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Trade: FIL/USDT/720/SINWMA/HWMA/7330

Strategy
FIL/USDT/720/SINWMA/HWMA/7330
Pair
FIL_USDT
Interval
12h
Score
512911
Daily Profit
0.428144
Profit Factor
2.506467
Profitability
44.247788
Streak
45.819944
Best Strategy
Training Data Length
1816.500000
Evaluation Time
2025-10-05 22:40
Expiration Time
2025-11-29 01:52

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 777723.5469 452107.2072 325616.3397 7436743.4171 869201.9777 6567541.4395
Total P&L (%) 777.7235 452.1072 325.6163 7436.7434 869.202 6567.5414
Avg Daily Profit (%) 0.4281 0.2489 0.1793 0.2382 0.1251 0.2315
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -40402 -83242 -30801 -3380285 -2909659 -2324940
Profit Factor 2.5065 2.434 2.6201 1.4353 1.0878 1.9144
Total Trades 113 56 57 113 56 57
Winning Trades 50 18 32 50 18 32
Losing Trades 63 38 25 63 38 25
Profitability (%) 44.2478 32.1429 56.1404 44.2478 32.1429 56.1404
Ratio Avg Win / Avg Loss 3.1581 5.1385 2.047 1.8085 2.2964 1.4957
Largest Winning Trade 295729 295729 56225 2638014 2638014 2469089
Largest Losing Trade -30801 -29300 -30801 -2324940 -982094 -2324940
Avg Bars in Trades 31 28 34 31 28 34
Avg Bars in Winners 46 50 44 46 50 44
Avg Bars in Losers 19 18 22 19 18 22
Bars Traded 3574 1605 1969 3574 1605 1969
Profit Streak 45.8199 45.8199 94.8199 45.8199 45.8199 94.8199
Trades During Streak 3 1 3 3 1 3
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 512911 -173766 -165459 355274 -334857 -167070
Evaluation Data
{
    "trading_pair": "FIL_USDT",
    "interval": "12h",
    "packets": 25000,
    "actual_packets": 3633,
    "evaluation_days": 1816.5,
    "actual_first_datapoint_time": 1602763200000,
    "first_datapoint_time": 1604707200000,
    "last_datapoint_time": 1759665600000,
    "evaluation_time": 1759693243167,
    "expiration_time": 1764373968000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "sinwma",
        "factors": {
            "length": 46,
            "offset": 0
        }
    },
    "second_band": {
        "type": "hwma",
        "factors": {
            "length": 0,
            "offset": 0,
            "na": 0.2,
            "nb": 0.1,
            "nc": 0.11694
        }
    }
}
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": [
        [
            777723.5468817031,
            452107.2072106397,
            325616.3396710638,
            7436743.417133123,
            869201.9776793616,
            6567541.439453761
        ],
        [
            777.723547,
            452.107207,
            325.61634,
            7436.743417,
            869.201978,
            6567.541439
        ],
        [
            0.428144,
            0.248889,
            0.179255,
            0.238234,
            0.125116,
            0.231472
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -40402,
            -83242,
            -30801,
            -3380285,
            -2909659,
            -2324940
        ],
        [
            2.506467,
            2.434003,
            2.620141,
            1.435333,
            1.087791,
            1.914437
        ],
        [
            113,
            56,
            57,
            113,
            56,
            57
        ],
        [
            50,
            18,
            32,
            50,
            18,
            32
        ],
        [
            63,
            38,
            25,
            63,
            38,
            25
        ],
        [
            44.247788,
            32.142857,
            56.140351,
            44.247788,
            32.142857,
            56.140351
        ],
        [
            3.158149,
            5.138451,
            2.046985,
            1.808519,
            2.296447,
            1.495654
        ],
        [
            295729,
            295729,
            56225,
            2638014,
            2638014,
            2469089
        ],
        [
            -30801,
            -29300,
            -30801,
            -2324940,
            -982094,
            -2324940
        ],
        [
            31,
            28,
            34,
            31,
            28,
            34
        ],
        [
            46,
            50,
            44,
            46,
            50,
            44
        ],
        [
            19,
            18,
            22,
            19,
            18,
            22
        ],
        [
            3574,
            1605,
            1969,
            3574,
            1605,
            1969
        ],
        [
            45.819944,
            45.819944,
            94.819944,
            45.819944,
            45.819944,
            94.819944
        ],
        [
            3,
            1,
            3,
            3,
            1,
            3
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            512911,
            -173766,
            -165459,
            355274,
            -334857,
            -167070
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "FIL_USDT",
    "interval": "12h",
    "packets": 25000,
    "actual_packets": 3633,
    "evaluation_days": 1816.5,
    "actual_first_datapoint_time": 1602763200000,
    "first_datapoint_time": 1604707200000,
    "last_datapoint_time": 1759665600000,
    "evaluation_time": 1759693243167,
    "expiration_time": 1764373968000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "sinwma",
        "factors": {
            "length": 46,
            "offset": 0
        }
    },
    "second_band": {
        "type": "hwma",
        "factors": {
            "length": 0,
            "offset": 0,
            "na": 0.2,
            "nb": 0.1,
            "nc": 0.11694
        }
    }
}

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)