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Trade: FIL/USDT/480/PWMA/MIDPOINT/7964

Strategy
FIL/USDT/480/PWMA/MIDPOINT/7964
Pair
FIL_USDT
Interval
8h
Score
334693
Daily Profit
0.281277
Profit Factor
1.665237
Profitability
42.361111
Streak
0.000000
Best Strategy
Training Data Length
1808.330000
Evaluation Time
2025-09-28 01:24
Expiration Time
2025-11-21 00:00

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 508640.8494 334982.3121 173658.5372 241237.1518 -503795.139 745032.2908
Total P&L (%) 508.6408 334.9823 173.6585 241.2372 -503.7951 745.0323
Avg Daily Profit (%) 0.2813 0.1852 0.096 0.0679 0 0.1181
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -139728 -129636 -87470 -1592990 -1176008 -918655
Profit Factor 1.6652 1.6963 1.6125 1.0405 0.8713 1.3657
Total Trades 144 72 72 144 72 72
Winning Trades 61 25 36 61 25 36
Losing Trades 83 47 36 83 47 36
Profitability (%) 42.3611 34.7222 50 42.3611 34.7222 50
Ratio Avg Win / Avg Loss 2.2658 3.1891 1.6125 1.4158 1.6381 1.3657
Largest Winning Trade 330220 330220 44311 737115 737115 333287
Largest Losing Trade -34255 -34255 -28368 -436353 -251108 -436353
Avg Bars in Trades 36 42 30 36 42 30
Avg Bars in Winners 46 58 38 46 58 38
Avg Bars in Losers 28 33 22 28 33 22
Bars Traded 5215 3039 2176 5215 3039 2176
Profit Streak 0 0 0 0 0 0
Trades During Streak 0 0 0 0 0 0
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 334693 -74690 -141168 -280814 -663399 -113909
Evaluation Data
{
    "trading_pair": "FIL_USDT",
    "interval": "8h",
    "packets": 25000,
    "actual_packets": 5425,
    "evaluation_days": 1808.33,
    "actual_first_datapoint_time": 1602777600000,
    "first_datapoint_time": 1605686400000,
    "last_datapoint_time": 1758988800000,
    "evaluation_time": 1759011868117,
    "expiration_time": 1763676000000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "pwma",
        "factors": {
            "length": 102,
            "offset": 0
        }
    },
    "second_band": {
        "type": "midpoint",
        "factors": {
            "length": 86,
            "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": [
        [
            508640.8493502728,
            334982.3121375385,
            173658.5372127347,
            241237.1518131317,
            -503795.1389569009,
            745032.2907700323
        ],
        [
            508.640849,
            334.982312,
            173.658537,
            241.237152,
            -503.795139,
            745.032291
        ],
        [
            0.281277,
            0.185244,
            0.096033,
            0.067898,
            0,
            0.11809
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -139728,
            -129636,
            -87470,
            -1592990,
            -1176008,
            -918655
        ],
        [
            1.665237,
            1.696343,
            1.612463,
            1.040525,
            0.871336,
            1.365701
        ],
        [
            144,
            72,
            72,
            144,
            72,
            72
        ],
        [
            61,
            25,
            36,
            61,
            25,
            36
        ],
        [
            83,
            47,
            36,
            83,
            47,
            36
        ],
        [
            42.361111,
            34.722222,
            50,
            42.361111,
            34.722222,
            50
        ],
        [
            2.265814,
            3.189124,
            1.612463,
            1.415796,
            1.638112,
            1.365701
        ],
        [
            330220,
            330220,
            44311,
            737115,
            737115,
            333287
        ],
        [
            -34255,
            -34255,
            -28368,
            -436353,
            -251108,
            -436353
        ],
        [
            36,
            42,
            30,
            36,
            42,
            30
        ],
        [
            46,
            58,
            38,
            46,
            58,
            38
        ],
        [
            28,
            33,
            22,
            28,
            33,
            22
        ],
        [
            5215,
            3039,
            2176,
            5215,
            3039,
            2176
        ],
        [
            0,
            0,
            0,
            0,
            0,
            0
        ],
        [
            0,
            0,
            0,
            0,
            0,
            0
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            334693,
            -74690,
            -141168,
            -280814,
            -663399,
            -113909
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "FIL_USDT",
    "interval": "8h",
    "packets": 25000,
    "actual_packets": 5425,
    "evaluation_days": 1808.33,
    "actual_first_datapoint_time": 1602777600000,
    "first_datapoint_time": 1605686400000,
    "last_datapoint_time": 1758988800000,
    "evaluation_time": 1759011868117,
    "expiration_time": 1763676000000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "pwma",
        "factors": {
            "length": 102,
            "offset": 0
        }
    },
    "second_band": {
        "type": "midpoint",
        "factors": {
            "length": 86,
            "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)