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Trade: FIL/USDT/240/LINREG/HWMA/4861

Strategy
FIL/USDT/240/LINREG/HWMA/4861
Pair
FIL_USDT
Interval
4h
Score
336573
Daily Profit
0.357039
Profit Factor
1.635363
Profitability
38.111888
Streak
0.000000
Best Strategy
Training Data Length
1805.000000
Evaluation Time
2025-09-26 23:12
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 644455.3537 361195.8577 283259.496 3135153.6202 870089.1559 2265064.4643
Total P&L (%) 644.4554 361.1959 283.2595 3135.1536 870.0892 2265.0645
Avg Daily Profit (%) 0.357 0.2001 0.1569 0.1928 0.126 0.1754
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -96687 -67222 -101340 -5806656 -2494977 -5612689
Profit Factor 1.6354 1.691 1.5762 1.0869 1.049 1.1236
Total Trades 286 143 143 286 143 143
Winning Trades 109 50 59 109 50 59
Losing Trades 177 93 84 177 93 84
Profitability (%) 38.1119 34.965 41.2587 38.1119 34.965 41.2587
Ratio Avg Win / Avg Loss 2.6556 3.1452 2.2441 1.765 1.9512 1.5997
Largest Winning Trade 118890 118890 46772 2376780 2376780 1720418
Largest Losing Trade -26061 -19063 -26061 -1708762 -1544308 -1708762
Avg Bars in Trades 37 39 35 37 39 35
Avg Bars in Winners 59 65 54 59 65 54
Avg Bars in Losers 23 25 21 23 25 21
Bars Traded 10652 5623 5029 10652 5623 5029
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 336573 172926 236205 -118973 -195944 -79236
Evaluation Data
{
    "trading_pair": "FIL_USDT",
    "interval": "4h",
    "packets": 25000,
    "actual_packets": 10830,
    "evaluation_days": 1805,
    "actual_first_datapoint_time": 1602777600000,
    "first_datapoint_time": 1604505600000,
    "last_datapoint_time": 1758715200000,
    "evaluation_time": 1758917545085,
    "expiration_time": 1763393760000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "linreg",
        "factors": {
            "length": 121,
            "offset": 0
        }
    },
    "second_band": {
        "type": "hwma",
        "factors": {
            "length": 0,
            "offset": 0,
            "na": 0.2,
            "nb": 0.1,
            "nc": 0.1
        }
    }
}
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": [
        [
            644455.3537106136,
            361195.8577469944,
            283259.4959636187,
            3135153.6201681057,
            870089.1558655598,
            2265064.464302545
        ],
        [
            644.455354,
            361.195858,
            283.259496,
            3135.15362,
            870.089156,
            2265.064464
        ],
        [
            0.357039,
            0.200109,
            0.15693,
            0.192798,
            0.125964,
            0.175411
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -96687,
            -67222,
            -101340,
            -5806656,
            -2494977,
            -5612689
        ],
        [
            1.635363,
            1.690962,
            1.576237,
            1.086903,
            1.049029,
            1.12357
        ],
        [
            286,
            143,
            143,
            286,
            143,
            143
        ],
        [
            109,
            50,
            59,
            109,
            50,
            59
        ],
        [
            177,
            93,
            84,
            177,
            93,
            84
        ],
        [
            38.111888,
            34.965035,
            41.258741,
            38.111888,
            34.965035,
            41.258741
        ],
        [
            2.655589,
            3.14519,
            2.244134,
            1.76497,
            1.951194,
            1.599658
        ],
        [
            118890,
            118890,
            46772,
            2376780,
            2376780,
            1720418
        ],
        [
            -26061,
            -19063,
            -26061,
            -1708762,
            -1544308,
            -1708762
        ],
        [
            37,
            39,
            35,
            37,
            39,
            35
        ],
        [
            59,
            65,
            54,
            59,
            65,
            54
        ],
        [
            23,
            25,
            21,
            23,
            25,
            21
        ],
        [
            10652,
            5623,
            5029,
            10652,
            5623,
            5029
        ],
        [
            0,
            0,
            0,
            0,
            0,
            0
        ],
        [
            0,
            0,
            0,
            0,
            0,
            0
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            336573,
            172926,
            236205,
            -118973,
            -195944,
            -79236
        ]
    ]
}
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": 1604505600000,
    "last_datapoint_time": 1758715200000,
    "evaluation_time": 1758917545085,
    "expiration_time": 1763393760000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "linreg",
        "factors": {
            "length": 121,
            "offset": 0
        }
    },
    "second_band": {
        "type": "hwma",
        "factors": {
            "length": 0,
            "offset": 0,
            "na": 0.2,
            "nb": 0.1,
            "nc": 0.1
        }
    }
}

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)