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Trade: FIL/USDT/360/MIDPRICE/SINWMA/1630

Strategy
FIL/USDT/360/MIDPRICE/SINWMA/1630
Pair
FIL_USDT
Interval
6h
Score
338700
Daily Profit
0.183327
Profit Factor
1.506014
Profitability
52.252252
Streak
0.000000
Best Strategy
Training Data Length
1819.750000
Evaluation Time
2025-10-09 04:26
Expiration Time
2025-12-02 16:13

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 333608.6318 154355.0868 179253.545 165741.7484 -375467.6209 541209.3692
Total P&L (%) 333.6086 154.3551 179.2535 165.7417 -375.4676 541.2094
Avg Daily Profit (%) 0.1833 0.0848 0.0985 0.0537 0 0.1022
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -152485 -135634 -92142 -1135472 -805568 -890293
Profit Factor 1.506 1.4411 1.5795 1.0528 0.7593 1.3422
Total Trades 111 56 55 111 56 55
Winning Trades 58 26 32 58 26 32
Losing Trades 53 30 23 53 30 23
Profitability (%) 52.2523 46.4286 58.1818 52.2523 46.4286 58.1818
Ratio Avg Win / Avg Loss 1.3762 1.6628 1.1353 0.962 0.8761 0.9647
Largest Winning Trade 71728 71728 70721 542078 246889 542078
Largest Losing Trade -58059 -29915 -58059 -760930 -250109 -760930
Avg Bars in Trades 60 35 86 60 35 86
Avg Bars in Winners 68 34 96 68 34 96
Avg Bars in Losers 52 35 73 52 35 73
Bars Traded 6735 1962 4773 6735 1962 4773
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 338700 -259097 -238670 -284746 -762222 -236490
Evaluation Data
{
    "trading_pair": "FIL_USDT",
    "interval": "6h",
    "packets": 25000,
    "actual_packets": 7279,
    "evaluation_days": 1819.75,
    "actual_first_datapoint_time": 1602763200000,
    "first_datapoint_time": 1605852000000,
    "last_datapoint_time": 1759968000000,
    "evaluation_time": 1759973210781,
    "expiration_time": 1764684792000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "midprice",
        "factors": {
            "length": 144,
            "offset": 0
        }
    },
    "second_band": {
        "type": "sinwma",
        "factors": {
            "length": 42,
            "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": [
        [
            333608.6318339646,
            154355.0868058818,
            179253.5450280831,
            165741.7483740592,
            -375467.6208570526,
            541209.3692311114
        ],
        [
            333.608632,
            154.355087,
            179.253545,
            165.741748,
            -375.467621,
            541.209369
        ],
        [
            0.183327,
            0.084822,
            0.098504,
            0.053723,
            0,
            0.102164
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -152485,
            -135634,
            -92142,
            -1135472,
            -805568,
            -890293
        ],
        [
            1.506014,
            1.441068,
            1.579491,
            1.05276,
            0.759258,
            1.342151
        ],
        [
            111,
            56,
            55,
            111,
            56,
            55
        ],
        [
            58,
            26,
            32,
            58,
            26,
            32
        ],
        [
            53,
            30,
            23,
            53,
            30,
            23
        ],
        [
            52.252252,
            46.428571,
            58.181818,
            52.252252,
            46.428571,
            58.181818
        ],
        [
            1.376185,
            1.66277,
            1.135259,
            0.962005,
            0.876067,
            0.964671
        ],
        [
            71728,
            71728,
            70721,
            542078,
            246889,
            542078
        ],
        [
            -58059,
            -29915,
            -58059,
            -760930,
            -250109,
            -760930
        ],
        [
            60,
            35,
            86,
            60,
            35,
            86
        ],
        [
            68,
            34,
            96,
            68,
            34,
            96
        ],
        [
            52,
            35,
            73,
            52,
            35,
            73
        ],
        [
            6735,
            1962,
            4773,
            6735,
            1962,
            4773
        ],
        [
            0,
            0,
            0,
            0,
            0,
            0
        ],
        [
            0,
            0,
            0,
            0,
            0,
            0
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            338700,
            -259097,
            -238670,
            -284746,
            -762222,
            -236490
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "FIL_USDT",
    "interval": "6h",
    "packets": 25000,
    "actual_packets": 7279,
    "evaluation_days": 1819.75,
    "actual_first_datapoint_time": 1602763200000,
    "first_datapoint_time": 1605852000000,
    "last_datapoint_time": 1759968000000,
    "evaluation_time": 1759973210781,
    "expiration_time": 1764684792000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "midprice",
        "factors": {
            "length": 144,
            "offset": 0
        }
    },
    "second_band": {
        "type": "sinwma",
        "factors": {
            "length": 42,
            "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)