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Trade: FIL/USDT/480/HWMA/HL2/9861

Strategy
FIL/USDT/480/HWMA/HL2/9861
Pair
FIL_USDT
Interval
8h
Score
322218
Daily Profit
0.197811
Profit Factor
1.218410
Profitability
41.414141
Streak
12.939762
Best Strategy
Training Data Length
1816.670000
Evaluation Time
2025-10-06 09:33
Expiration Time
2025-11-29 14:00

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 359357.3107 164525.9512 194831.3596 165262.9315 -114947.6377 280210.5691
Total P&L (%) 359.3573 164.526 194.8314 165.2629 -114.9476 280.2106
Avg Daily Profit (%) 0.1978 0.0906 0.1072 0.0537 0 0.0735
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -110238 -135390 -90654 -495946 -542718 -435720
Profit Factor 1.2184 1.1999 1.2369 1.0286 0.9606 1.098
Total Trades 594 297 297 594 297 297
Winning Trades 246 121 125 246 121 125
Losing Trades 348 176 172 348 176 172
Profitability (%) 41.4141 40.7407 42.0875 41.4141 40.7407 42.0875
Ratio Avg Win / Avg Loss 1.7236 1.7454 1.702 1.4551 1.3973 1.5108
Largest Winning Trade 69170 69170 37817 170546 170546 125717
Largest Losing Trade -37468 -37468 -28735 -168199 -168199 -113394
Avg Bars in Trades 9 9 9 9 9 9
Avg Bars in Winners 12 12 13 12 12 13
Avg Bars in Losers 6 7 6 6 7 6
Bars Traded 5438 2704 2734 5438 2704 2734
Profit Streak 12.9398 14.2731 0 12.9398 14.2731 0
Trades During Streak 1 1 0 1 1 0
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 322218 -73266 -50803 -309616 -580843 -208189
Evaluation Data
{
    "trading_pair": "FIL_USDT",
    "interval": "8h",
    "packets": 25000,
    "actual_packets": 5450,
    "evaluation_days": 1816.67,
    "actual_first_datapoint_time": 1602777600000,
    "first_datapoint_time": 1602777600000,
    "last_datapoint_time": 1759708800000,
    "evaluation_time": 1759732395477,
    "expiration_time": 1764417600000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "hwma",
        "factors": {
            "length": 0,
            "offset": 0,
            "na": 0.2,
            "nb": 0.1,
            "nc": 0.1
        }
    },
    "second_band": {
        "type": "hl2",
        "factors": {
            "length": 0,
            "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": [
        [
            359357.3107441437,
            164525.9511571601,
            194831.3595869837,
            165262.9314548397,
            -114947.6376811258,
            280210.5691359653
        ],
        [
            359.357311,
            164.525951,
            194.83136,
            165.262931,
            -114.947638,
            280.210569
        ],
        [
            0.197811,
            0.090565,
            0.107246,
            0.053714,
            0,
            0.073544
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -110238,
            -135390,
            -90654,
            -495946,
            -542718,
            -435720
        ],
        [
            1.21841,
            1.19994,
            1.236889,
            1.028588,
            0.960648,
            1.097978
        ],
        [
            594,
            297,
            297,
            594,
            297,
            297
        ],
        [
            246,
            121,
            125,
            246,
            121,
            125
        ],
        [
            348,
            176,
            172,
            348,
            176,
            172
        ],
        [
            41.414141,
            40.740741,
            42.087542,
            41.414141,
            40.740741,
            42.087542
        ],
        [
            1.723604,
            1.745367,
            1.701959,
            1.455075,
            1.397306,
            1.510818
        ],
        [
            69170,
            69170,
            37817,
            170546,
            170546,
            125717
        ],
        [
            -37468,
            -37468,
            -28735,
            -168199,
            -168199,
            -113394
        ],
        [
            9,
            9,
            9,
            9,
            9,
            9
        ],
        [
            12,
            12,
            13,
            12,
            12,
            13
        ],
        [
            6,
            7,
            6,
            6,
            7,
            6
        ],
        [
            5438,
            2704,
            2734,
            5438,
            2704,
            2734
        ],
        [
            12.939762,
            14.273096,
            0,
            12.939762,
            14.273096,
            0
        ],
        [
            1,
            1,
            0,
            1,
            1,
            0
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            322218,
            -73266,
            -50803,
            -309616,
            -580843,
            -208189
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "FIL_USDT",
    "interval": "8h",
    "packets": 25000,
    "actual_packets": 5450,
    "evaluation_days": 1816.67,
    "actual_first_datapoint_time": 1602777600000,
    "first_datapoint_time": 1602777600000,
    "last_datapoint_time": 1759708800000,
    "evaluation_time": 1759732395477,
    "expiration_time": 1764417600000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "hwma",
        "factors": {
            "length": 0,
            "offset": 0,
            "na": 0.2,
            "nb": 0.1,
            "nc": 0.1
        }
    },
    "second_band": {
        "type": "hl2",
        "factors": {
            "length": 0,
            "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)