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Trade: FIL/USDT/720/MIDPOINT/HWMA/1884

Strategy
FIL/USDT/720/MIDPOINT/HWMA/1884
Pair
FIL_USDT
Interval
12h
Score
447983
Daily Profit
0.362423
Profit Factor
2.388890
Profitability
45.454545
Streak
0.000000
Best Strategy
Training Data Length
1819.500000
Evaluation Time
2025-10-09 02:58
Expiration Time
2025-12-02 04:02

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 659429.3266 403241.3026 256188.024 3129920.3729 13572.3893 3116347.9836
Total P&L (%) 659.4293 403.2413 256.188 3129.9204 13.5724 3116.348
Avg Daily Profit (%) 0.3624 0.2216 0.1408 0.1912 0.007 0.1909
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -72086 -66657 -41894 -3279663 -3427664 -1864917
Profit Factor 2.3889 2.3992 2.3729 1.2111 1.0015 1.5194
Total Trades 88 44 44 88 44 44
Winning Trades 40 16 24 40 16 24
Losing Trades 48 28 20 48 28 20
Profitability (%) 45.4545 36.3636 54.5455 45.4545 36.3636 54.5455
Ratio Avg Win / Avg Loss 2.8667 4.1986 1.9774 1.4533 1.7527 1.2662
Largest Winning Trade 257863 257863 72004 1945916 1945916 1596656
Largest Losing Trade -23768 -23768 -17984 -1013468 -706339 -1013468
Avg Bars in Trades 40 27 52 40 27 52
Avg Bars in Winners 67 44 82 67 44 82
Avg Bars in Losers 17 17 17 17 17 17
Bars Traded 3545 1214 2331 3545 1214 2331
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 447983 266750 3455 214920 -460808 361175
Evaluation Data
{
    "trading_pair": "FIL_USDT",
    "interval": "12h",
    "packets": 25000,
    "actual_packets": 3639,
    "evaluation_days": 1819.5,
    "actual_first_datapoint_time": 1602763200000,
    "first_datapoint_time": 1605484800000,
    "last_datapoint_time": 1759924800000,
    "evaluation_time": 1759967931917,
    "expiration_time": 1764640944000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "midpoint",
        "factors": {
            "length": 64,
            "offset": 0
        }
    },
    "second_band": {
        "type": "hwma",
        "factors": {
            "length": 0,
            "offset": 0,
            "na": 0.2,
            "nb": 0.1,
            "nc": 0.1
        }
    }
}
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": [
        [
            659429.3265616759,
            403241.3025532632,
            256188.0240084127,
            3129920.3728862964,
            13572.389287109,
            3116347.983599188
        ],
        [
            659.429327,
            403.241303,
            256.188024,
            3129.920373,
            13.572389,
            3116.347984
        ],
        [
            0.362423,
            0.221622,
            0.140801,
            0.191171,
            0.006995,
            0.190939
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -72086,
            -66657,
            -41894,
            -3279663,
            -3427664,
            -1864917
        ],
        [
            2.38889,
            2.399221,
            2.372933,
            1.211078,
            1.001537,
            1.519408
        ],
        [
            88,
            44,
            44,
            88,
            44,
            44
        ],
        [
            40,
            16,
            24,
            40,
            16,
            24
        ],
        [
            48,
            28,
            20,
            48,
            28,
            20
        ],
        [
            45.454545,
            36.363636,
            54.545455,
            45.454545,
            36.363636,
            54.545455
        ],
        [
            2.866667,
            4.198637,
            1.977444,
            1.453294,
            1.75269,
            1.266174
        ],
        [
            257863,
            257863,
            72004,
            1945916,
            1945916,
            1596656
        ],
        [
            -23768,
            -23768,
            -17984,
            -1013468,
            -706339,
            -1013468
        ],
        [
            40,
            27,
            52,
            40,
            27,
            52
        ],
        [
            67,
            44,
            82,
            67,
            44,
            82
        ],
        [
            17,
            17,
            17,
            17,
            17,
            17
        ],
        [
            3545,
            1214,
            2331,
            3545,
            1214,
            2331
        ],
        [
            0,
            0,
            0,
            0,
            0,
            0
        ],
        [
            0,
            0,
            0,
            0,
            0,
            0
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            447983,
            266750,
            3455,
            214920,
            -460808,
            361175
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "FIL_USDT",
    "interval": "12h",
    "packets": 25000,
    "actual_packets": 3639,
    "evaluation_days": 1819.5,
    "actual_first_datapoint_time": 1602763200000,
    "first_datapoint_time": 1605484800000,
    "last_datapoint_time": 1759924800000,
    "evaluation_time": 1759967931917,
    "expiration_time": 1764640944000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "midpoint",
        "factors": {
            "length": 64,
            "offset": 0
        }
    },
    "second_band": {
        "type": "hwma",
        "factors": {
            "length": 0,
            "offset": 0,
            "na": 0.2,
            "nb": 0.1,
            "nc": 0.1
        }
    }
}

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)