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Trade: C98/USDT/720/FWMA/HILO/8972

Strategy
C98/USDT/720/FWMA/HILO/8972
Pair
C98_USDT
Interval
12h
Score
325750
Daily Profit
0.147287
Profit Factor
1.667165
Profitability
76.288660
Streak
41.731308
Best Strategy
Training Data Length
1528.500000
Evaluation Time
2025-09-28 20:33
Expiration Time
2025-11-13 10:31

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 221627.6092 -3500.883 225128.4922 -36311.6853 -126239.307 89927.6216
Total P&L (%) 221.6276 -3.5009 225.1285 -36.3117 -126.2393 89.9276
Avg Daily Profit (%) 0.145 -0.0023 0.1473 -0.0295 0 0.042
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -104755 -118283 -77833 -317393 -186050 -247449
Profit Factor 1.2587 0.9933 1.6672 0.975 0.8401 1.1356
Total Trades 194 97 97 194 97 97
Winning Trades 135 61 74 135 61 74
Losing Trades 59 36 23 59 36 23
Profitability (%) 69.5876 62.8866 76.2887 69.5876 62.8866 76.2887
Ratio Avg Win / Avg Loss 0.5501 0.5862 0.5182 0.4261 0.4958 0.353
Largest Winning Trade 35403 35403 25305 56936 29493 56936
Largest Losing Trade -77833 -59300 -77833 -182416 -94680 -182416
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 2885 1511 1374 2885 1511 1374
Profit Streak 21.7313 21.7313 41.7313 21.7313 21.7313 41.7313
Trades During Streak 3 1 3 3 1 3
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 143537 -578575 325750 -575478 -578575 -204746
Evaluation Data
{
    "trading_pair": "C98_USDT",
    "interval": "12h",
    "packets": 25000,
    "actual_packets": 3057,
    "evaluation_days": 1528.5,
    "actual_first_datapoint_time": 1627041600000,
    "first_datapoint_time": 1633608000000,
    "last_datapoint_time": 1759060800000,
    "evaluation_time": 1759080785041,
    "expiration_time": 1763022672000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "fwma",
        "factors": {
            "length": 153,
            "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": [
        [
            221627.6091553277,
            -3500.8830001915,
            225128.4921555193,
            -36311.6853488155,
            -126239.3069720648,
            89927.6216232491
        ],
        [
            221.627609,
            -3.500883,
            225.128492,
            -36.311685,
            -126.239307,
            89.927622
        ],
        [
            0.144997,
            -0.00229,
            0.147287,
            -0.029513,
            0,
            0.041976
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -104755,
            -118283,
            -77833,
            -317393,
            -186050,
            -247449
        ],
        [
            1.25865,
            0.99326,
            1.667165,
            0.974997,
            0.840052,
            1.135631
        ],
        [
            194,
            97,
            97,
            194,
            97,
            97
        ],
        [
            135,
            61,
            74,
            135,
            61,
            74
        ],
        [
            59,
            36,
            23,
            59,
            36,
            23
        ],
        [
            69.587629,
            62.886598,
            76.28866,
            69.587629,
            62.886598,
            76.28866
        ],
        [
            0.550077,
            0.586186,
            0.518173,
            0.42611,
            0.495768,
            0.352967
        ],
        [
            35403,
            35403,
            25305,
            56936,
            29493,
            56936
        ],
        [
            -77833,
            -59300,
            -77833,
            -182416,
            -94680,
            -182416
        ],
        [
            14,
            15,
            14,
            14,
            15,
            14
        ],
        [
            8,
            8,
            8,
            8,
            8,
            8
        ],
        [
            29,
            28,
            31,
            29,
            28,
            31
        ],
        [
            2885,
            1511,
            1374,
            2885,
            1511,
            1374
        ],
        [
            21.731308,
            21.731308,
            41.731308,
            21.731308,
            21.731308,
            41.731308
        ],
        [
            3,
            1,
            3,
            3,
            1,
            3
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            143537,
            -578575,
            325750,
            -575478,
            -578575,
            -204746
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "C98_USDT",
    "interval": "12h",
    "packets": 25000,
    "actual_packets": 3057,
    "evaluation_days": 1528.5,
    "actual_first_datapoint_time": 1627041600000,
    "first_datapoint_time": 1633608000000,
    "last_datapoint_time": 1759060800000,
    "evaluation_time": 1759080785041,
    "expiration_time": 1763022672000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "fwma",
        "factors": {
            "length": 153,
            "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)