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Trade: FIL/USDT/120/PWMA/WMA/2509

Strategy
FIL/USDT/120/PWMA/WMA/2509
Pair
FIL_USDT
Interval
2h
Score
300911
Daily Profit
0.365550
Profit Factor
1.759340
Profitability
33.725490
Streak
17.965435
Best Strategy
Training Data Length
1817.330000
Evaluation Time
2025-10-07 14:10
Expiration Time
2025-12-11 22:10

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 664324.9881 412129.4156 252195.5725 1616323.2082 -1159240.3854 2775563.5937
Total P&L (%) 664.325 412.1294 252.1956 1616.3232 -1159.2404 2775.5636
Avg Daily Profit (%) 0.3656 0.2268 0.1388 0.1565 0 0.185
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -110143 -89577 -55174 -4199219 -3983113 -2216950
Profit Factor 1.7593 1.8554 1.6416 1.0629 0.9172 1.2376
Total Trades 255 127 128 255 127 128
Winning Trades 86 31 55 86 31 55
Losing Trades 169 96 73 169 96 73
Profitability (%) 33.7255 24.4094 42.9688 33.7255 24.4094 42.9688
Ratio Avg Win / Avg Loss 3.4573 5.7456 2.1789 2.0888 2.8404 1.6427
Largest Winning Trade 306374 306374 56142 2210029 2210029 1258069
Largest Losing Trade -23246 -15293 -23246 -940073 -553728 -940073
Avg Bars in Trades 84 77 91 84 77 91
Avg Bars in Winners 148 153 145 148 153 145
Avg Bars in Losers 51 52 50 51 52 50
Bars Traded 21545 9827 11718 21545 9827 11718
Profit Streak 17.9654 0 19.5488 17.9654 0 19.5488
Trades During Streak 1 0 1 1 0 1
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 300911 -21263 -7058 -146945 -610634 227942
Evaluation Data
{
    "trading_pair": "FIL_USDT",
    "interval": "2h",
    "packets": 25000,
    "actual_packets": 21808,
    "evaluation_days": 1817.33,
    "actual_first_datapoint_time": 1602777600000,
    "first_datapoint_time": 1603936800000,
    "last_datapoint_time": 1759831200000,
    "evaluation_time": 1759835413603,
    "expiration_time": 1765483833600,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "pwma",
        "factors": {
            "length": 162,
            "offset": 0
        }
    },
    "second_band": {
        "type": "wma",
        "factors": {
            "length": 32,
            "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": [
        [
            664324.9881234285,
            412129.4156341226,
            252195.5724893057,
            1616323.208243031,
            -1159240.385431471,
            2775563.5936745056
        ],
        [
            664.324988,
            412.129416,
            252.195572,
            1616.323208,
            -1159.240385,
            2775.563594
        ],
        [
            0.36555,
            0.226777,
            0.138773,
            0.156548,
            0,
            0.184993
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -110143,
            -89577,
            -55174,
            -4199219,
            -3983113,
            -2216950
        ],
        [
            1.75934,
            1.855353,
            1.641642,
            1.06294,
            0.917197,
            1.237627
        ],
        [
            255,
            127,
            128,
            255,
            127,
            128
        ],
        [
            86,
            31,
            55,
            86,
            31,
            55
        ],
        [
            169,
            96,
            73,
            169,
            96,
            73
        ],
        [
            33.72549,
            24.409449,
            42.96875,
            33.72549,
            24.409449,
            42.96875
        ],
        [
            3.457309,
            5.745608,
            2.178907,
            2.088801,
            2.840352,
            1.642669
        ],
        [
            306374,
            306374,
            56142,
            2210029,
            2210029,
            1258069
        ],
        [
            -23246,
            -15293,
            -23246,
            -940073,
            -553728,
            -940073
        ],
        [
            84,
            77,
            91,
            84,
            77,
            91
        ],
        [
            148,
            153,
            145,
            148,
            153,
            145
        ],
        [
            51,
            52,
            50,
            51,
            52,
            50
        ],
        [
            21545,
            9827,
            11718,
            21545,
            9827,
            11718
        ],
        [
            17.965435,
            0,
            19.548768,
            17.965435,
            0,
            19.548769
        ],
        [
            1,
            0,
            1,
            1,
            0,
            1
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            300911,
            -21263,
            -7058,
            -146945,
            -610634,
            227942
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "FIL_USDT",
    "interval": "2h",
    "packets": 25000,
    "actual_packets": 21808,
    "evaluation_days": 1817.33,
    "actual_first_datapoint_time": 1602777600000,
    "first_datapoint_time": 1603936800000,
    "last_datapoint_time": 1759831200000,
    "evaluation_time": 1759835413603,
    "expiration_time": 1765483833600,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "pwma",
        "factors": {
            "length": 162,
            "offset": 0
        }
    },
    "second_band": {
        "type": "wma",
        "factors": {
            "length": 32,
            "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)