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Trade: EGLD/USDT/720/SSF/HWMA/9040

Strategy
EGLD/USDT/720/SSF/HWMA/9040
Pair
EGLD_USDT
Interval
12h
Score
368037
Daily Profit
0.318513
Profit Factor
1.735535
Profitability
42.968750
Streak
0.000000
Best Strategy
Training Data Length
1848.000000
Evaluation Time
2025-09-27 05:55
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 588612.5919 496358.7339 92253.858 798397.395 367903.7667 430493.6283
Total P&L (%) 588.6126 496.3587 92.2539 798.3974 367.9038 430.4936
Avg Daily Profit (%) 0.3185 0.2686 0.0499 0.1189 0.0835 0.0903
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -81121 -90478 -183651 -454122 -359549 -380980
Profit Factor 1.7355 2.3927 1.2078 1.2675 1.253 1.2812
Total Trades 128 64 64 128 64 64
Winning Trades 55 26 29 55 26 29
Losing Trades 73 38 35 73 38 35
Profitability (%) 42.9688 40.625 45.3125 42.9688 40.625 45.3125
Ratio Avg Win / Avg Loss 2.3035 3.497 1.4577 1.6823 1.8314 1.5463
Largest Winning Trade 196365 196365 40502 271434 271434 261290
Largest Losing Trade -40391 -27461 -40391 -296865 -135420 -296865
Avg Bars in Trades 28 27 29 28 27 29
Avg Bars in Winners 44 42 45 44 42 45
Avg Bars in Losers 16 17 15 16 17 15
Bars Traded 3656 1765 1891 3656 1765 1891
Profit Streak 0 0 139.6218 0 0 139.6218
Trades During Streak 0 0 3 0 0 3
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 368037 -130060 -266376 -35014 -223343 -210931
Evaluation Data
{
    "trading_pair": "EGLD_USDT",
    "interval": "12h",
    "packets": 25000,
    "actual_packets": 3696,
    "evaluation_days": 1848,
    "actual_first_datapoint_time": 1599091200000,
    "first_datapoint_time": 1599091200000,
    "last_datapoint_time": 1758715200000,
    "evaluation_time": 1758941720862,
    "expiration_time": 1763505216000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "ssf",
        "factors": {
            "length": 57,
            "offset": 0,
            "poles": 3
        }
    },
    "second_band": {
        "type": "hwma",
        "factors": {
            "length": 0,
            "offset": 0,
            "na": 0.2,
            "nb": 0.1,
            "nc": 0.1
        }
    }
}
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": [
        [
            588612.5918809266,
            496358.7339024682,
            92253.8579784584,
            798397.3949613097,
            367903.7666726497,
            430493.6282886601
        ],
        [
            588.612592,
            496.358734,
            92.253858,
            798.397395,
            367.903767,
            430.493628
        ],
        [
            0.318513,
            0.268592,
            0.049921,
            0.118872,
            0.083536,
            0.090335
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -81121,
            -90478,
            -183651,
            -454122,
            -359549,
            -380980
        ],
        [
            1.735535,
            2.392707,
            1.207848,
            1.267476,
            1.253039,
            1.281186
        ],
        [
            128,
            64,
            64,
            128,
            64,
            64
        ],
        [
            55,
            26,
            29,
            55,
            26,
            29
        ],
        [
            73,
            38,
            35,
            73,
            38,
            35
        ],
        [
            42.96875,
            40.625,
            45.3125,
            42.96875,
            40.625,
            45.3125
        ],
        [
            2.303528,
            3.497033,
            1.457748,
            1.682286,
            1.831364,
            1.546259
        ],
        [
            196365,
            196365,
            40502,
            271434,
            271434,
            261290
        ],
        [
            -40391,
            -27461,
            -40391,
            -296865,
            -135420,
            -296865
        ],
        [
            28,
            27,
            29,
            28,
            27,
            29
        ],
        [
            44,
            42,
            45,
            44,
            42,
            45
        ],
        [
            16,
            17,
            15,
            16,
            17,
            15
        ],
        [
            3656,
            1765,
            1891,
            3656,
            1765,
            1891
        ],
        [
            0,
            0,
            139.621769,
            0,
            0,
            139.621769
        ],
        [
            0,
            0,
            3,
            0,
            0,
            3
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            368037,
            -130060,
            -266376,
            -35014,
            -223343,
            -210931
        ]
    ]
}
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": 1599091200000,
    "last_datapoint_time": 1758715200000,
    "evaluation_time": 1758941720862,
    "expiration_time": 1763505216000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "ssf",
        "factors": {
            "length": 57,
            "offset": 0,
            "poles": 3
        }
    },
    "second_band": {
        "type": "hwma",
        "factors": {
            "length": 0,
            "offset": 0,
            "na": 0.2,
            "nb": 0.1,
            "nc": 0.1
        }
    }
}

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)