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Trade: FIL/USDT/120/HWMA/HL2/4595

Strategy
FIL/USDT/120/HWMA/HL2/4595
Pair
FIL_USDT
Interval
2h
Score
388992
Daily Profit
0.349109
Profit Factor
1.573515
Profitability
37.750385
Streak
0.000000
Best Strategy
Training Data Length
1804.500000
Evaluation Time
2025-09-27 22:52
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 629966.7472 386953.6156 243013.1316 1455054.8222 -287673.9394 1742728.7617
Total P&L (%) 629.9667 386.9536 243.0131 1455.0548 -287.6739 1742.7288
Avg Daily Profit (%) 0.3491 0.2144 0.1347 0.1522 0 0.1616
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -101115 -76666 -57453 -1381996 -1184804 -725053
Profit Factor 1.5735 1.6793 1.4595 1.1237 0.9517 1.3003
Total Trades 649 325 324 649 325 324
Winning Trades 245 109 136 245 109 136
Losing Trades 404 216 188 404 216 188
Profitability (%) 37.7504 33.5385 41.9753 37.7504 33.5385 41.9753
Ratio Avg Win / Avg Loss 2.5947 3.3278 2.0176 1.8529 1.886 1.7975
Largest Winning Trade 300941 300941 56116 731918 731918 614357
Largest Losing Trade -19850 -19850 -18876 -245278 -194925 -245278
Avg Bars in Trades 32 28 37 32 28 37
Avg Bars in Winners 58 51 64 58 51 64
Avg Bars in Losers 17 16 18 17 16 18
Bars Traded 21372 9186 12187 21372 9186 12187
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 388992 214049 -13057 -77113 -582980 249279
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": 1604052000000,
    "last_datapoint_time": 1758722400000,
    "evaluation_time": 1759002746954,
    "expiration_time": 1764335116800,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "hwma",
        "factors": {
            "length": 0,
            "offset": 177,
            "na": 0.2,
            "nb": 0.77567,
            "nc": 0.1
        }
    },
    "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": [
        [
            629966.7471515319,
            386953.6155516083,
            243013.1315999238,
            1455054.8222399731,
            -287673.9394222624,
            1742728.7616622348
        ],
        [
            629.966747,
            386.953616,
            243.013132,
            1455.054822,
            -287.673939,
            1742.728762
        ],
        [
            0.349109,
            0.214438,
            0.134671,
            0.152185,
            0,
            0.161606
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -101115,
            -76666,
            -57453,
            -1381996,
            -1184804,
            -725053
        ],
        [
            1.573515,
            1.679319,
            1.459546,
            1.123679,
            0.951747,
            1.300315
        ],
        [
            649,
            325,
            324,
            649,
            325,
            324
        ],
        [
            245,
            109,
            136,
            245,
            109,
            136
        ],
        [
            404,
            216,
            188,
            404,
            216,
            188
        ],
        [
            37.750385,
            33.538462,
            41.975309,
            37.750385,
            33.538462,
            41.975309
        ],
        [
            2.594694,
            3.327825,
            2.017608,
            1.852924,
            1.88603,
            1.797494
        ],
        [
            300941,
            300941,
            56116,
            731918,
            731918,
            614357
        ],
        [
            -19850,
            -19850,
            -18876,
            -245278,
            -194925,
            -245278
        ],
        [
            32,
            28,
            37,
            32,
            28,
            37
        ],
        [
            58,
            51,
            64,
            58,
            51,
            64
        ],
        [
            17,
            16,
            18,
            17,
            16,
            18
        ],
        [
            21372,
            9186,
            12187,
            21372,
            9186,
            12187
        ],
        [
            0,
            0,
            0,
            0,
            0,
            0
        ],
        [
            0,
            0,
            0,
            0,
            0,
            0
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            388992,
            214049,
            -13057,
            -77113,
            -582980,
            249279
        ]
    ]
}
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": 1604052000000,
    "last_datapoint_time": 1758722400000,
    "evaluation_time": 1759002746954,
    "expiration_time": 1764335116800,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "hwma",
        "factors": {
            "length": 0,
            "offset": 177,
            "na": 0.2,
            "nb": 0.77567,
            "nc": 0.1
        }
    },
    "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)