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Trade: FIL/USDT/360/PWMA/JMA/4719

Strategy
FIL/USDT/360/PWMA/JMA/4719
Pair
FIL_USDT
Interval
6h
Score
538556
Daily Profit
0.373973
Profit Factor
1.967543
Profitability
52.671756
Streak
29.687449
Best Strategy
Training Data Length
1810.000000
Evaluation Time
2025-09-29 13:29
Expiration Time
2025-11-22 15:12

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 676891.2606 508922.1447 167969.116 228836.618 35230.8571 193605.7609
Total P&L (%) 676.8913 508.9221 167.9691 228.8366 35.2309 193.6058
Avg Daily Profit (%) 0.374 0.2812 0.0928 0.0658 0.0167 0.0595
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -125015 -124957 -70328 -1206591 -774575 -751855
Profit Factor 1.9675 2.3391 1.5257 1.0565 1.0187 1.0894
Total Trades 131 66 65 131 66 65
Winning Trades 69 30 39 69 30 39
Losing Trades 62 36 26 62 36 26
Profitability (%) 52.6718 45.4545 60 52.6718 45.4545 60
Ratio Avg Win / Avg Loss 1.7679 2.8069 1.0171 0.9494 1.2225 0.7263
Largest Winning Trade 522351 522351 63140 644971 644971 466217
Largest Losing Trade -55518 -29756 -55518 -592337 -241251 -592337
Avg Bars in Trades 53 43 63 53 43 63
Avg Bars in Winners 71 59 81 71 59 81
Avg Bars in Losers 32 29 36 32 29 36
Bars Traded 6962 2859 4103 6962 2859 4103
Profit Streak 29.6874 29.6874 50.6874 29.6874 29.6874 50.6874
Trades During Streak 2 1 2 2 1 2
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 538556 -112499 -197003 -263383 -498832 -366687
Evaluation Data
{
    "trading_pair": "FIL_USDT",
    "interval": "6h",
    "packets": 25000,
    "actual_packets": 7240,
    "evaluation_days": 1810,
    "actual_first_datapoint_time": 1602763200000,
    "first_datapoint_time": 1606284000000,
    "last_datapoint_time": 1759125600000,
    "evaluation_time": 1759141795609,
    "expiration_time": 1763817120000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "pwma",
        "factors": {
            "length": 77,
            "offset": 0
        }
    },
    "second_band": {
        "type": "jma",
        "factors": {
            "length": 164,
            "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": [
        [
            676891.2606446944,
            508922.1446538926,
            167969.1159908019,
            228836.6180441916,
            35230.8571456885,
            193605.7608985031
        ],
        [
            676.891261,
            508.922145,
            167.969116,
            228.836618,
            35.230857,
            193.605761
        ],
        [
            0.373973,
            0.281172,
            0.092801,
            0.065789,
            0.016676,
            0.059524
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -125015,
            -124957,
            -70328,
            -1206591,
            -774575,
            -751855
        ],
        [
            1.967543,
            2.339069,
            1.525657,
            1.056546,
            1.018726,
            1.089402
        ],
        [
            131,
            66,
            65,
            131,
            66,
            65
        ],
        [
            69,
            30,
            39,
            69,
            30,
            39
        ],
        [
            62,
            36,
            26,
            62,
            36,
            26
        ],
        [
            52.671756,
            45.454545,
            60,
            52.671756,
            45.454545,
            60
        ],
        [
            1.767938,
            2.806883,
            1.017105,
            0.94936,
            1.222472,
            0.726268
        ],
        [
            522351,
            522351,
            63140,
            644971,
            644971,
            466217
        ],
        [
            -55518,
            -29756,
            -55518,
            -592337,
            -241251,
            -592337
        ],
        [
            53,
            43,
            63,
            53,
            43,
            63
        ],
        [
            71,
            59,
            81,
            71,
            59,
            81
        ],
        [
            32,
            29,
            36,
            32,
            29,
            36
        ],
        [
            6962,
            2859,
            4103,
            6962,
            2859,
            4103
        ],
        [
            29.687449,
            29.687449,
            50.687449,
            29.687449,
            29.687449,
            50.687449
        ],
        [
            2,
            1,
            2,
            2,
            1,
            2
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            538556,
            -112499,
            -197003,
            -263383,
            -498832,
            -366687
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "FIL_USDT",
    "interval": "6h",
    "packets": 25000,
    "actual_packets": 7240,
    "evaluation_days": 1810,
    "actual_first_datapoint_time": 1602763200000,
    "first_datapoint_time": 1606284000000,
    "last_datapoint_time": 1759125600000,
    "evaluation_time": 1759141795609,
    "expiration_time": 1763817120000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "pwma",
        "factors": {
            "length": 77,
            "offset": 0
        }
    },
    "second_band": {
        "type": "jma",
        "factors": {
            "length": 164,
            "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)