
    "evaluation_time": 1759440007106,
    "expiration_time": 1764217152000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "pwma",
        "factors": {
            "length": 151,
            "offset": 0
        }
    },
    "second_band": {
        "type": "hl2",
        "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)