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Trade: FIL/USDT/720/T3/HWMA/8452

Strategy
FIL/USDT/720/T3/HWMA/8452
Pair
FIL_USDT
Interval
12h
Score
327874
Daily Profit
0.294915
Profit Factor
1.920332
Profitability
40.697674
Streak
0.000000
Best Strategy
Training Data Length
1805.500000
Evaluation Time
2025-09-25 20:36
Expiration Time
2025-11-17 17:57

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 532469.5801 332880.1679 199589.4122 442407.5843 -432670.875 875078.4594
Total P&L (%) 532.4696 332.8802 199.5894 442.4076 -432.6709 875.0785
Avg Daily Profit (%) 0.2949 0.1844 0.1105 0.0937 0 0.1262
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -85235 -101737 -58901 -626187 -841822 -508596
Profit Factor 1.9203 1.9399 1.8894 1.1153 0.8206 1.6137
Total Trades 86 43 43 86 43 43
Winning Trades 35 13 22 35 13 22
Losing Trades 51 30 21 51 30 21
Profitability (%) 40.6977 30.2326 51.1628 40.6977 30.2326 51.1628
Ratio Avg Win / Avg Loss 2.7982 4.4768 1.8035 1.6251 1.8938 1.5404
Largest Winning Trade 301414 301414 60888 365234 365234 287828
Largest Losing Trade -58901 -29834 -58901 -508596 -237990 -508596
Avg Bars in Trades 41 41 41 41 41 41
Avg Bars in Winners 63 68 60 63 68 60
Avg Bars in Losers 26 29 21 26 29 21
Bars Traded 3548 1767 1780 3548 1767 1780
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 327874 127272 -41624 -163889 -585636 -20849

Evaluation Data

{
    "trading_pair": "FIL_USDT",
    "interval": "12h",
    "packets": 25000,
    "actual_packets": 3611,
    "evaluation_days": 1805.5,
    "actual_first_datapoint_time": 1602763200000,
    "first_datapoint_time": 1604664000000,
    "last_datapoint_time": 1758715200000,
    "evaluation_time": 1758821815579,
    "expiration_time": 1763395056000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}

Factors

{
    "first_band": {
        "type": "t3",
        "factors": {
            "length": 45,
            "offset": 0,
            "a": 0.77753
        }
    },
    "second_band": {
        "type": "hwma",
        "factors": {
            "length": 0,
            "offset": 0,
            "na": 0.2,
            "nb": 0.08521,
            "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": [
        [
            532469.5800965823,
            332880.1679424963,
            199589.4121540861,
            442407.584346875,
            -432670.8750256753,
            875078.4593725501
        ],
        [
            532.46958,
            332.880168,
            199.589412,
            442.407584,
            -432.670875,
            875.078459
        ],
        [
            0.294915,
            0.18437,
            0.110545,
            0.093694,
            0,
            0.126213
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -85235,
            -101737,
            -58901,
            -626187,
            -841822,
            -508596
        ],
        [
            1.920332,
            1.939948,
            1.889376,
            1.115269,
            0.820633,
            1.613735
        ],
        [
            86,
            43,
            43,
            86,
            43,
            43
        ],
        [
            35,
            13,
            22,
            35,
            13,
            22
        ],
        [
            51,
            30,
            21,
            51,
            30,
            21
        ],
        [
            40.697674,
            30.232558,
            51.162791,
            40.697674,
            30.232558,
            51.162791
        ],
        [
            2.798198,
            4.476803,
            1.803495,
            1.625106,
            1.893769,
            1.540383
        ],
        [
            301414,
            301414,
            60888,
            365234,
            365234,
            287828
        ],
        [
            -58901,
            -29834,
            -58901,
            -508596,
            -237990,
            -508596
        ],
        [
            41,
            41,
            41,
            41,
            41,
            41
        ],
        [
            63,
            68,
            60,
            63,
            68,
            60
        ],
        [
            26,
            29,
            21,
            26,
            29,
            21
        ],
        [
            3548,
            1767,
            1780,
            3548,
            1767,
            1780
        ],
        [
            0,
            0,
            0,
            0,
            0,
            0
        ],
        [
            0,
            0,
            0,
            0,
            0,
            0
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            327874,
            127272,
            -41624,
            -163889,
            -585636,
            -20849
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "FIL_USDT",
    "interval": "12h",
    "packets": 25000,
    "actual_packets": 3611,
    "evaluation_days": 1805.5,
    "actual_first_datapoint_time": 1602763200000,
    "first_datapoint_time": 1604664000000,
    "last_datapoint_time": 1758715200000,
    "evaluation_time": 1758821815579,
    "expiration_time": 1763395056000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "t3",
        "factors": {
            "length": 45,
            "offset": 0,
            "a": 0.77753
        }
    },
    "second_band": {
        "type": "hwma",
        "factors": {
            "length": 0,
            "offset": 0,
            "na": 0.2,
            "nb": 0.08521,
            "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)