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Trade: FIL/USDT/480/HMA/VWMA/8585

Strategy
FIL/USDT/480/HMA/VWMA/8585
Pair
FIL_USDT
Interval
8h
Score
306584
Daily Profit
0.217650
Profit Factor
1.298728
Profitability
39.588101
Streak
22.161440
Best Strategy
Training Data Length
1822.000000
Evaluation Time
2025-10-11 14:52
Expiration Time
2025-12-05 01:50

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 396557.5261 198121.8874 198435.6387 405533.3545 15795.1406 389738.2139
Total P&L (%) 396.5575 198.1219 198.4356 405.5334 15.7951 389.7382
Avg Daily Profit (%) 0.2177 0.1087 0.1089 0.089 0.008 0.0872
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -117655 -85199 -89407 -1052089 -824446 -669113
Profit Factor 1.2987 1.304 1.2937 1.0581 1.0046 1.1099
Total Trades 437 219 218 437 219 218
Winning Trades 173 82 91 173 82 91
Losing Trades 264 137 127 264 137 127
Profitability (%) 39.5881 37.4429 41.7431 39.5881 37.4429 41.7431
Ratio Avg Win / Avg Loss 1.9819 2.1786 1.8054 1.6147 1.6784 1.5489
Largest Winning Trade 85944 85944 38492 283146 264019 283146
Largest Losing Trade -33898 -21439 -33898 -173971 -151091 -173971
Avg Bars in Trades 12 12 11 12 12 11
Avg Bars in Winners 18 18 17 18 18 17
Avg Bars in Losers 8 9 7 8 9 7
Bars Traded 5389 2801 2588 5389 2801 2588
Profit Streak 22.1614 22.1614 22.8281 22.1614 22.1614 22.8281
Trades During Streak 2 1 1 2 1 1
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 306584 -50067 -48236 -230101 -409584 -176859
Evaluation Data
{
    "trading_pair": "FIL_USDT",
    "interval": "8h",
    "packets": 25000,
    "actual_packets": 5466,
    "evaluation_days": 1822,
    "actual_first_datapoint_time": 1602777600000,
    "first_datapoint_time": 1604246400000,
    "last_datapoint_time": 1760169600000,
    "evaluation_time": 1760183548425,
    "expiration_time": 1764892224000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "hma",
        "factors": {
            "length": 47,
            "offset": 0
        }
    },
    "second_band": {
        "type": "vwma",
        "factors": {
            "length": 4,
            "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": [
        [
            396557.5261177755,
            198121.8873749025,
            198435.638742873,
            405533.354506642,
            15795.1406300793,
            389738.2138765632
        ],
        [
            396.557526,
            198.121887,
            198.435639,
            405.533355,
            15.795141,
            389.738214
        ],
        [
            0.21765,
            0.108739,
            0.108911,
            0.088977,
            0.008049,
            0.087233
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -117655,
            -85199,
            -89407,
            -1052089,
            -824446,
            -669113
        ],
        [
            1.298728,
            1.303976,
            1.293665,
            1.058116,
            1.004604,
            1.109866
        ],
        [
            437,
            219,
            218,
            437,
            219,
            218
        ],
        [
            173,
            82,
            91,
            173,
            82,
            91
        ],
        [
            264,
            137,
            127,
            264,
            137,
            127
        ],
        [
            39.588101,
            37.442922,
            41.743119,
            39.588101,
            37.442922,
            41.743119
        ],
        [
            1.981873,
            2.178594,
            1.805445,
            1.614697,
            1.678424,
            1.548934
        ],
        [
            85944,
            85944,
            38492,
            283146,
            264019,
            283146
        ],
        [
            -33898,
            -21439,
            -33898,
            -173971,
            -151091,
            -173971
        ],
        [
            12,
            12,
            11,
            12,
            12,
            11
        ],
        [
            18,
            18,
            17,
            18,
            18,
            17
        ],
        [
            8,
            9,
            7,
            8,
            9,
            7
        ],
        [
            5389,
            2801,
            2588,
            5389,
            2801,
            2588
        ],
        [
            22.16144,
            22.16144,
            22.828107,
            22.16144,
            22.16144,
            22.828107
        ],
        [
            2,
            1,
            1,
            2,
            1,
            1
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            306584,
            -50067,
            -48236,
            -230101,
            -409584,
            -176859
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "FIL_USDT",
    "interval": "8h",
    "packets": 25000,
    "actual_packets": 5466,
    "evaluation_days": 1822,
    "actual_first_datapoint_time": 1602777600000,
    "first_datapoint_time": 1604246400000,
    "last_datapoint_time": 1760169600000,
    "evaluation_time": 1760183548425,
    "expiration_time": 1764892224000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "hma",
        "factors": {
            "length": 47,
            "offset": 0
        }
    },
    "second_band": {
        "type": "vwma",
        "factors": {
            "length": 4,
            "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)