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Trade: FIL/USDT/120/FWMA/DCU/2351

Strategy
FIL/USDT/120/FWMA/DCU/2351
Pair
FIL_USDT
Interval
2h
Score
431165
Daily Profit
0.345503
Profit Factor
1.591877
Profitability
45.129870
Streak
0.000000
Best Strategy
Training Data Length
1812.920000
Evaluation Time
2025-10-03 04:03
Expiration Time
2025-12-07 08:21

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 626368.6238 528183.6768 98184.947 -43629.7012 -161405.438 117775.7367
Total P&L (%) 626.3686 528.1837 98.1849 -43.6297 -161.4054 117.7757
Avg Daily Profit (%) 0.3455 0.2913 0.0542 -0.0316 0 0.0429
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -271729 -269169 -32229 -663078 -748342 -121485
Profit Factor 1.5919 1.6913 1.3337 0.9787 0.8949 1.2313
Total Trades 308 154 154 308 154 154
Winning Trades 139 63 76 139 63 76
Losing Trades 169 91 78 169 91 78
Profitability (%) 45.1299 40.9091 49.3506 45.1299 40.9091 49.3506
Ratio Avg Win / Avg Loss 1.9354 2.443 1.3688 1.1899 1.2926 1.2637
Largest Winning Trade 661824 661824 37942 591470 591470 87562
Largest Losing Trade -38612 -38612 -13302 -210057 -210057 -57867
Avg Bars in Trades 69 113 25 69 113 25
Avg Bars in Winners 75 132 27 75 132 27
Avg Bars in Losers 64 99 24 64 99 24
Bars Traded 21437 17455 3982 21437 17455 3982
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 431165 314602 -120028 -579394 -582395 -135612
Evaluation Data
{
    "trading_pair": "FIL_USDT",
    "interval": "2h",
    "packets": 25000,
    "actual_packets": 21755,
    "evaluation_days": 1812.92,
    "actual_first_datapoint_time": 1602777600000,
    "first_datapoint_time": 1604880000000,
    "last_datapoint_time": 1759449600000,
    "evaluation_time": 1759453429952,
    "expiration_time": 1765088496000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "fwma",
        "factors": {
            "length": 117,
            "offset": 176
        }
    },
    "second_band": {
        "type": "dcu",
        "factors": {
            "length": 144,
            "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": [
        [
            626368.6237816126,
            528183.6768029971,
            98184.9469786157,
            -43629.701244788,
            -161405.4379648811,
            117775.7367200931
        ],
        [
            626.368624,
            528.183677,
            98.184947,
            -43.629701,
            -161.405438,
            117.775737
        ],
        [
            0.345503,
            0.291344,
            0.054158,
            -0.031614,
            0,
            0.04294
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -271729,
            -269169,
            -32229,
            -663078,
            -748342,
            -121485
        ],
        [
            1.591877,
            1.691274,
            1.333734,
            0.978658,
            0.894866,
            1.231337
        ],
        [
            308,
            154,
            154,
            308,
            154,
            154
        ],
        [
            139,
            63,
            76,
            139,
            63,
            76
        ],
        [
            169,
            91,
            78,
            169,
            91,
            78
        ],
        [
            45.12987,
            40.909091,
            49.350649,
            45.12987,
            40.909091,
            49.350649
        ],
        [
            1.935448,
            2.442951,
            1.368832,
            1.18988,
            1.292584,
            1.26374
        ],
        [
            661824,
            661824,
            37942,
            591470,
            591470,
            87562
        ],
        [
            -38612,
            -38612,
            -13302,
            -210057,
            -210057,
            -57867
        ],
        [
            69,
            113,
            25,
            69,
            113,
            25
        ],
        [
            75,
            132,
            27,
            75,
            132,
            27
        ],
        [
            64,
            99,
            24,
            64,
            99,
            24
        ],
        [
            21437,
            17455,
            3982,
            21437,
            17455,
            3982
        ],
        [
            0,
            0,
            0,
            0,
            0,
            0
        ],
        [
            0,
            0,
            0,
            0,
            0,
            0
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            431165,
            314602,
            -120028,
            -579394,
            -582395,
            -135612
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "FIL_USDT",
    "interval": "2h",
    "packets": 25000,
    "actual_packets": 21755,
    "evaluation_days": 1812.92,
    "actual_first_datapoint_time": 1602777600000,
    "first_datapoint_time": 1604880000000,
    "last_datapoint_time": 1759449600000,
    "evaluation_time": 1759453429952,
    "expiration_time": 1765088496000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "fwma",
        "factors": {
            "length": 117,
            "offset": 176
        }
    },
    "second_band": {
        "type": "dcu",
        "factors": {
            "length": 144,
            "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)