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Trade: EGLD/USDT/720/PWMA/HILO/6170

Strategy
EGLD/USDT/720/PWMA/HILO/6170
Pair
EGLD_USDT
Interval
12h
Score
667139
Daily Profit
0.892490
Profit Factor
12.360544
Profitability
41.666667
Streak
0.000000
Best Strategy
Training Data Length
1860.000000
Evaluation Time
2025-10-07 02:29
Expiration Time
2025-12-01 09:12

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 1828017.1409 1660031.7347 167985.4061 8253272.6592 375774.0919 7877498.5673
Total P&L (%) 1828.0171 1660.0317 167.9854 8253.2727 375.7741 7877.4986
Avg Daily Profit (%) 0.9828 0.8925 0.0903 0.2382 0.0839 0.2357
Buy And Hold Return (%) 87.9285 87.9285 87.9285 87.9285 87.9285 87.9285
Max Trade Drawdown -64270 -47277 -39049 -5545607 -4814242 -2472448
Profit Factor 6.5768 12.3605 1.9247 1.4561 1.0371 1.9878
Total Trades 71 36 35 71 36 35
Winning Trades 37 15 22 37 15 22
Losing Trades 34 21 13 34 21 13
Profitability (%) 52.1127 41.6667 62.8571 52.1127 41.6667 62.8571
Ratio Avg Win / Avg Loss 6.0435 17.3048 1.1373 1.338 1.452 1.1746
Largest Winning Trade 1521239 1521239 66980 3595683 3595683 2708057
Largest Losing Trade -39049 -18970 -39049 -2079333 -2079333 -1457904
Avg Bars in Trades 49 41 57 49 41 57
Avg Bars in Winners 66 61 69 66 61 69
Avg Bars in Losers 30 26 36 30 26 36
Bars Traded 3512 1495 2017 3512 1495 2017
Profit Streak 0 0 324.4789 0 0 324.4789
Trades During Streak 0 0 5 0 0 5
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score -68873 667139 -74285 -81323 -265855 505861
Evaluation Data
{
    "trading_pair": "EGLD_USDT",
    "interval": "12h",
    "packets": 25000,
    "actual_packets": 3720,
    "evaluation_days": 1860,
    "actual_first_datapoint_time": 1599091200000,
    "first_datapoint_time": 1604102400000,
    "last_datapoint_time": 1759752000000,
    "evaluation_time": 1759793379824,
    "expiration_time": 1764573120000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "pwma",
        "factors": {
            "length": 117,
            "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": [
        [
            1828017.140863271,
            1660031.7347274958,
            167985.4061357743,
            8253272.659194319,
            375774.0918987026,
            7877498.567295618
        ],
        [
            1828.017141,
            1660.031735,
            167.985406,
            8253.272659,
            375.774092,
            7877.498567
        ],
        [
            0.982805,
            0.89249,
            0.090315,
            0.238199,
            0.083894,
            0.235719
        ],
        [
            87.928485,
            87.928485,
            87.928485,
            87.928485,
            87.928485,
            87.928485
        ],
        [
            -64270,
            -47277,
            -39049,
            -5545607,
            -4814242,
            -2472448
        ],
        [
            6.576784,
            12.360544,
            1.924684,
            1.456095,
            1.037128,
            1.987826
        ],
        [
            71,
            36,
            35,
            71,
            36,
            35
        ],
        [
            37,
            15,
            22,
            37,
            15,
            22
        ],
        [
            34,
            21,
            13,
            34,
            21,
            13
        ],
        [
            52.112676,
            41.666667,
            62.857143,
            52.112676,
            41.666667,
            62.857143
        ],
        [
            6.043531,
            17.304761,
            1.137313,
            1.338033,
            1.45198,
            1.174624
        ],
        [
            1521239,
            1521239,
            66980,
            3595683,
            3595683,
            2708057
        ],
        [
            -39049,
            -18970,
            -39049,
            -2079333,
            -2079333,
            -1457904
        ],
        [
            49,
            41,
            57,
            49,
            41,
            57
        ],
        [
            66,
            61,
            69,
            66,
            61,
            69
        ],
        [
            30,
            26,
            36,
            30,
            26,
            36
        ],
        [
            3512,
            1495,
            2017,
            3512,
            1495,
            2017
        ],
        [
            0,
            0,
            324.478933,
            0,
            0,
            324.478933
        ],
        [
            0,
            0,
            5,
            0,
            0,
            5
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            -68873,
            667139,
            -74285,
            -81323,
            -265855,
            505861
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "EGLD_USDT",
    "interval": "12h",
    "packets": 25000,
    "actual_packets": 3720,
    "evaluation_days": 1860,
    "actual_first_datapoint_time": 1599091200000,
    "first_datapoint_time": 1604102400000,
    "last_datapoint_time": 1759752000000,
    "evaluation_time": 1759793379824,
    "expiration_time": 1764573120000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "pwma",
        "factors": {
            "length": 117,
            "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)