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Trade: FIL/USDT/360/PWMA/KCB/3538

Strategy
FIL/USDT/360/PWMA/KCB/3538
Pair
FIL_USDT
Interval
6h
Score
423821
Daily Profit
0.284939
Profit Factor
1.583775
Profitability
45.251397
Streak
37.594058
Best Strategy
Training Data Length
1805.250000
Evaluation Time
2025-09-25 17:15
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 514386.7831 353349.5055 161037.2776 132394.8868 -97792.6209 230187.5078
Total P&L (%) 514.3868 353.3495 161.0373 132.3949 -97.7926 230.1875
Avg Daily Profit (%) 0.2849 0.1957 0.0892 0.0467 -0.211 0.0662
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -126912 -151588 -58838 -1357533 -1067652 -571231
Profit Factor 1.5838 1.7285 1.4066 1.0275 0.9615 1.1014
Total Trades 179 90 89 179 90 89
Winning Trades 81 34 47 81 34 47
Losing Trades 98 56 42 98 56 42
Profitability (%) 45.2514 37.7778 52.809 45.2514 37.7778 52.809
Ratio Avg Win / Avg Loss 1.9162 2.8469 1.2569 1.2432 1.5837 0.9842
Largest Winning Trade 354119 354119 53296 600033 600033 296821
Largest Losing Trade -48347 -32867 -48347 -371832 -263152 -371832
Avg Bars in Trades 39 41 38 39 41 38
Avg Bars in Winners 54 56 51 54 56 51
Avg Bars in Losers 27 31 23 27 31 23
Bars Traded 7105 3691 3414 7105 3691 3414
Profit Streak 37.5941 37.5941 107.0941 37.5941 37.5941 107.0941
Trades During Streak 2 1 3 2 1 3
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 423821 228203 -71729 -320686 -582522 -213833

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": 1604577600000,
    "last_datapoint_time": 1758715200000,
    "evaluation_time": 1758809726619,
    "expiration_time": 1763394408000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}

Factors

{
    "first_band": {
        "type": "pwma",
        "factors": {
            "length": 85,
            "offset": 0
        }
    },
    "second_band": {
        "type": "kcb",
        "factors": {
            "length": 66,
            "offset": 0,
            "scalar": 2
        }
    }
}
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": [
        [
            514386.7831084913,
            353349.505504338,
            161037.2776041537,
            132394.8868247816,
            -97792.6209428163,
            230187.5077675981
        ],
        [
            514.386783,
            353.349506,
            161.037278,
            132.394887,
            -97.792621,
            230.187508
        ],
        [
            0.284939,
            0.195734,
            0.089205,
            0.046723,
            -0.211015,
            0.066189
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -126912,
            -151588,
            -58838,
            -1357533,
            -1067652,
            -571231
        ],
        [
            1.583775,
            1.728499,
            1.406555,
            1.027518,
            0.961507,
            1.101375
        ],
        [
            179,
            90,
            89,
            179,
            90,
            89
        ],
        [
            81,
            34,
            47,
            81,
            34,
            47
        ],
        [
            98,
            56,
            42,
            98,
            56,
            42
        ],
        [
            45.251397,
            37.777778,
            52.808989,
            45.251397,
            37.777778,
            52.808989
        ],
        [
            1.916172,
            2.84694,
            1.256922,
            1.24317,
            1.583659,
            0.984207
        ],
        [
            354119,
            354119,
            53296,
            600033,
            600033,
            296821
        ],
        [
            -48347,
            -32867,
            -48347,
            -371832,
            -263152,
            -371832
        ],
        [
            39,
            41,
            38,
            39,
            41,
            38
        ],
        [
            54,
            56,
            51,
            54,
            56,
            51
        ],
        [
            27,
            31,
            23,
            27,
            31,
            23
        ],
        [
            7105,
            3691,
            3414,
            7105,
            3691,
            3414
        ],
        [
            37.594058,
            37.594058,
            107.094058,
            37.594058,
            37.594058,
            107.094058
        ],
        [
            2,
            1,
            3,
            2,
            1,
            3
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            423821,
            228203,
            -71729,
            -320686,
            -582522,
            -213833
        ]
    ]
}
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": 1604577600000,
    "last_datapoint_time": 1758715200000,
    "evaluation_time": 1758809726619,
    "expiration_time": 1763394408000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "pwma",
        "factors": {
            "length": 85,
            "offset": 0
        }
    },
    "second_band": {
        "type": "kcb",
        "factors": {
            "length": 66,
            "offset": 0,
            "scalar": 2
        }
    }
}

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)