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Trade: FIL/USDT/240/HMA/SSF/8021

Strategy
FIL/USDT/240/HMA/SSF/8021
Pair
FIL_USDT
Interval
4h
Score
398557
Daily Profit
0.238493
Profit Factor
1.208934
Profitability
42.619048
Streak
6.687002
Best Strategy
Training Data Length
1805.000000
Evaluation Time
2025-09-26 03:29
Expiration Time
2025-11-17 17:36

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 430479.8791 244062.629 186417.2501 363851.3125 101768.7804 262082.5321
Total P&L (%) 430.4799 244.0626 186.4173 363.8513 101.7688 262.0825
Avg Daily Profit (%) 0.2385 0.1352 0.1033 0.085 0.0389 0.0713
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -185947 -198970 -115330 -465041 -450555 -181375
Profit Factor 1.2089 1.2287 1.1877 1.1018 1.0538 1.1557
Total Trades 840 420 420 840 420 420
Winning Trades 358 171 187 358 171 187
Losing Trades 482 249 233 482 249 233
Profitability (%) 42.619 40.7143 44.5238 42.619 40.7143 44.5238
Ratio Avg Win / Avg Loss 1.6277 1.7891 1.4799 1.4835 1.5346 1.44
Largest Winning Trade 62602 62602 33406 89411 89411 87145
Largest Losing Trade -30646 -27780 -30646 -72103 -72103 -71246
Avg Bars in Trades 12 13 12 12 13 12
Avg Bars in Winners 17 18 17 17 18 17
Avg Bars in Losers 9 9 8 9 9 8
Bars Traded 10777 5602 5175 10777 5602 5175
Profit Streak 6.687 0 9.3537 6.687 0 9.3537
Trades During Streak 1 0 1 1 0 1
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 398557 -13454 -68685 -185435 -302820 -146487

Evaluation Data

{
    "trading_pair": "FIL_USDT",
    "interval": "4h",
    "packets": 25000,
    "actual_packets": 10830,
    "evaluation_days": 1805,
    "actual_first_datapoint_time": 1602777600000,
    "first_datapoint_time": 1603411200000,
    "last_datapoint_time": 1758715200000,
    "evaluation_time": 1758846556998,
    "expiration_time": 1763393760000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}

Factors

{
    "first_band": {
        "type": "hma",
        "factors": {
            "length": 40,
            "offset": 0
        }
    },
    "second_band": {
        "type": "ssf",
        "factors": {
            "length": 10,
            "offset": 0,
            "poles": 3
        }
    }
}
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": [
        [
            430479.8791124813,
            244062.6290379203,
            186417.2500745619,
            363851.3124537886,
            101768.7803836458,
            262082.5320701429
        ],
        [
            430.479879,
            244.062629,
            186.41725,
            363.851312,
            101.76878,
            262.082532
        ],
        [
            0.238493,
            0.135215,
            0.103278,
            0.085044,
            0.038897,
            0.071311
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -185947,
            -198970,
            -115330,
            -465041,
            -450555,
            -181375
        ],
        [
            1.208934,
            1.228674,
            1.187718,
            1.10184,
            1.053848,
            1.155737
        ],
        [
            840,
            420,
            420,
            840,
            420,
            420
        ],
        [
            358,
            171,
            187,
            358,
            171,
            187
        ],
        [
            482,
            249,
            233,
            482,
            249,
            233
        ],
        [
            42.619048,
            40.714286,
            44.52381,
            42.619048,
            40.714286,
            44.52381
        ],
        [
            1.62767,
            1.789122,
            1.479884,
            1.483483,
            1.534551,
            1.440036
        ],
        [
            62602,
            62602,
            33406,
            89411,
            89411,
            87145
        ],
        [
            -30646,
            -27780,
            -30646,
            -72103,
            -72103,
            -71246
        ],
        [
            12,
            13,
            12,
            12,
            13,
            12
        ],
        [
            17,
            18,
            17,
            17,
            18,
            17
        ],
        [
            9,
            9,
            8,
            9,
            9,
            8
        ],
        [
            10777,
            5602,
            5175,
            10777,
            5602,
            5175
        ],
        [
            6.687002,
            0,
            9.353669,
            6.687002,
            0,
            9.353669
        ],
        [
            1,
            0,
            1,
            1,
            0,
            1
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            398557,
            -13454,
            -68685,
            -185435,
            -302820,
            -146487
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "FIL_USDT",
    "interval": "4h",
    "packets": 25000,
    "actual_packets": 10830,
    "evaluation_days": 1805,
    "actual_first_datapoint_time": 1602777600000,
    "first_datapoint_time": 1603411200000,
    "last_datapoint_time": 1758715200000,
    "evaluation_time": 1758846556998,
    "expiration_time": 1763393760000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "hma",
        "factors": {
            "length": 40,
            "offset": 0
        }
    },
    "second_band": {
        "type": "ssf",
        "factors": {
            "length": 10,
            "offset": 0,
            "poles": 3
        }
    }
}

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)