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Trade: FIL/USDT/720/SINWMA/HILO/3868

Strategy
FIL/USDT/720/SINWMA/HILO/3868
Pair
FIL_USDT
Interval
12h
Score
312596
Daily Profit
0.199063
Profit Factor
1.523438
Profitability
44.628099
Streak
0.000000
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 361697.3598 235459.2752 126238.0846 -43140.15 -469137.9236 425997.7736
Total P&L (%) 361.6974 235.4593 126.2381 -43.1402 -469.1379 425.9978
Avg Daily Profit (%) 0.1991 0.1296 0.0695 -0.0311 0 0.0914
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -211934 -150670 -124998 -2504632 -1593484 -1494615
Profit Factor 1.5234 1.7151 1.349 0.9905 0.756 1.1622
Total Trades 121 61 60 121 61 60
Winning Trades 54 22 32 54 22 32
Losing Trades 67 39 28 67 39 28
Profitability (%) 44.6281 36.0656 53.3333 44.6281 36.0656 53.3333
Ratio Avg Win / Avg Loss 1.8902 3.0404 1.1804 1.229 1.3403 1.0169
Largest Winning Trade 233064 233064 71470 742472 547816 742472
Largest Losing Trade -88681 -33977 -88681 -777312 -301428 -777312
Avg Bars in Trades 29 21 37 29 21 37
Avg Bars in Winners 41 32 48 41 32 48
Avg Bars in Losers 19 14 25 19 14 25
Bars Traded 3554 1287 2267 3554 1287 2267
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 312596 -183872 -268536 -580601 -746210 -281819
Evaluation Data
{
    "trading_pair": "FIL_USDT",
    "interval": "12h",
    "packets": 25000,
    "actual_packets": 3634,
    "evaluation_days": 1817,
    "actual_first_datapoint_time": 1602763200000,
    "first_datapoint_time": 1605139200000,
    "last_datapoint_time": 1759708800000,
    "evaluation_time": 1759740898278,
    "expiration_time": 1764418464000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "sinwma",
        "factors": {
            "length": 56,
            "offset": 0
        }
    },
    "second_band": {
        "type": "hilo",
        "factors": {
            "length": 0,
            "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": [
        [
            361697.3598264736,
            235459.2752039186,
            126238.0846225548,
            -43140.1500220027,
            -469137.9236283755,
            425997.7736063726
        ],
        [
            361.69736,
            235.459275,
            126.238085,
            -43.14015,
            -469.137924,
            425.997774
        ],
        [
            0.199063,
            0.129587,
            0.069476,
            -0.031067,
            0,
            0.091408
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -211934,
            -150670,
            -124998,
            -2504632,
            -1593484,
            -1494615
        ],
        [
            1.523438,
            1.715073,
            1.34899,
            0.990518,
            0.756039,
            1.162168
        ],
        [
            121,
            61,
            60,
            121,
            61,
            60
        ],
        [
            54,
            22,
            32,
            54,
            22,
            32
        ],
        [
            67,
            39,
            28,
            67,
            39,
            28
        ],
        [
            44.628099,
            36.065574,
            53.333333,
            44.628099,
            36.065574,
            53.333333
        ],
        [
            1.890191,
            3.040357,
            1.180367,
            1.228977,
            1.340251,
            1.016897
        ],
        [
            233064,
            233064,
            71470,
            742472,
            547816,
            742472
        ],
        [
            -88681,
            -33977,
            -88681,
            -777312,
            -301428,
            -777312
        ],
        [
            29,
            21,
            37,
            29,
            21,
            37
        ],
        [
            41,
            32,
            48,
            41,
            32,
            48
        ],
        [
            19,
            14,
            25,
            19,
            14,
            25
        ],
        [
            3554,
            1287,
            2267,
            3554,
            1287,
            2267
        ],
        [
            0,
            0,
            0,
            0,
            0,
            0
        ],
        [
            0,
            0,
            0,
            0,
            0,
            0
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            312596,
            -183872,
            -268536,
            -580601,
            -746210,
            -281819
        ]
    ]
}
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": 1605139200000,
    "last_datapoint_time": 1759708800000,
    "evaluation_time": 1759740898278,
    "expiration_time": 1764418464000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "sinwma",
        "factors": {
            "length": 56,
            "offset": 0
        }
    },
    "second_band": {
        "type": "hilo",
        "factors": {
            "length": 0,
            "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)