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Trade: C98/USDT/720/FWMA/HILO/7260

Strategy
C98/USDT/720/FWMA/HILO/7260
Pair
C98_USDT
Interval
12h
Score
464840
Daily Profit
0.159002
Profit Factor
1.718345
Profitability
76.767677
Streak
40.025471
Best Strategy
Training Data Length
1524.500000
Evaluation Time
2025-09-27 03:36
Expiration Time
2025-11-09 07:38

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 237095.9571 -5302.7078 242398.6649 -26600.2155 -147591.8069 120991.5914
Total P&L (%) 237.096 -5.3027 242.3987 -26.6002 -147.5918 120.9916
Avg Daily Profit (%) 0.1555 -0.0035 0.159 -0.0203 0 0.052
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -104755 -118283 -77833 -365791 -214420 -285181
Profit Factor 1.2761 0.9898 1.7183 0.9841 0.8381 1.1583
Total Trades 197 98 99 197 98 99
Winning Trades 137 61 76 137 61 76
Losing Trades 60 37 23 60 37 23
Profitability (%) 69.5431 62.2449 76.7677 69.5431 62.2449 76.7677
Ratio Avg Win / Avg Loss 0.5589 0.6004 0.52 0.431 0.5084 0.3506
Largest Winning Trade 35403 35403 25305 65617 33990 65617
Largest Losing Trade -77833 -59300 -77833 -210231 -109118 -210231
Avg Bars in Trades 14 15 14 14 15 14
Avg Bars in Winners 8 8 8 8 8 8
Avg Bars in Losers 29 28 31 29 28 31
Bars Traded 2935 1533 1402 2935 1533 1402
Profit Streak 20.0255 20.0255 40.0255 20.0255 20.0255 40.0255
Trades During Streak 3 1 3 3 1 3
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 389685 -578650 464840 -575465 -578650 -166294
Evaluation Data
{
    "trading_pair": "C98_USDT",
    "interval": "12h",
    "packets": 25000,
    "actual_packets": 3049,
    "evaluation_days": 1524.5,
    "actual_first_datapoint_time": 1627041600000,
    "first_datapoint_time": 1631059200000,
    "last_datapoint_time": 1758715200000,
    "evaluation_time": 1758933400746,
    "expiration_time": 1762666704000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "fwma",
        "factors": {
            "length": 94,
            "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": [
        [
            237095.9570760347,
            -5302.7078103397,
            242398.6648863744,
            -26600.215535565,
            -147591.8069272861,
            120991.5913917212
        ],
        [
            237.095957,
            -5.302708,
            242.398665,
            -26.600216,
            -147.591807,
            120.991591
        ],
        [
            0.155524,
            -0.003478,
            0.159002,
            -0.020283,
            0,
            0.052028
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -104755,
            -118283,
            -77833,
            -365791,
            -214420,
            -285181
        ],
        [
            1.276122,
            0.989826,
            1.718345,
            0.984127,
            0.838114,
            1.158339
        ],
        [
            197,
            98,
            99,
            197,
            98,
            99
        ],
        [
            137,
            61,
            76,
            137,
            61,
            76
        ],
        [
            60,
            37,
            23,
            60,
            37,
            23
        ],
        [
            69.543147,
            62.244898,
            76.767677,
            69.543147,
            62.244898,
            76.767677
        ],
        [
            0.558885,
            0.600387,
            0.520026,
            0.431005,
            0.508364,
            0.35055
        ],
        [
            35403,
            35403,
            25305,
            65617,
            33990,
            65617
        ],
        [
            -77833,
            -59300,
            -77833,
            -210231,
            -109118,
            -210231
        ],
        [
            14,
            15,
            14,
            14,
            15,
            14
        ],
        [
            8,
            8,
            8,
            8,
            8,
            8
        ],
        [
            29,
            28,
            31,
            29,
            28,
            31
        ],
        [
            2935,
            1533,
            1402,
            2935,
            1533,
            1402
        ],
        [
            20.025471,
            20.025472,
            40.025471,
            20.025472,
            20.025472,
            40.025472
        ],
        [
            3,
            1,
            3,
            3,
            1,
            3
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            389685,
            -578650,
            464840,
            -575465,
            -578650,
            -166294
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "C98_USDT",
    "interval": "12h",
    "packets": 25000,
    "actual_packets": 3049,
    "evaluation_days": 1524.5,
    "actual_first_datapoint_time": 1627041600000,
    "first_datapoint_time": 1631059200000,
    "last_datapoint_time": 1758715200000,
    "evaluation_time": 1758933400746,
    "expiration_time": 1762666704000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "fwma",
        "factors": {
            "length": 94,
            "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)