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Trade: FIL/USDT/240/SWMA/HWMA/6490

Strategy
FIL/USDT/240/SWMA/HWMA/6490
Pair
FIL_USDT
Interval
4h
Score
308500
Daily Profit
0.424144
Profit Factor
2.675095
Profitability
32.500000
Streak
0.000000
Best Strategy
Training Data Length
1816.500000
Evaluation Time
2025-10-06 04:27
Expiration Time
2025-11-29 13:52

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 770457.9163 552851.0751 217606.8412 1347674.7388 243468.8602 1104205.8786
Total P&L (%) 770.4579 552.8511 217.6068 1347.6747 243.4689 1104.2059
Avg Daily Profit (%) 0.4241 0.3044 0.1198 0.1472 0.068 0.1371
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -82857 -119357 -48184 -903751 -846714 -442028
Profit Factor 2.6751 3.5372 1.899 1.3485 1.1355 1.5337
Total Trades 120 60 60 120 60 60
Winning Trades 39 18 21 39 18 21
Losing Trades 81 42 39 81 42 39
Profitability (%) 32.5 30 35 32.5 30 35
Ratio Avg Win / Avg Loss 5.556 8.2536 3.5267 2.8008 2.6494 2.8482
Largest Winning Trade 567936 567936 68953 645418 645418 550523
Largest Losing Trade -24125 -18964 -24125 -248058 -175255 -248058
Avg Bars in Trades 88 66 110 88 66 110
Avg Bars in Winners 200 136 254 200 136 254
Avg Bars in Losers 35 37 32 35 37 32
Bars Traded 10648 4018 6630 10648 4018 6630
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 308500 -161584 -204765 -1073 -349859 -182280
Evaluation Data
{
    "trading_pair": "FIL_USDT",
    "interval": "4h",
    "packets": 25000,
    "actual_packets": 10899,
    "evaluation_days": 1816.5,
    "actual_first_datapoint_time": 1602777600000,
    "first_datapoint_time": 1606075200000,
    "last_datapoint_time": 1759708800000,
    "evaluation_time": 1759714056193,
    "expiration_time": 1764417168000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "swma",
        "factors": {
            "length": 14,
            "offset": 216
        }
    },
    "second_band": {
        "type": "hwma",
        "factors": {
            "length": 0,
            "offset": 0,
            "na": 0.24436,
            "nb": 0.17016,
            "nc": 0.15242
        }
    }
}
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": [
        [
            770457.9163423274,
            552851.0750997376,
            217606.8412425898,
            1347674.7388114089,
            243468.8602435772,
            1104205.8785678323
        ],
        [
            770.457916,
            552.851075,
            217.606841,
            1347.674739,
            243.46886,
            1104.205879
        ],
        [
            0.424144,
            0.30435,
            0.119795,
            0.147234,
            0.067952,
            0.137083
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -82857,
            -119357,
            -48184,
            -903751,
            -846714,
            -442028
        ],
        [
            2.675095,
            3.537249,
            1.898997,
            1.348541,
            1.135451,
            1.533651
        ],
        [
            120,
            60,
            60,
            120,
            60,
            60
        ],
        [
            39,
            18,
            21,
            39,
            18,
            21
        ],
        [
            81,
            42,
            39,
            81,
            42,
            39
        ],
        [
            32.5,
            30,
            35,
            32.5,
            30,
            35
        ],
        [
            5.555966,
            8.253581,
            3.526709,
            2.800815,
            2.649385,
            2.84821
        ],
        [
            567936,
            567936,
            68953,
            645418,
            645418,
            550523
        ],
        [
            -24125,
            -18964,
            -24125,
            -248058,
            -175255,
            -248058
        ],
        [
            88,
            66,
            110,
            88,
            66,
            110
        ],
        [
            200,
            136,
            254,
            200,
            136,
            254
        ],
        [
            35,
            37,
            32,
            35,
            37,
            32
        ],
        [
            10648,
            4018,
            6630,
            10648,
            4018,
            6630
        ],
        [
            0,
            0,
            0,
            0,
            0,
            0
        ],
        [
            0,
            0,
            0,
            0,
            0,
            0
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            308500,
            -161584,
            -204765,
            -1073,
            -349859,
            -182280
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "FIL_USDT",
    "interval": "4h",
    "packets": 25000,
    "actual_packets": 10899,
    "evaluation_days": 1816.5,
    "actual_first_datapoint_time": 1602777600000,
    "first_datapoint_time": 1606075200000,
    "last_datapoint_time": 1759708800000,
    "evaluation_time": 1759714056193,
    "expiration_time": 1764417168000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "swma",
        "factors": {
            "length": 14,
            "offset": 216
        }
    },
    "second_band": {
        "type": "hwma",
        "factors": {
            "length": 0,
            "offset": 0,
            "na": 0.24436,
            "nb": 0.17016,
            "nc": 0.15242
        }
    }
}

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)