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Trade: FIL/USDT/120/SINWMA/MIDPOINT/8751

Strategy
FIL/USDT/120/SINWMA/MIDPOINT/8751
Pair
FIL_USDT
Interval
2h
Score
317417
Daily Profit
0.318101
Profit Factor
1.626370
Profitability
37.630662
Streak
0.000000
Best Strategy
Training Data Length
1804.500000
Evaluation Time
2025-09-26 06:51
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 574013.5586 375526.7975 198486.761 461152.5147 -234670.8127 695823.3274
Total P&L (%) 574.0136 375.5268 198.4868 461.1525 -234.6708 695.8233
Avg Daily Profit (%) 0.3181 0.2081 0.11 0.0956 0 0.115
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -147767 -113023 -45380 -1789029 -1648215 -755077
Profit Factor 1.6264 1.6855 1.5385 1.0598 0.9492 1.2246
Total Trades 287 144 143 287 144 143
Winning Trades 108 47 61 108 47 61
Losing Trades 179 97 82 179 97 82
Profitability (%) 37.6307 32.6389 42.6573 37.6307 32.6389 42.6573
Ratio Avg Win / Avg Loss 2.6956 3.4785 2.0682 1.7565 1.9589 1.6462
Largest Winning Trade 332080 332080 54835 1086875 1086875 298005
Largest Losing Trade -27351 -27351 -26660 -386340 -386340 -224684
Avg Bars in Trades 74 80 68 74 80 68
Avg Bars in Winners 109 124 97 109 124 97
Avg Bars in Losers 53 58 47 53 58 47
Bars Traded 21405 11566 9839 21405 11566 9839
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 317417 142535 -46524 -222283 -584924 -41337

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": 1604253600000,
    "last_datapoint_time": 1758722400000,
    "evaluation_time": 1758858667744,
    "expiration_time": 1764335116800,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}

Factors

{
    "first_band": {
        "type": "sinwma",
        "factors": {
            "length": 206,
            "offset": 0
        }
    },
    "second_band": {
        "type": "midpoint",
        "factors": {
            "length": 145,
            "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": [
        [
            574013.5585888939,
            375526.7975389399,
            198486.7610499541,
            461152.5147006265,
            -234670.8127274598,
            695823.3274280867
        ],
        [
            574.013559,
            375.526798,
            198.486761,
            461.152515,
            -234.670813,
            695.823327
        ],
        [
            0.318101,
            0.208106,
            0.109995,
            0.09563,
            0,
            0.115012
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -147767,
            -113023,
            -45380,
            -1789029,
            -1648215,
            -755077
        ],
        [
            1.62637,
            1.685479,
            1.538515,
            1.059765,
            0.949181,
            1.224582
        ],
        [
            287,
            144,
            143,
            287,
            144,
            143
        ],
        [
            108,
            47,
            61,
            108,
            47,
            61
        ],
        [
            179,
            97,
            82,
            179,
            97,
            82
        ],
        [
            37.630662,
            32.638889,
            42.657343,
            37.630662,
            32.638889,
            42.657343
        ],
        [
            2.695557,
            3.478541,
            2.068168,
            1.756463,
            1.958947,
            1.64616
        ],
        [
            332080,
            332080,
            54835,
            1086875,
            1086875,
            298005
        ],
        [
            -27351,
            -27351,
            -26660,
            -386340,
            -386340,
            -224684
        ],
        [
            74,
            80,
            68,
            74,
            80,
            68
        ],
        [
            109,
            124,
            97,
            109,
            124,
            97
        ],
        [
            53,
            58,
            47,
            53,
            58,
            47
        ],
        [
            21405,
            11566,
            9839,
            21405,
            11566,
            9839
        ],
        [
            0,
            0,
            0,
            0,
            0,
            0
        ],
        [
            0,
            0,
            0,
            0,
            0,
            0
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            317417,
            142535,
            -46524,
            -222283,
            -584924,
            -41337
        ]
    ]
}
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": 1604253600000,
    "last_datapoint_time": 1758722400000,
    "evaluation_time": 1758858667744,
    "expiration_time": 1764335116800,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "sinwma",
        "factors": {
            "length": 206,
            "offset": 0
        }
    },
    "second_band": {
        "type": "midpoint",
        "factors": {
            "length": 145,
            "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)