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Trade: FIL/USDT/240/MIDPRICE/PWMA/3715

Strategy
FIL/USDT/240/MIDPRICE/PWMA/3715
Pair
FIL_USDT
Interval
4h
Score
311870
Daily Profit
0.176420
Profit Factor
1.382702
Profitability
52.027027
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 318438.4363 195438.5321 122999.9042 63036.8982 -262247.2082 325284.1064
Total P&L (%) 318.4384 195.4385 122.9999 63.0369 -262.2472 325.2841
Avg Daily Profit (%) 0.1764 0.1083 0.0681 0.0271 0 0.0802
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -137422 -121001 -95654 -811331 -571445 -484167
Profit Factor 1.3827 1.5111 1.2735 1.0286 0.7447 1.2765
Total Trades 148 74 74 148 74 74
Winning Trades 77 36 41 77 36 41
Losing Trades 71 38 33 71 38 33
Profitability (%) 52.027 48.6486 55.4054 52.027 48.6486 55.4054
Ratio Avg Win / Avg Loss 1.275 1.5951 1.025 0.9485 0.786 1.0274
Largest Winning Trade 70770 59645 70770 305254 132137 305254
Largest Losing Trade -55425 -27257 -55425 -372132 -161621 -372132
Avg Bars in Trades 67 40 95 67 40 95
Avg Bars in Winners 80 36 119 80 36 119
Avg Bars in Losers 53 43 65 53 43 65
Bars Traded 10062 2991 7071 10062 2991 7071
Profit Streak 0 56.0086 0 0 56.0086 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 311870 -109955 -165505 -347229 -644780 -149371

Evaluation Data

{
    "trading_pair": "FIL_USDT",
    "interval": "4h",
    "packets": 25000,
    "actual_packets": 10830,
    "evaluation_days": 1805,
    "actual_first_datapoint_time": 1602777600000,
    "first_datapoint_time": 1605643200000,
    "last_datapoint_time": 1758715200000,
    "evaluation_time": 1758917546319,
    "expiration_time": 1763393760000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}

Factors

{
    "first_band": {
        "type": "midprice",
        "factors": {
            "length": 200,
            "offset": 0
        }
    },
    "second_band": {
        "type": "pwma",
        "factors": {
            "length": 43,
            "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": [
        [
            318438.4362502635,
            195438.5320716649,
            122999.9041785985,
            63036.8982296574,
            -262247.2081949633,
            325284.1064246207
        ],
        [
            318.438436,
            195.438532,
            122.999904,
            63.036898,
            -262.247208,
            325.284106
        ],
        [
            0.17642,
            0.108276,
            0.068144,
            0.027084,
            0,
            0.080231
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -137422,
            -121001,
            -95654,
            -811331,
            -571445,
            -484167
        ],
        [
            1.382702,
            1.511109,
            1.273517,
            1.028608,
            0.744661,
            1.276505
        ],
        [
            148,
            74,
            74,
            148,
            74,
            74
        ],
        [
            77,
            36,
            41,
            77,
            36,
            41
        ],
        [
            71,
            38,
            33,
            71,
            38,
            33
        ],
        [
            52.027027,
            48.648649,
            55.405405,
            52.027027,
            48.648649,
            55.405405
        ],
        [
            1.274959,
            1.595059,
            1.025026,
            0.948457,
            0.786031,
            1.027431
        ],
        [
            70770,
            59645,
            70770,
            305254,
            132137,
            305254
        ],
        [
            -55425,
            -27257,
            -55425,
            -372132,
            -161621,
            -372132
        ],
        [
            67,
            40,
            95,
            67,
            40,
            95
        ],
        [
            80,
            36,
            119,
            80,
            36,
            119
        ],
        [
            53,
            43,
            65,
            53,
            43,
            65
        ],
        [
            10062,
            2991,
            7071,
            10062,
            2991,
            7071
        ],
        [
            0,
            56.008638,
            0,
            0,
            56.008638,
            0
        ],
        [
            0,
            2,
            0,
            0,
            2,
            0
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            311870,
            -109955,
            -165505,
            -347229,
            -644780,
            -149371
        ]
    ]
}
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": 1605643200000,
    "last_datapoint_time": 1758715200000,
    "evaluation_time": 1758917546319,
    "expiration_time": 1763393760000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "midprice",
        "factors": {
            "length": 200,
            "offset": 0
        }
    },
    "second_band": {
        "type": "pwma",
        "factors": {
            "length": 43,
            "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)