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Trade: FIL/USDT/120/FWMA/KCL/3762

Strategy
FIL/USDT/120/FWMA/KCL/3762
Pair
FIL_USDT
Interval
2h
Score
445613
Daily Profit
0.389682
Profit Factor
1.901666
Profitability
43.606557
Streak
0.000000
Best Strategy
Training Data Length
1804.500000
Evaluation Time
2025-09-28 06:02
Expiration Time
2025-11-28 15:05

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 703181.8773 421749.1134 281432.7639 3054221.6131 382925.7313 2671295.8818
Total P&L (%) 703.1819 421.7491 281.4328 3054.2216 382.9257 2671.2959
Avg Daily Profit (%) 0.3897 0.2337 0.156 0.1914 0.0873 0.1843
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -129976 -58541 -86204 -4947773 -2068924 -3398497
Profit Factor 1.9017 2.0895 1.7165 1.1464 1.0391 1.2414
Total Trades 305 153 152 305 153 152
Winning Trades 133 65 68 133 65 68
Losing Trades 172 88 84 172 88 84
Profitability (%) 43.6066 42.4837 44.7368 43.6066 42.4837 44.7368
Ratio Avg Win / Avg Loss 2.4593 2.8289 2.1204 1.4825 1.4067 1.5335
Largest Winning Trade 296319 296319 55806 2656016 2656016 1157993
Largest Losing Trade -36330 -20651 -36330 -2272312 -725310 -2272312
Avg Bars in Trades 69 45 94 69 45 94
Avg Bars in Winners 105 63 145 105 63 145
Avg Bars in Losers 42 31 53 42 31 53
Bars Traded 21272 6949 14323 21272 6949 14323
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 445613 331398 312912 -52442 -256626 249635
Evaluation Data
{
    "trading_pair": "FIL_USDT",
    "interval": "2h",
    "packets": 25000,
    "actual_packets": 21654,
    "evaluation_days": 1804.5,
    "actual_first_datapoint_time": 1602777600000,
    "first_datapoint_time": 1604822400000,
    "last_datapoint_time": 1758722400000,
    "evaluation_time": 1759028541924,
    "expiration_time": 1764335116800,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "fwma",
        "factors": {
            "length": 120,
            "offset": 165
        }
    },
    "second_band": {
        "type": "kcl",
        "factors": {
            "length": 93,
            "offset": 0,
            "scalar": 2
        }
    }
}
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": [
        [
            703181.8773046827,
            421749.113364351,
            281432.7639403312,
            3054221.613086607,
            382925.731256237,
            2671295.8818303687
        ],
        [
            703.181877,
            421.749113,
            281.432764,
            3054.221613,
            382.925731,
            2671.295882
        ],
        [
            0.389682,
            0.233721,
            0.155962,
            0.191445,
            0.087303,
            0.184259
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -129976,
            -58541,
            -86204,
            -4947773,
            -2068924,
            -3398497
        ],
        [
            1.901666,
            2.089549,
            1.716508,
            1.146374,
            1.039073,
            1.241408
        ],
        [
            305,
            153,
            152,
            305,
            153,
            152
        ],
        [
            133,
            65,
            68,
            133,
            65,
            68
        ],
        [
            172,
            88,
            84,
            172,
            88,
            84
        ],
        [
            43.606557,
            42.48366,
            44.736842,
            43.606557,
            42.48366,
            44.736842
        ],
        [
            2.459297,
            2.828927,
            2.120393,
            1.482529,
            1.406744,
            1.533504
        ],
        [
            296319,
            296319,
            55806,
            2656016,
            2656016,
            1157993
        ],
        [
            -36330,
            -20651,
            -36330,
            -2272312,
            -725310,
            -2272312
        ],
        [
            69,
            45,
            94,
            69,
            45,
            94
        ],
        [
            105,
            63,
            145,
            105,
            63,
            145
        ],
        [
            42,
            31,
            53,
            42,
            31,
            53
        ],
        [
            21272,
            6949,
            14323,
            21272,
            6949,
            14323
        ],
        [
            0,
            0,
            0,
            0,
            0,
            0
        ],
        [
            0,
            0,
            0,
            0,
            0,
            0
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            445613,
            331398,
            312912,
            -52442,
            -256626,
            249635
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "FIL_USDT",
    "interval": "2h",
    "packets": 25000,
    "actual_packets": 21654,
    "evaluation_days": 1804.5,
    "actual_first_datapoint_time": 1602777600000,
    "first_datapoint_time": 1604822400000,
    "last_datapoint_time": 1758722400000,
    "evaluation_time": 1759028541924,
    "expiration_time": 1764335116800,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "fwma",
        "factors": {
            "length": 120,
            "offset": 165
        }
    },
    "second_band": {
        "type": "kcl",
        "factors": {
            "length": 93,
            "offset": 0,
            "scalar": 2
        }
    }
}

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)