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Trade: FIL/USDT/5/HWMA/BBL/5730

Strategy
FIL/USDT/5/HWMA/BBL/5730
Pair
FIL_USDT
Interval
5m
Score
569827
Daily Profit
1.504033
Profit Factor
2.011055
Profitability
51.937984
Streak
0.000000
Best Strategy
Training Data Length
86.810000
Evaluation Time
2025-10-12 06:56
Expiration Time
2025-12-26 05:55

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 130565.1073 73482.8659 57082.2413 133862.6848 103860.6176 30002.0671
Total P&L (%) 130.5651 73.4829 57.0822 133.8627 103.8606 30.0021
Avg Daily Profit (%) 1.504 0.8465 0.6576 0.9835 0.8239 0.3027
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -32863 -12451 -24000 -37851 -12904 -28370
Profit Factor 2.0111 4.0761 1.5424 1.8677 4.3461 1.2435
Total Trades 129 65 64 129 65 64
Winning Trades 67 30 37 67 30 37
Losing Trades 62 35 27 62 35 27
Profitability (%) 51.938 46.1538 57.8125 51.938 46.1538 57.8125
Ratio Avg Win / Avg Loss 1.861 4.7554 1.1255 1.7283 5.0704 0.9074
Largest Winning Trade 85593 85593 65290 122529 122529 56545
Largest Losing Trade -16703 -4577 -16703 -20602 -11217 -20602
Avg Bars in Trades 192 6 381 192 6 381
Avg Bars in Winners 123 5 220 123 5 220
Avg Bars in Losers 266 7 602 266 7 602
Bars Traded 24815 420 24395 24815 420 24395
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 569827 -114937 -127878 543598 -115037 -136654
Evaluation Data
{
    "trading_pair": "FIL_USDT",
    "interval": "5m",
    "packets": 25000,
    "actual_packets": 25000,
    "evaluation_days": 86.81,
    "actual_first_datapoint_time": 1752741600000,
    "first_datapoint_time": 1752769800000,
    "last_datapoint_time": 1760241300000,
    "evaluation_time": 1760241389993,
    "expiration_time": 1766721300000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "hwma",
        "factors": {
            "length": 0,
            "offset": 0,
            "na": 0.2,
            "nb": 0.3177,
            "nc": 0.1
        }
    },
    "second_band": {
        "type": "bbl",
        "factors": {
            "length": 95,
            "offset": 0,
            "std": 3.27791
        }
    }
}
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": [
        [
            130565.1072755498,
            73482.8659306351,
            57082.2413449147,
            133862.6847863001,
            103860.6176421451,
            30002.0671441551
        ],
        [
            130.565107,
            73.482866,
            57.082241,
            133.862685,
            103.860618,
            30.002067
        ],
        [
            1.504033,
            0.846479,
            0.657554,
            0.983452,
            0.823864,
            0.302704
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -32863,
            -12451,
            -24000,
            -37851,
            -12904,
            -28370
        ],
        [
            2.011055,
            4.076053,
            1.542355,
            1.867689,
            4.346084,
            1.243453
        ],
        [
            129,
            65,
            64,
            129,
            65,
            64
        ],
        [
            67,
            30,
            37,
            67,
            30,
            37
        ],
        [
            62,
            35,
            27,
            62,
            35,
            27
        ],
        [
            51.937984,
            46.153846,
            57.8125,
            51.937984,
            46.153846,
            57.8125
        ],
        [
            1.860976,
            4.755395,
            1.125502,
            1.728309,
            5.070431,
            0.907385
        ],
        [
            85593,
            85593,
            65290,
            122529,
            122529,
            56545
        ],
        [
            -16703,
            -4577,
            -16703,
            -20602,
            -11217,
            -20602
        ],
        [
            192,
            6,
            381,
            192,
            6,
            381
        ],
        [
            123,
            5,
            220,
            123,
            5,
            220
        ],
        [
            266,
            7,
            602,
            266,
            7,
            602
        ],
        [
            24815,
            420,
            24395,
            24815,
            420,
            24395
        ],
        [
            0,
            0,
            0,
            0,
            0,
            0
        ],
        [
            0,
            0,
            0,
            0,
            0,
            0
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            569827,
            -114937,
            -127878,
            543598,
            -115037,
            -136654
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "FIL_USDT",
    "interval": "5m",
    "packets": 25000,
    "actual_packets": 25000,
    "evaluation_days": 86.81,
    "actual_first_datapoint_time": 1752741600000,
    "first_datapoint_time": 1752769800000,
    "last_datapoint_time": 1760241300000,
    "evaluation_time": 1760241389993,
    "expiration_time": 1766721300000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "hwma",
        "factors": {
            "length": 0,
            "offset": 0,
            "na": 0.2,
            "nb": 0.3177,
            "nc": 0.1
        }
    },
    "second_band": {
        "type": "bbl",
        "factors": {
            "length": 95,
            "offset": 0,
            "std": 3.27791
        }
    }
}

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)