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Trade: FIL/USDT/120/WMA/HILO/1905

Strategy
FIL/USDT/120/WMA/HILO/1905
Pair
FIL_USDT
Interval
2h
Score
425615
Daily Profit
0.245914
Profit Factor
1.249894
Profitability
46.896552
Streak
0.000000
Best Strategy
Training Data Length
1813.670000
Evaluation Time
2025-10-03 21:59
Expiration Time
2025-12-08 03:00

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 446006.5398 231864.6993 214141.8404 485748.7094 -69934.6605 555683.3699
Total P&L (%) 446.0065 231.8647 214.1418 485.7487 -69.9347 555.6834
Avg Daily Profit (%) 0.2459 0.1278 0.1181 0.0975 -0.0662 0.1037
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -110342 -87597 -76145 -1153161 -1010594 -655423
Profit Factor 1.2499 1.2835 1.2215 1.0412 0.9869 1.0863
Total Trades 870 435 435 870 435 435
Winning Trades 408 188 220 408 188 220
Losing Trades 462 247 215 462 247 215
Profitability (%) 46.8966 43.2184 50.5747 46.8966 43.2184 50.5747
Ratio Avg Win / Avg Loss 1.4153 1.6863 1.1937 1.179 1.2967 1.0616
Largest Winning Trade 89894 89894 50862 289868 289868 276043
Largest Losing Trade -24125 -16315 -24125 -207548 -147785 -207548
Avg Bars in Trades 24 19 30 24 19 30
Avg Bars in Winners 30 25 35 30 25 35
Avg Bars in Losers 19 15 24 19 15 24
Bars Traded 21620 8437 13183 21620 8437 13183
Profit Streak 0 13.6245 0 0 13.6245 0
Trades During Streak 0 2 0 0 2 0
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 425615 -20818 -33981 -233995 -578675 -177902
Evaluation Data
{
    "trading_pair": "FIL_USDT",
    "interval": "2h",
    "packets": 25000,
    "actual_packets": 21764,
    "evaluation_days": 1813.67,
    "actual_first_datapoint_time": 1602777600000,
    "first_datapoint_time": 1603346400000,
    "last_datapoint_time": 1759514400000,
    "evaluation_time": 1759517952509,
    "expiration_time": 1765155628800,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "wma",
        "factors": {
            "length": 80,
            "offset": 0
        }
    },
    "second_band": {
        "type": "hilo",
        "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": [
        [
            446006.5397579207,
            231864.6993428982,
            214141.8404150227,
            485748.7094411826,
            -69934.6605006077,
            555683.3699417907
        ],
        [
            446.00654,
            231.864699,
            214.14184,
            485.748709,
            -69.934661,
            555.68337
        ],
        [
            0.245914,
            0.127843,
            0.118071,
            0.097514,
            -0.066241,
            0.103739
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -110342,
            -87597,
            -76145,
            -1153161,
            -1010594,
            -655423
        ],
        [
            1.249894,
            1.283474,
            1.221486,
            1.041171,
            0.986946,
            1.086276
        ],
        [
            870,
            435,
            435,
            870,
            435,
            435
        ],
        [
            408,
            188,
            220,
            408,
            188,
            220
        ],
        [
            462,
            247,
            215,
            462,
            247,
            215
        ],
        [
            46.896552,
            43.218391,
            50.574713,
            46.896552,
            43.218391,
            50.574713
        ],
        [
            1.415321,
            1.686266,
            1.193725,
            1.178973,
            1.29668,
            1.061588
        ],
        [
            89894,
            89894,
            50862,
            289868,
            289868,
            276043
        ],
        [
            -24125,
            -16315,
            -24125,
            -207548,
            -147785,
            -207548
        ],
        [
            24,
            19,
            30,
            24,
            19,
            30
        ],
        [
            30,
            25,
            35,
            30,
            25,
            35
        ],
        [
            19,
            15,
            24,
            19,
            15,
            24
        ],
        [
            21620,
            8437,
            13183,
            21620,
            8437,
            13183
        ],
        [
            0,
            13.62445,
            0,
            0,
            13.62445,
            0
        ],
        [
            0,
            2,
            0,
            0,
            2,
            0
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            425615,
            -20818,
            -33981,
            -233995,
            -578675,
            -177902
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "FIL_USDT",
    "interval": "2h",
    "packets": 25000,
    "actual_packets": 21764,
    "evaluation_days": 1813.67,
    "actual_first_datapoint_time": 1602777600000,
    "first_datapoint_time": 1603346400000,
    "last_datapoint_time": 1759514400000,
    "evaluation_time": 1759517952509,
    "expiration_time": 1765155628800,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "wma",
        "factors": {
            "length": 80,
            "offset": 0
        }
    },
    "second_band": {
        "type": "hilo",
        "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)