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Trade: FIL/USDT/480/PWMA/HILO/1665

Strategy
FIL/USDT/480/PWMA/HILO/1665
Pair
FIL_USDT
Interval
8h
Score
607797
Daily Profit
0.276256
Profit Factor
4.430155
Profitability
56.666667
Streak
0.000000
Best Strategy
Training Data Length
1812.000000
Evaluation Time
2025-10-01 15:06
Expiration Time
2025-11-24 18:38

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 746491.7432 500575.8856 245915.8576 2242539.7777 421820.9023 1820718.8753
Total P&L (%) 746.4917 500.5759 245.9159 2242.5398 421.8209 1820.7189
Avg Daily Profit (%) 0.412 0.2763 0.1357 0.1742 0.0912 0.1632
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -47209 -45129 -47209 -1573117 -1070829 -1573117
Profit Factor 3.6721 4.4302 2.843 1.36 1.1425 1.5572
Total Trades 59 30 29 59 30 29
Winning Trades 37 17 20 37 17 20
Losing Trades 22 13 9 22 13 9
Profitability (%) 62.7119 56.6667 68.9655 62.7119 56.6667 68.9655
Ratio Avg Win / Avg Loss 2.1834 3.3878 1.2793 0.8087 0.8737 0.7007
Largest Winning Trade 483867 483867 63627 1288314 1288314 1001699
Largest Losing Trade -47209 -45129 -47209 -1573117 -661595 -1573117
Avg Bars in Trades 85 62 109 85 62 109
Avg Bars in Winners 103 78 125 103 78 125
Avg Bars in Losers 55 43 72 55 43 72
Bars Traded 5061 1887 3174 5061 1887 3174
Profit Streak 0 0 18.8376 0 0 18.8376
Trades During Streak 0 0 1 0 0 1
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score -161181 607797 -4573 -171250 -135839 384345
Evaluation Data
{
    "trading_pair": "FIL_USDT",
    "interval": "8h",
    "packets": 25000,
    "actual_packets": 5436,
    "evaluation_days": 1812,
    "actual_first_datapoint_time": 1602777600000,
    "first_datapoint_time": 1609948800000,
    "last_datapoint_time": 1759305600000,
    "evaluation_time": 1759320364915,
    "expiration_time": 1764002304000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "pwma",
        "factors": {
            "length": 250,
            "offset": 0
        }
    },
    "second_band": {
        "type": "hilo",
        "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": [
        [
            746491.7432223854,
            500575.885593695,
            245915.8576286903,
            2242539.7776582753,
            421820.9023492777,
            1820718.8753089982
        ],
        [
            746.491743,
            500.575886,
            245.915858,
            2242.539778,
            421.820902,
            1820.718875
        ],
        [
            0.411971,
            0.276256,
            0.135715,
            0.174203,
            0.09122,
            0.163228
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -47209,
            -45129,
            -47209,
            -1573117,
            -1070829,
            -1573117
        ],
        [
            3.672081,
            4.430155,
            2.842987,
            1.360045,
            1.14247,
            1.557183
        ],
        [
            59,
            30,
            29,
            59,
            30,
            29
        ],
        [
            37,
            17,
            20,
            37,
            17,
            20
        ],
        [
            22,
            13,
            9,
            22,
            13,
            9
        ],
        [
            62.711864,
            56.666667,
            68.965517,
            62.711864,
            56.666667,
            68.965517
        ],
        [
            2.183399,
            3.387765,
            1.279344,
            0.808675,
            0.873653,
            0.700732
        ],
        [
            483867,
            483867,
            63627,
            1288314,
            1288314,
            1001699
        ],
        [
            -47209,
            -45129,
            -47209,
            -1573117,
            -661595,
            -1573117
        ],
        [
            85,
            62,
            109,
            85,
            62,
            109
        ],
        [
            103,
            78,
            125,
            103,
            78,
            125
        ],
        [
            55,
            43,
            72,
            55,
            43,
            72
        ],
        [
            5061,
            1887,
            3174,
            5061,
            1887,
            3174
        ],
        [
            0,
            0,
            18.837557,
            0,
            0,
            18.837557
        ],
        [
            0,
            0,
            1,
            0,
            0,
            1
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            -161181,
            607797,
            -4573,
            -171250,
            -135839,
            384345
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "FIL_USDT",
    "interval": "8h",
    "packets": 25000,
    "actual_packets": 5436,
    "evaluation_days": 1812,
    "actual_first_datapoint_time": 1602777600000,
    "first_datapoint_time": 1609948800000,
    "last_datapoint_time": 1759305600000,
    "evaluation_time": 1759320364915,
    "expiration_time": 1764002304000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "pwma",
        "factors": {
            "length": 250,
            "offset": 0
        }
    },
    "second_band": {
        "type": "hilo",
        "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)