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Trade: EGLD/USDT/240/WMA/SSF/2764

Strategy
EGLD/USDT/240/WMA/SSF/2764
Pair
EGLD_USDT
Interval
4h
Score
466590
Daily Profit
0.790026
Profit Factor
3.338549
Profitability
32.478632
Streak
0.000000
Best Strategy
Training Data Length
1847.670000
Evaluation Time
2025-09-27 01:25
Expiration Time
2025-11-19 00:19

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 1459706.7782 1399905.9991 59800.7791 726864.1965 62515.6572 664348.5393
Total P&L (%) 1459.7068 1399.906 59.8008 726.8642 62.5157 664.3485
Avg Daily Profit (%) 0.79 0.7577 0.0324 0.1144 0.0263 0.1101
Buy And Hold Return (%) 58.5977 58.5977 58.5977 58.5977 58.5977 58.5977
Max Trade Drawdown -121540 -96543 -58955 -2449408 -2178162 -1060438
Profit Factor 3.3385 5.4214 1.1944 1.0773 1.0125 1.1511
Total Trades 117 59 58 117 59 58
Winning Trades 38 18 20 38 18 20
Losing Trades 79 41 38 79 41 38
Profitability (%) 32.4786 30.5085 34.4828 32.4786 30.5085 34.4828
Ratio Avg Win / Avg Loss 6.9407 12.3487 2.2694 2.2397 2.3063 2.187
Largest Winning Trade 1333710 1333710 63344 1349279 1349279 1270269
Largest Losing Trade -25811 -18167 -25811 -595090 -595090 -402946
Avg Bars in Trades 91 82 101 91 82 101
Avg Bars in Winners 180 160 198 180 160 198
Avg Bars in Losers 49 48 50 49 48 50
Bars Traded 10763 4873 5890 10763 4873 5890
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 466590 -163630 -500953 -180700 -692936 -285143
Evaluation Data
{
    "trading_pair": "EGLD_USDT",
    "interval": "4h",
    "packets": 25000,
    "actual_packets": 11086,
    "evaluation_days": 1847.67,
    "actual_first_datapoint_time": 1599091200000,
    "first_datapoint_time": 1601913600000,
    "last_datapoint_time": 1758715200000,
    "evaluation_time": 1758925508082,
    "expiration_time": 1763504352000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "wma",
        "factors": {
            "length": 197,
            "offset": 0
        }
    },
    "second_band": {
        "type": "ssf",
        "factors": {
            "length": 43,
            "offset": 0,
            "poles": 3
        }
    }
}
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": [
        [
            1459706.7782306685,
            1399905.9991252993,
            59800.779105369,
            726864.1964608969,
            62515.6572099945,
            664348.5392509036
        ],
        [
            1459.706778,
            1399.905999,
            59.800779,
            726.864196,
            62.515657,
            664.348539
        ],
        [
            0.790026,
            0.75766,
            0.032366,
            0.114397,
            0.026285,
            0.110137
        ],
        [
            58.597663,
            58.597663,
            58.597663,
            58.597663,
            58.597663,
            58.597663
        ],
        [
            -121540,
            -96543,
            -58955,
            -2449408,
            -2178162,
            -1060438
        ],
        [
            3.338549,
            5.42137,
            1.194429,
            1.077345,
            1.012503,
            1.151073
        ],
        [
            117,
            59,
            58,
            117,
            59,
            58
        ],
        [
            38,
            18,
            20,
            38,
            18,
            20
        ],
        [
            79,
            41,
            38,
            79,
            41,
            38
        ],
        [
            32.478632,
            30.508475,
            34.482759,
            32.478632,
            30.508475,
            34.482759
        ],
        [
            6.940668,
            12.348675,
            2.269416,
            2.239743,
            2.306256,
            2.187039
        ],
        [
            1333710,
            1333710,
            63344,
            1349279,
            1349279,
            1270269
        ],
        [
            -25811,
            -18167,
            -25811,
            -595090,
            -595090,
            -402946
        ],
        [
            91,
            82,
            101,
            91,
            82,
            101
        ],
        [
            180,
            160,
            198,
            180,
            160,
            198
        ],
        [
            49,
            48,
            50,
            49,
            48,
            50
        ],
        [
            10763,
            4873,
            5890,
            10763,
            4873,
            5890
        ],
        [
            0,
            0,
            0,
            0,
            0,
            0
        ],
        [
            0,
            0,
            0,
            0,
            0,
            0
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            466590,
            -163630,
            -500953,
            -180700,
            -692936,
            -285143
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "EGLD_USDT",
    "interval": "4h",
    "packets": 25000,
    "actual_packets": 11086,
    "evaluation_days": 1847.67,
    "actual_first_datapoint_time": 1599091200000,
    "first_datapoint_time": 1601913600000,
    "last_datapoint_time": 1758715200000,
    "evaluation_time": 1758925508082,
    "expiration_time": 1763504352000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "wma",
        "factors": {
            "length": 197,
            "offset": 0
        }
    },
    "second_band": {
        "type": "ssf",
        "factors": {
            "length": 43,
            "offset": 0,
            "poles": 3
        }
    }
}

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)