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Trade: FIL/USDT/120/WMA/HMA/5515

Strategy
FIL/USDT/120/WMA/HMA/5515
Pair
FIL_USDT
Interval
2h
Score
315701
Daily Profit
0.322164
Profit Factor
1.911582
Profitability
39.024390
Streak
0.000000
Best Strategy
Training Data Length
1820.920000
Evaluation Time
2025-10-11 03:47
Expiration Time
2025-12-15 15:16

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 586634.7206 376049.0517 210585.6689 698025.2164 -103894.6845 801919.9008
Total P&L (%) 586.6347 376.0491 210.5857 698.0252 -103.8947 801.9199
Avg Daily Profit (%) 0.3222 0.2065 0.1156 0.1141 0 0.1209
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -101152 -106933 -69425 -801392 -706512 -593487
Profit Factor 1.9116 2.0508 1.7372 1.2025 0.9465 1.5322
Total Trades 123 61 62 123 61 62
Winning Trades 48 17 31 48 17 31
Losing Trades 75 44 31 75 44 31
Profitability (%) 39.0244 27.8689 50 39.0244 27.8689 50
Ratio Avg Win / Avg Loss 2.9868 5.3079 1.7372 1.8788 2.4497 1.5322
Largest Winning Trade 307796 307796 72549 419566 361820 419566
Largest Losing Trade -57488 -25339 -57488 -361486 -164426 -361486
Avg Bars in Trades 175 148 201 175 148 201
Avg Bars in Winners 288 274 295 288 274 295
Avg Bars in Losers 102 100 106 102 100 106
Bars Traded 21539 9073 12466 21539 9073 12466
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 315701 -167553 -189496 -43563 -757128 -182814
Evaluation Data
{
    "trading_pair": "FIL_USDT",
    "interval": "2h",
    "packets": 25000,
    "actual_packets": 21851,
    "evaluation_days": 1820.92,
    "actual_first_datapoint_time": 1602777600000,
    "first_datapoint_time": 1604419200000,
    "last_datapoint_time": 1760140800000,
    "evaluation_time": 1760143651656,
    "expiration_time": 1765804579200,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "wma",
        "factors": {
            "length": 216,
            "offset": 0
        }
    },
    "second_band": {
        "type": "hma",
        "factors": {
            "length": 216,
            "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": [
        [
            586634.7205918782,
            376049.0517066966,
            210585.6688851814,
            698025.216362287,
            -103894.6844837875,
            801919.9008460742
        ],
        [
            586.634721,
            376.049052,
            210.585669,
            698.025216,
            -103.894684,
            801.919901
        ],
        [
            0.322164,
            0.206516,
            0.115648,
            0.114127,
            0,
            0.120856
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -101152,
            -106933,
            -69425,
            -801392,
            -706512,
            -593487
        ],
        [
            1.911582,
            2.050795,
            1.73718,
            1.202456,
            0.946471,
            1.532172
        ],
        [
            123,
            61,
            62,
            123,
            61,
            62
        ],
        [
            48,
            17,
            31,
            48,
            17,
            31
        ],
        [
            75,
            44,
            31,
            75,
            44,
            31
        ],
        [
            39.02439,
            27.868852,
            50,
            39.02439,
            27.868852,
            50
        ],
        [
            2.986846,
            5.307939,
            1.73718,
            1.878837,
            2.44969,
            1.532172
        ],
        [
            307796,
            307796,
            72549,
            419566,
            361820,
            419566
        ],
        [
            -57488,
            -25339,
            -57488,
            -361486,
            -164426,
            -361486
        ],
        [
            175,
            148,
            201,
            175,
            148,
            201
        ],
        [
            288,
            274,
            295,
            288,
            274,
            295
        ],
        [
            102,
            100,
            106,
            102,
            100,
            106
        ],
        [
            21539,
            9073,
            12466,
            21539,
            9073,
            12466
        ],
        [
            0,
            0,
            0,
            0,
            0,
            0
        ],
        [
            0,
            0,
            0,
            0,
            0,
            0
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            315701,
            -167553,
            -189496,
            -43563,
            -757128,
            -182814
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "FIL_USDT",
    "interval": "2h",
    "packets": 25000,
    "actual_packets": 21851,
    "evaluation_days": 1820.92,
    "actual_first_datapoint_time": 1602777600000,
    "first_datapoint_time": 1604419200000,
    "last_datapoint_time": 1760140800000,
    "evaluation_time": 1760143651656,
    "expiration_time": 1765804579200,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "wma",
        "factors": {
            "length": 216,
            "offset": 0
        }
    },
    "second_band": {
        "type": "hma",
        "factors": {
            "length": 216,
            "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)