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Trade: FIL/USDT/720/HMA/BBU/8416

Strategy
FIL/USDT/720/HMA/BBU/8416
Pair
FIL_USDT
Interval
12h
Score
301079
Daily Profit
0.199723
Profit Factor
1.435009
Profitability
43.367347
Streak
0.000000
Best Strategy
Training Data Length
1817.500000
Evaluation Time
2025-10-07 00:53
Expiration Time
2025-11-30 02:36

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 362996.469 252218.6138 110777.8552 3336.4774 -743923.0678 747259.5452
Total P&L (%) 362.9965 252.2186 110.7779 3.3365 -743.9231 747.2595
Avg Daily Profit (%) 0.1997 0.1388 0.061 0.0018 0 0.1176
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -150682 -192948 -48766 -1433263 -1578039 -312412
Profit Factor 1.435 1.4636 1.3814 1.0008 0.7298 1.6079
Total Trades 196 98 98 196 98 98
Winning Trades 85 40 45 85 40 45
Losing Trades 111 58 53 111 58 53
Profitability (%) 43.3673 40.8163 45.9184 43.3673 40.8163 45.9184
Ratio Avg Win / Avg Loss 1.874 2.1222 1.627 1.307 1.0582 1.8937
Largest Winning Trade 289989 289989 45865 295667 295667 209358
Largest Losing Trade -45423 -45423 -18565 -284135 -284135 -270336
Avg Bars in Trades 17 27 7 17 27 7
Avg Bars in Winners 19 31 9 19 31 9
Avg Bars in Losers 16 24 6 16 24 6
Bars Traded 3455 2689 767 3455 2689 767
Profit Streak 0 12.9125 0 0 12.9125 0
Trades During Streak 0 1 0 0 1 0
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 301079 -8558 -111448 -577056 -582087 -34096
Evaluation Data
{
    "trading_pair": "FIL_USDT",
    "interval": "12h",
    "packets": 25000,
    "actual_packets": 3635,
    "evaluation_days": 1817.5,
    "actual_first_datapoint_time": 1602763200000,
    "first_datapoint_time": 1609718400000,
    "last_datapoint_time": 1759752000000,
    "evaluation_time": 1759787636810,
    "expiration_time": 1764462960000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "hma",
        "factors": {
            "length": 151,
            "offset": 0
        }
    },
    "second_band": {
        "type": "bbu",
        "factors": {
            "length": 207,
            "offset": 0,
            "std": 4.00267
        }
    }
}
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": [
        [
            362996.468994693,
            252218.6137971087,
            110777.8551975852,
            3336.4774306441,
            -743923.0677560716,
            747259.5451867151
        ],
        [
            362.996469,
            252.218614,
            110.777855,
            3.336477,
            -743.923068,
            747.259545
        ],
        [
            0.199723,
            0.138772,
            0.060951,
            0.001806,
            0,
            0.117639
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -150682,
            -192948,
            -48766,
            -1433263,
            -1578039,
            -312412
        ],
        [
            1.435009,
            1.463609,
            1.381435,
            1.000838,
            0.729809,
            1.607892
        ],
        [
            196,
            98,
            98,
            196,
            98,
            98
        ],
        [
            85,
            40,
            45,
            85,
            40,
            45
        ],
        [
            111,
            58,
            53,
            111,
            58,
            53
        ],
        [
            43.367347,
            40.816327,
            45.918367,
            43.367347,
            40.816327,
            45.918367
        ],
        [
            1.873953,
            2.122233,
            1.627023,
            1.306976,
            1.058223,
            1.893739
        ],
        [
            289989,
            289989,
            45865,
            295667,
            295667,
            209358
        ],
        [
            -45423,
            -45423,
            -18565,
            -284135,
            -284135,
            -270336
        ],
        [
            17,
            27,
            7,
            17,
            27,
            7
        ],
        [
            19,
            31,
            9,
            19,
            31,
            9
        ],
        [
            16,
            24,
            6,
            16,
            24,
            6
        ],
        [
            3455,
            2689,
            767,
            3455,
            2689,
            767
        ],
        [
            0,
            12.912463,
            0,
            0,
            12.912463,
            0
        ],
        [
            0,
            1,
            0,
            0,
            1,
            0
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            301079,
            -8558,
            -111448,
            -577056,
            -582087,
            -34096
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "FIL_USDT",
    "interval": "12h",
    "packets": 25000,
    "actual_packets": 3635,
    "evaluation_days": 1817.5,
    "actual_first_datapoint_time": 1602763200000,
    "first_datapoint_time": 1609718400000,
    "last_datapoint_time": 1759752000000,
    "evaluation_time": 1759787636810,
    "expiration_time": 1764462960000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "hma",
        "factors": {
            "length": 151,
            "offset": 0
        }
    },
    "second_band": {
        "type": "bbu",
        "factors": {
            "length": 207,
            "offset": 0,
            "std": 4.00267
        }
    }
}

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)