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Trade: FIL/USDT/720/HMA/LINREG/4800

Strategy
FIL/USDT/720/HMA/LINREG/4800
Pair
FIL_USDT
Interval
12h
Score
325028
Daily Profit
0.263602
Profit Factor
1.617442
Profitability
41.558442
Streak
0.000000
Best Strategy
Training Data Length
1810.000000
Evaluation Time
2025-09-29 14:26
Expiration Time
2025-11-22 09:12

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 477118.7279 276431.0265 200687.7014 387924.0781 -665671.4158 1053595.4939
Total P&L (%) 477.1187 276.431 200.6877 387.9241 -665.6714 1053.5955
Avg Daily Profit (%) 0.2636 0.1527 0.1109 0.0876 0 0.1352
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -99752 -83162 -70900 -1069933 -1025374 -535329
Profit Factor 1.6174 1.6852 1.5434 1.0645 0.8022 1.3983
Total Trades 154 77 77 154 77 77
Winning Trades 64 24 40 64 24 40
Losing Trades 90 53 37 90 53 37
Profitability (%) 41.5584 31.1688 51.9481 41.5584 31.1688 51.9481
Ratio Avg Win / Avg Loss 2.2745 3.7215 1.4277 1.497 1.7715 1.2934
Largest Winning Trade 168459 168459 56433 567166 567166 421141
Largest Losing Trade -45514 -36623 -45514 -427541 -427541 -311021
Avg Bars in Trades 22 22 22 22 22 22
Avg Bars in Winners 35 41 32 35 41 32
Avg Bars in Losers 13 14 12 13 14 12
Bars Traded 3498 1745 1753 3498 1745 1753
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 325028 -38593 -84826 -227723 -627003 -52866
Evaluation Data
{
    "trading_pair": "FIL_USDT",
    "interval": "12h",
    "packets": 25000,
    "actual_packets": 3620,
    "evaluation_days": 1810,
    "actual_first_datapoint_time": 1602763200000,
    "first_datapoint_time": 1607256000000,
    "last_datapoint_time": 1759104000000,
    "evaluation_time": 1759145177001,
    "expiration_time": 1763795520000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "hma",
        "factors": {
            "length": 97,
            "offset": 0
        }
    },
    "second_band": {
        "type": "linreg",
        "factors": {
            "length": 68,
            "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": [
        [
            477118.7279183398,
            276431.0265085213,
            200687.7014098186,
            387924.0780824068,
            -665671.4158432039,
            1053595.4939256103
        ],
        [
            477.118728,
            276.431027,
            200.687701,
            387.924078,
            -665.671416,
            1053.595494
        ],
        [
            0.263602,
            0.152724,
            0.110877,
            0.087607,
            0,
            0.1352
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -99752,
            -83162,
            -70900,
            -1069933,
            -1025374,
            -535329
        ],
        [
            1.617442,
            1.685208,
            1.543416,
            1.064544,
            0.802175,
            1.39829
        ],
        [
            154,
            77,
            77,
            154,
            77,
            77
        ],
        [
            64,
            24,
            40,
            64,
            24,
            40
        ],
        [
            90,
            53,
            37,
            90,
            53,
            37
        ],
        [
            41.558442,
            31.168831,
            51.948052,
            41.558442,
            31.168831,
            51.948052
        ],
        [
            2.274528,
            3.721501,
            1.42766,
            1.497015,
            1.771471,
            1.293418
        ],
        [
            168459,
            168459,
            56433,
            567166,
            567166,
            421141
        ],
        [
            -45514,
            -36623,
            -45514,
            -427541,
            -427541,
            -311021
        ],
        [
            22,
            22,
            22,
            22,
            22,
            22
        ],
        [
            35,
            41,
            32,
            35,
            41,
            32
        ],
        [
            13,
            14,
            12,
            13,
            14,
            12
        ],
        [
            3498,
            1745,
            1753,
            3498,
            1745,
            1753
        ],
        [
            0,
            0,
            0,
            0,
            0,
            0
        ],
        [
            0,
            0,
            0,
            0,
            0,
            0
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            325028,
            -38593,
            -84826,
            -227723,
            -627003,
            -52866
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "FIL_USDT",
    "interval": "12h",
    "packets": 25000,
    "actual_packets": 3620,
    "evaluation_days": 1810,
    "actual_first_datapoint_time": 1602763200000,
    "first_datapoint_time": 1607256000000,
    "last_datapoint_time": 1759104000000,
    "evaluation_time": 1759145177001,
    "expiration_time": 1763795520000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "hma",
        "factors": {
            "length": 97,
            "offset": 0
        }
    },
    "second_band": {
        "type": "linreg",
        "factors": {
            "length": 68,
            "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)