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Trade: FIL/USDT/720/HMA/DEMA/5532

Strategy
FIL/USDT/720/HMA/DEMA/5532
Pair
FIL_USDT
Interval
12h
Score
518926
Daily Profit
0.428187
Profit Factor
2.306998
Profitability
44.755245
Streak
48.371471
Best Strategy
Training Data Length
1817.000000
Evaluation Time
2025-10-06 11:54
Expiration Time
2025-11-29 14:14

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 778015.044 445056.8444 332958.1996 8582016.0704 1909148.9021 6672867.1683
Total P&L (%) 778.015 445.0568 332.9582 8582.0161 1909.1489 6672.8672
Avg Daily Profit (%) 0.4282 0.2449 0.1832 0.246 0.1653 0.2323
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -61188 -97238 -38466 -5859455 -6946839 -3371930
Profit Factor 2.307 2.18 2.5267 1.2736 1.1042 1.5119
Total Trades 143 71 72 143 71 72
Winning Trades 64 23 41 64 23 41
Losing Trades 79 48 31 79 48 31
Profitability (%) 44.7552 32.3944 56.9444 44.7552 32.3944 56.9444
Ratio Avg Win / Avg Loss 2.8477 4.5495 1.9104 1.5721 2.3043 1.1431
Largest Winning Trade 264342 264342 52532 3493617 3493617 2574426
Largest Losing Trade -33866 -33866 -20835 -2271253 -1688326 -2271253
Avg Bars in Trades 24 25 23 24 25 23
Avg Bars in Winners 33 38 30 33 38 30
Avg Bars in Losers 17 19 14 17 19 14
Bars Traded 3550 1835 1715 3550 1835 1715
Profit Streak 48.3715 48.3715 149.8715 48.3715 48.3715 149.8715
Trades During Streak 3 1 5 3 1 5
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 518926 -80812 -64295 341936 -190070 -66897
Evaluation Data
{
    "trading_pair": "FIL_USDT",
    "interval": "12h",
    "packets": 25000,
    "actual_packets": 3634,
    "evaluation_days": 1817,
    "actual_first_datapoint_time": 1602763200000,
    "first_datapoint_time": 1605960000000,
    "last_datapoint_time": 1759708800000,
    "evaluation_time": 1759740895070,
    "expiration_time": 1764418464000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "hma",
        "factors": {
            "length": 68,
            "offset": 0
        }
    },
    "second_band": {
        "type": "dema",
        "factors": {
            "length": 22,
            "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": [
        [
            778015.0440047436,
            445056.8443781947,
            332958.1996265493,
            8582016.07037944,
            1909148.9020653297,
            6672867.168314107
        ],
        [
            778.015044,
            445.056844,
            332.9582,
            8582.01607,
            1909.148902,
            6672.867168
        ],
        [
            0.428187,
            0.24494,
            0.183246,
            0.245973,
            0.16526,
            0.232273
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -61188,
            -97238,
            -38466,
            -5859455,
            -6946839,
            -3371930
        ],
        [
            2.306998,
            2.179975,
            2.526672,
            1.273609,
            1.104155,
            1.511872
        ],
        [
            143,
            71,
            72,
            143,
            71,
            72
        ],
        [
            64,
            23,
            41,
            64,
            23,
            41
        ],
        [
            79,
            48,
            31,
            79,
            48,
            31
        ],
        [
            44.755245,
            32.394366,
            56.944444,
            44.755245,
            32.394366,
            56.944444
        ],
        [
            2.8477,
            4.549513,
            1.910411,
            1.572111,
            2.304324,
            1.143123
        ],
        [
            264342,
            264342,
            52532,
            3493617,
            3493617,
            2574426
        ],
        [
            -33866,
            -33866,
            -20835,
            -2271253,
            -1688326,
            -2271253
        ],
        [
            24,
            25,
            23,
            24,
            25,
            23
        ],
        [
            33,
            38,
            30,
            33,
            38,
            30
        ],
        [
            17,
            19,
            14,
            17,
            19,
            14
        ],
        [
            3550,
            1835,
            1715,
            3550,
            1835,
            1715
        ],
        [
            48.371471,
            48.371471,
            149.871471,
            48.371471,
            48.371471,
            149.871471
        ],
        [
            3,
            1,
            5,
            3,
            1,
            5
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            518926,
            -80812,
            -64295,
            341936,
            -190070,
            -66897
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "FIL_USDT",
    "interval": "12h",
    "packets": 25000,
    "actual_packets": 3634,
    "evaluation_days": 1817,
    "actual_first_datapoint_time": 1602763200000,
    "first_datapoint_time": 1605960000000,
    "last_datapoint_time": 1759708800000,
    "evaluation_time": 1759740895070,
    "expiration_time": 1764418464000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "hma",
        "factors": {
            "length": 68,
            "offset": 0
        }
    },
    "second_band": {
        "type": "dema",
        "factors": {
            "length": 22,
            "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)