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Trade: FIL/USDT/240/SWMA/WMA/3006

Strategy
FIL/USDT/240/SWMA/WMA/3006
Pair
FIL_USDT
Interval
4h
Score
343031
Daily Profit
0.358799
Profit Factor
2.118407
Profitability
39.252336
Streak
0.000000
Best Strategy
Training Data Length
1814.000000
Evaluation Time
2025-10-03 19:24
Expiration Time
2025-11-27 00:04

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 650860.7831 392662.4105 258198.3726 1607617.4531 291101.9591 1316515.494
Total P&L (%) 650.8608 392.6624 258.1984 1607.6175 291.102 1316.5155
Avg Daily Profit (%) 0.3588 0.2165 0.1423 0.1566 0.0752 0.1462
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -78200 -59866 -54101 -1788802 -1304751 -1466681
Profit Factor 2.1184 2.1259 2.1072 1.1974 1.0677 1.3422
Total Trades 107 54 53 107 54 53
Winning Trades 42 12 30 42 12 30
Losing Trades 65 42 23 65 42 23
Profitability (%) 39.2523 22.2222 56.6038 39.2523 22.2222 56.6038
Ratio Avg Win / Avg Loss 3.2785 7.4407 1.6155 1.8531 3.737 1.029
Largest Winning Trade 309252 309252 72174 1049661 1049661 604994
Largest Losing Trade -54101 -18889 -54101 -1456720 -489726 -1456720
Avg Bars in Trades 98 81 116 98 81 116
Avg Bars in Winners 168 186 161 168 186 161
Avg Bars in Losers 53 51 57 53 51 57
Bars Traded 10572 4417 6155 10572 4417 6155
Profit Streak 0 0 146.5172 0 0 146.5172
Trades During Streak 0 0 3 0 0 3
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 343031 -210585 -176865 52044 -459848 -174914
Evaluation Data
{
    "trading_pair": "FIL_USDT",
    "interval": "4h",
    "packets": 25000,
    "actual_packets": 10884,
    "evaluation_days": 1814,
    "actual_first_datapoint_time": 1602777600000,
    "first_datapoint_time": 1604534400000,
    "last_datapoint_time": 1759492800000,
    "evaluation_time": 1759508684485,
    "expiration_time": 1764194688000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "swma",
        "factors": {
            "length": 123,
            "offset": 0
        }
    },
    "second_band": {
        "type": "wma",
        "factors": {
            "length": 79,
            "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": [
        [
            650860.783080857,
            392662.4105063826,
            258198.3725744744,
            1607617.453077901,
            291101.9590856505,
            1316515.4939922509
        ],
        [
            650.860783,
            392.662411,
            258.198373,
            1607.617453,
            291.101959,
            1316.515494
        ],
        [
            0.358799,
            0.216462,
            0.142336,
            0.156555,
            0.07521,
            0.146236
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -78200,
            -59866,
            -54101,
            -1788802,
            -1304751,
            -1466681
        ],
        [
            2.118407,
            2.125902,
            2.107198,
            1.197355,
            1.067713,
            1.342238
        ],
        [
            107,
            54,
            53,
            107,
            54,
            53
        ],
        [
            42,
            12,
            30,
            42,
            12,
            30
        ],
        [
            65,
            42,
            23,
            65,
            42,
            23
        ],
        [
            39.252336,
            22.222222,
            56.603774,
            39.252336,
            22.222222,
            56.603774
        ],
        [
            3.278487,
            7.440658,
            1.615519,
            1.85305,
            3.736997,
            1.029049
        ],
        [
            309252,
            309252,
            72174,
            1049661,
            1049661,
            604994
        ],
        [
            -54101,
            -18889,
            -54101,
            -1456720,
            -489726,
            -1456720
        ],
        [
            98,
            81,
            116,
            98,
            81,
            116
        ],
        [
            168,
            186,
            161,
            168,
            186,
            161
        ],
        [
            53,
            51,
            57,
            53,
            51,
            57
        ],
        [
            10572,
            4417,
            6155,
            10572,
            4417,
            6155
        ],
        [
            0,
            0,
            146.517181,
            0,
            0,
            146.517182
        ],
        [
            0,
            0,
            3,
            0,
            0,
            3
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            343031,
            -210585,
            -176865,
            52044,
            -459848,
            -174914
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "FIL_USDT",
    "interval": "4h",
    "packets": 25000,
    "actual_packets": 10884,
    "evaluation_days": 1814,
    "actual_first_datapoint_time": 1602777600000,
    "first_datapoint_time": 1604534400000,
    "last_datapoint_time": 1759492800000,
    "evaluation_time": 1759508684485,
    "expiration_time": 1764194688000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "swma",
        "factors": {
            "length": 123,
            "offset": 0
        }
    },
    "second_band": {
        "type": "wma",
        "factors": {
            "length": 79,
            "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)