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Trade: FIL/USDT/120/PWMA/PWMA/4203

Strategy
FIL/USDT/120/PWMA/PWMA/4203
Pair
FIL_USDT
Interval
2h
Score
344413
Daily Profit
0.194848
Profit Factor
1.212443
Profitability
49.236641
Streak
0.000000
Best Strategy
Training Data Length
1810.000000
Evaluation Time
2025-09-30 07:06
Expiration Time
2025-12-04 07:50

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 352675.5113 219262.0425 133413.4688 9722.953 223050.7409 -213327.7879
Total P&L (%) 352.6755 219.262 133.4135 9.723 223.0507 -213.3278
Avg Daily Profit (%) 0.1948 0.1211 0.0737 0.0051 0.0648 0
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -182667 -168989 -113888 -1257078 -965990 -539227
Profit Factor 1.2124 1.246 1.1735 1.0017 1.0782 0.9251
Total Trades 524 262 262 524 262 262
Winning Trades 258 124 134 258 124 134
Losing Trades 266 138 128 266 138 128
Profitability (%) 49.2366 47.3282 51.145 49.2366 47.3282 51.145
Ratio Avg Win / Avg Loss 1.25 1.3867 1.121 1.0328 1.1999 0.8837
Largest Winning Trade 173735 173735 39486 515289 515289 235848
Largest Losing Trade -37039 -31743 -37039 -484715 -215966 -484715
Avg Bars in Trades 40 39 42 40 39 42
Avg Bars in Winners 42 40 44 42 40 44
Avg Bars in Losers 39 38 40 39 38 40
Bars Traded 21446 10295 11151 21446 10295 11151
Profit Streak 0 0 21.0878 0 0 21.0878
Trades During Streak 0 0 1 0 0 1
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 344413 -31757 -122648 -567957 -241131 -579262
Evaluation Data
{
    "trading_pair": "FIL_USDT",
    "interval": "2h",
    "packets": 25000,
    "actual_packets": 21720,
    "evaluation_days": 1810,
    "actual_first_datapoint_time": 1602777600000,
    "first_datapoint_time": 1604016000000,
    "last_datapoint_time": 1759197600000,
    "evaluation_time": 1759205184971,
    "expiration_time": 1764827424000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "pwma",
        "factors": {
            "length": 173,
            "offset": 0
        }
    },
    "second_band": {
        "type": "pwma",
        "factors": {
            "length": 129,
            "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": [
        [
            352675.5112615239,
            219262.0425016512,
            133413.4687598723,
            9722.953026662,
            223050.7409345933,
            -213327.787907931
        ],
        [
            352.675511,
            219.262043,
            133.413469,
            9.722953,
            223.050741,
            -213.327788
        ],
        [
            0.194848,
            0.121139,
            0.073709,
            0.005127,
            0.064808,
            0
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -182667,
            -168989,
            -113888,
            -1257078,
            -965990,
            -539227
        ],
        [
            1.212443,
            1.246002,
            1.173537,
            1.001706,
            1.078196,
            0.925079
        ],
        [
            524,
            262,
            262,
            524,
            262,
            262
        ],
        [
            258,
            124,
            134,
            258,
            124,
            134
        ],
        [
            266,
            138,
            128,
            266,
            138,
            128
        ],
        [
            49.236641,
            47.328244,
            51.145038,
            49.236641,
            47.328244,
            51.145038
        ],
        [
            1.250038,
            1.38668,
            1.12099,
            1.032766,
            1.199928,
            0.883658
        ],
        [
            173735,
            173735,
            39486,
            515289,
            515289,
            235848
        ],
        [
            -37039,
            -31743,
            -37039,
            -484715,
            -215966,
            -484715
        ],
        [
            40,
            39,
            42,
            40,
            39,
            42
        ],
        [
            42,
            40,
            44,
            42,
            40,
            44
        ],
        [
            39,
            38,
            40,
            39,
            38,
            40
        ],
        [
            21446,
            10295,
            11151,
            21446,
            10295,
            11151
        ],
        [
            0,
            0,
            21.087789,
            0,
            0,
            21.087789
        ],
        [
            0,
            0,
            1,
            0,
            0,
            1
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            344413,
            -31757,
            -122648,
            -567957,
            -241131,
            -579262
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "FIL_USDT",
    "interval": "2h",
    "packets": 25000,
    "actual_packets": 21720,
    "evaluation_days": 1810,
    "actual_first_datapoint_time": 1602777600000,
    "first_datapoint_time": 1604016000000,
    "last_datapoint_time": 1759197600000,
    "evaluation_time": 1759205184971,
    "expiration_time": 1764827424000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "pwma",
        "factors": {
            "length": 173,
            "offset": 0
        }
    },
    "second_band": {
        "type": "pwma",
        "factors": {
            "length": 129,
            "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)