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Trade: FIL/USDT/720/PWMA/DCU/5297

Strategy
FIL/USDT/720/PWMA/DCU/5297
Pair
FIL_USDT
Interval
12h
Score
520564
Daily Profit
0.152212
Profit Factor
2.529077
Profitability
67.567568
Streak
100.061041
Best Strategy
Training Data Length
1819.500000
Evaluation Time
2025-10-09 04:27
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 634956.5568 448833.0538 186123.5031 425562.8323 -1066146.3418 1491709.1741
Total P&L (%) 634.9566 448.8331 186.1235 425.5628 -1066.1463 1491.7092
Avg Daily Profit (%) 0.349 0.2467 0.1023 0.0912 0 0.1522
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -126291 -140881 -65204 -1241660 -1729885 -562828
Profit Factor 2.3579 2.3204 2.4576 1.1014 0.6692 2.5291
Total Trades 73 36 37 73 36 37
Winning Trades 38 13 25 38 13 25
Losing Trades 35 23 12 35 23 12
Profitability (%) 52.0548 36.1111 67.5676 52.0548 36.1111 67.5676
Ratio Avg Win / Avg Loss 2.1717 4.1053 1.1796 1.0144 1.1839 1.214
Largest Winning Trade 504563 504563 60049 491608 491608 485206
Largest Losing Trade -36245 -36245 -33440 -450834 -450834 -340289
Avg Bars in Trades 46 70 22 46 70 22
Avg Bars in Winners 55 113 26 55 113 26
Avg Bars in Losers 36 46 15 36 46 15
Bars Traded 3382 2544 838 3382 2544 838
Profit Streak 100.061 109.061 100.061 100.061 109.061 100.061
Trades During Streak 2 1 1 2 1 1
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score -61251 273502 -49721 -255232 -583952 520564
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": 1608552000000,
    "last_datapoint_time": 1759924800000,
    "evaluation_time": 1759973273919,
    "expiration_time": 1764640944000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "pwma",
        "factors": {
            "length": 135,
            "offset": 0
        }
    },
    "second_band": {
        "type": "dcu",
        "factors": {
            "length": 48,
            "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": [
        [
            634956.5568493666,
            448833.0537930537,
            186123.503056313,
            425562.832307545,
            -1066146.3418023258,
            1491709.1741098699
        ],
        [
            634.956557,
            448.833054,
            186.123503,
            425.562832,
            -1066.146342,
            1491.709174
        ],
        [
            0.348973,
            0.246679,
            0.102294,
            0.091237,
            0,
            0.152212
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -126291,
            -140881,
            -65204,
            -1241660,
            -1729885,
            -562828
        ],
        [
            2.357861,
            2.320401,
            2.45758,
            1.101368,
            0.669169,
            2.529077
        ],
        [
            73,
            36,
            37,
            73,
            36,
            37
        ],
        [
            38,
            13,
            25,
            38,
            13,
            25
        ],
        [
            35,
            23,
            12,
            35,
            23,
            12
        ],
        [
            52.054795,
            36.111111,
            67.567568,
            52.054795,
            36.111111,
            67.567568
        ],
        [
            2.171714,
            4.105325,
            1.179639,
            1.014418,
            1.183914,
            1.213957
        ],
        [
            504563,
            504563,
            60049,
            491608,
            491608,
            485206
        ],
        [
            -36245,
            -36245,
            -33440,
            -450834,
            -450834,
            -340289
        ],
        [
            46,
            70,
            22,
            46,
            70,
            22
        ],
        [
            55,
            113,
            26,
            55,
            113,
            26
        ],
        [
            36,
            46,
            15,
            36,
            46,
            15
        ],
        [
            3382,
            2544,
            838,
            3382,
            2544,
            838
        ],
        [
            100.061041,
            109.061041,
            100.061041,
            100.061041,
            109.061041,
            100.061041
        ],
        [
            2,
            1,
            1,
            2,
            1,
            1
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            -61251,
            273502,
            -49721,
            -255232,
            -583952,
            520564
        ]
    ]
}
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": 1608552000000,
    "last_datapoint_time": 1759924800000,
    "evaluation_time": 1759973273919,
    "expiration_time": 1764640944000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "pwma",
        "factors": {
            "length": 135,
            "offset": 0
        }
    },
    "second_band": {
        "type": "dcu",
        "factors": {
            "length": 48,
            "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)