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Trade: FIL/USDT/720/HL2/FWMA/5364

Strategy
FIL/USDT/720/HL2/FWMA/5364
Pair
FIL_USDT
Interval
12h
Score
430507
Daily Profit
0.360875
Profit Factor
2.531898
Profitability
43.362832
Streak
0.000000
Best Strategy
Training Data Length
1811.000000
Evaluation Time
2025-09-30 08:27
Expiration Time
2025-11-23 09:55

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 653545.304 469803.7504 183741.5537 683157.0334 -142660.1964 825817.2298
Total P&L (%) 653.5453 469.8038 183.7416 683.157 -142.6602 825.8172
Avg Daily Profit (%) 0.3609 0.2594 0.1015 0.1137 0 0.123
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -94284 -83162 -53974 -1127544 -772060 -660313
Profit Factor 2.5319 3.1853 1.8682 1.1719 0.9242 1.3947
Total Trades 113 57 56 113 57 56
Winning Trades 49 25 24 49 25 24
Losing Trades 64 32 32 64 32 32
Profitability (%) 43.3628 43.8596 42.8571 43.3628 43.8596 42.8571
Ratio Avg Win / Avg Loss 3.307 4.0772 2.4909 1.5306 1.183 1.8595
Largest Winning Trade 499258 499258 67420 627489 505911 627489
Largest Losing Trade -41271 -27119 -41271 -498914 -293112 -498914
Avg Bars in Trades 30 22 38 30 22 38
Avg Bars in Winners 53 36 71 53 36 71
Avg Bars in Losers 13 11 14 13 11 14
Bars Traded 3470 1297 2173 3470 1297 2173
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 430507 -167948 -236814 -73431 -761276 -209497
Evaluation Data
{
    "trading_pair": "FIL_USDT",
    "interval": "12h",
    "packets": 25000,
    "actual_packets": 3622,
    "evaluation_days": 1811,
    "actual_first_datapoint_time": 1602763200000,
    "first_datapoint_time": 1608033600000,
    "last_datapoint_time": 1759190400000,
    "evaluation_time": 1759210033495,
    "expiration_time": 1763884512000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "hl2",
        "factors": {
            "length": 0,
            "offset": 69
        }
    },
    "second_band": {
        "type": "fwma",
        "factors": {
            "length": 123,
            "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": [
        [
            653545.3040380726,
            469803.7503878024,
            183741.5536502702,
            683157.0333602747,
            -142660.1964342323,
            825817.2297945059
        ],
        [
            653.545304,
            469.80375,
            183.741554,
            683.157033,
            -142.660196,
            825.81723
        ],
        [
            0.360875,
            0.259417,
            0.101459,
            0.113712,
            0,
            0.122964
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -94284,
            -83162,
            -53974,
            -1127544,
            -772060,
            -660313
        ],
        [
            2.531898,
            3.185326,
            1.868165,
            1.171854,
            0.924225,
            1.394652
        ],
        [
            113,
            57,
            56,
            113,
            57,
            56
        ],
        [
            49,
            25,
            24,
            49,
            25,
            24
        ],
        [
            64,
            32,
            32,
            64,
            32,
            32
        ],
        [
            43.362832,
            43.859649,
            42.857143,
            43.362832,
            43.859649,
            42.857143
        ],
        [
            3.306969,
            4.077218,
            2.490887,
            1.530585,
            1.183009,
            1.859536
        ],
        [
            499258,
            499258,
            67420,
            627489,
            505911,
            627489
        ],
        [
            -41271,
            -27119,
            -41271,
            -498914,
            -293112,
            -498914
        ],
        [
            30,
            22,
            38,
            30,
            22,
            38
        ],
        [
            53,
            36,
            71,
            53,
            36,
            71
        ],
        [
            13,
            11,
            14,
            13,
            11,
            14
        ],
        [
            3470,
            1297,
            2173,
            3470,
            1297,
            2173
        ],
        [
            0,
            0,
            0,
            0,
            0,
            0
        ],
        [
            0,
            0,
            0,
            0,
            0,
            0
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            430507,
            -167948,
            -236814,
            -73431,
            -761276,
            -209497
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "FIL_USDT",
    "interval": "12h",
    "packets": 25000,
    "actual_packets": 3622,
    "evaluation_days": 1811,
    "actual_first_datapoint_time": 1602763200000,
    "first_datapoint_time": 1608033600000,
    "last_datapoint_time": 1759190400000,
    "evaluation_time": 1759210033495,
    "expiration_time": 1763884512000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "hl2",
        "factors": {
            "length": 0,
            "offset": 69
        }
    },
    "second_band": {
        "type": "fwma",
        "factors": {
            "length": 123,
            "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)