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Trade: FIL/USDT/360/HILO/HWMA/9246

Strategy
FIL/USDT/360/HILO/HWMA/9246
Pair
FIL_USDT
Interval
6h
Score
307690
Daily Profit
0.356963
Profit Factor
1.619970
Profitability
34.862385
Streak
0.000000
Best Strategy
Training Data Length
1805.250000
Evaluation Time
2025-09-26 07:14
Expiration Time
2025-11-17 17:46

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 644407.8674 354291.0482 290116.8192 3432723.5329 123977.4354 3308746.0975
Total P&L (%) 644.4079 354.291 290.1168 3432.7235 123.9774 3308.7461
Avg Daily Profit (%) 0.357 0.1963 0.1607 0.1977 0.0447 0.1957
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -74457 -70798 -53299 -4860064 -4615751 -2116788
Profit Factor 1.62 1.6209 1.6189 1.1505 1.01 1.3158
Total Trades 327 164 163 327 164 163
Winning Trades 114 54 60 114 54 60
Losing Trades 213 110 103 213 110 103
Profitability (%) 34.8624 32.9268 36.8098 34.8624 32.9268 36.8098
Ratio Avg Win / Avg Loss 3.0268 3.3018 2.779 2.1495 2.0575 2.2588
Largest Winning Trade 113047 113047 57417 2608794 2608794 1785100
Largest Losing Trade -15108 -14217 -15108 -810125 -810125 -560667
Avg Bars in Trades 21 20 22 21 20 22
Avg Bars in Winners 40 40 40 40 40 40
Avg Bars in Losers 11 11 12 11 11 12
Bars Traded 7160 3425 3735 7160 3425 3735
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 307690 165583 208676 -49793 -347657 170604

Evaluation Data

{
    "trading_pair": "FIL_USDT",
    "interval": "6h",
    "packets": 25000,
    "actual_packets": 7221,
    "evaluation_days": 1805.25,
    "actual_first_datapoint_time": 1602763200000,
    "first_datapoint_time": 1603216800000,
    "last_datapoint_time": 1758715200000,
    "evaluation_time": 1758860058668,
    "expiration_time": 1763394408000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}

Factors

{
    "first_band": {
        "type": "hilo",
        "factors": {
            "length": 0,
            "offset": 0
        }
    },
    "second_band": {
        "type": "hwma",
        "factors": {
            "length": 0,
            "offset": 0,
            "na": 0.2,
            "nb": 0.1,
            "nc": 0.05205
        }
    }
}
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": [
        [
            644407.8674241268,
            354291.0481756665,
            290116.8192484607,
            3432723.532889566,
            123977.4353534121,
            3308746.0975361518
        ],
        [
            644.407867,
            354.291048,
            290.116819,
            3432.723533,
            123.977435,
            3308.746098
        ],
        [
            0.356963,
            0.196256,
            0.160707,
            0.197655,
            0.044678,
            0.195673
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -74457,
            -70798,
            -53299,
            -4860064,
            -4615751,
            -2116788
        ],
        [
            1.61997,
            1.620887,
            1.618853,
            1.150458,
            1.010048,
            1.315813
        ],
        [
            327,
            164,
            163,
            327,
            164,
            163
        ],
        [
            114,
            54,
            60,
            114,
            54,
            60
        ],
        [
            213,
            110,
            103,
            213,
            110,
            103
        ],
        [
            34.862385,
            32.926829,
            36.809816,
            34.862385,
            32.926829,
            36.809816
        ],
        [
            3.026785,
            3.301807,
            2.779031,
            2.14954,
            2.057506,
            2.258812
        ],
        [
            113047,
            113047,
            57417,
            2608794,
            2608794,
            1785100
        ],
        [
            -15108,
            -14217,
            -15108,
            -810125,
            -810125,
            -560667
        ],
        [
            21,
            20,
            22,
            21,
            20,
            22
        ],
        [
            40,
            40,
            40,
            40,
            40,
            40
        ],
        [
            11,
            11,
            12,
            11,
            11,
            12
        ],
        [
            7160,
            3425,
            3735,
            7160,
            3425,
            3735
        ],
        [
            0,
            0,
            0,
            0,
            0,
            0
        ],
        [
            0,
            0,
            0,
            0,
            0,
            0
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            307690,
            165583,
            208676,
            -49793,
            -347657,
            170604
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "FIL_USDT",
    "interval": "6h",
    "packets": 25000,
    "actual_packets": 7221,
    "evaluation_days": 1805.25,
    "actual_first_datapoint_time": 1602763200000,
    "first_datapoint_time": 1603216800000,
    "last_datapoint_time": 1758715200000,
    "evaluation_time": 1758860058668,
    "expiration_time": 1763394408000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "hilo",
        "factors": {
            "length": 0,
            "offset": 0
        }
    },
    "second_band": {
        "type": "hwma",
        "factors": {
            "length": 0,
            "offset": 0,
            "na": 0.2,
            "nb": 0.1,
            "nc": 0.05205
        }
    }
}

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)