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Trade: EGLD/USDT/720/SWMA/HILO/6993

Strategy
EGLD/USDT/720/SWMA/HILO/6993
Pair
EGLD_USDT
Interval
12h
Score
340030
Daily Profit
0.156931
Profit Factor
1.348582
Profitability
46.268657
Streak
57.510588
Best Strategy
Training Data Length
1848.000000
Evaluation Time
2025-09-26 15:15
Expiration Time
2025-11-19 00:33

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 290007.6185 358446.3508 -68438.7323 -41035.0179 252942.219 -293977.2368
Total P&L (%) 290.0076 358.4464 -68.4387 -41.035 252.9422 -293.9772
Avg Daily Profit (%) 0.1569 0.194 -0.037 -0.0286 0.0683 0
Buy And Hold Return (%) 32.6286 32.6286 32.6286 32.6286 32.6286 32.6286
Max Trade Drawdown -142997 -112225 -196258 -285421 -101595 -353949
Profit Factor 1.3486 1.9546 0.8501 0.9534 1.7821 0.4724
Total Trades 134 67 67 134 67 67
Winning Trades 62 29 33 62 29 33
Losing Trades 72 38 34 72 38 34
Profitability (%) 46.2687 43.2836 49.2537 46.2687 43.2836 49.2537
Ratio Avg Win / Avg Loss 1.5661 2.5612 0.8758 1.1072 2.3351 0.4868
Largest Winning Trade 182630 182630 64020 202421 202421 64027
Largest Losing Trade -36453 -29599 -36453 -110804 -34273 -110804
Avg Bars in Trades 26 22 31 26 22 31
Avg Bars in Winners 37 29 43 37 29 43
Avg Bars in Losers 17 16 18 17 16 18
Bars Traded 3565 1476 2089 3565 1476 2089
Profit Streak 57.5106 57.5106 138.5106 57.5106 57.5106 138.5106
Trades During Streak 5 2 4 5 2 4
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 340030 -107030 -696365 -578410 -216717 -696365

Evaluation Data

{
    "trading_pair": "EGLD_USDT",
    "interval": "12h",
    "packets": 25000,
    "actual_packets": 3696,
    "evaluation_days": 1848,
    "actual_first_datapoint_time": 1599091200000,
    "first_datapoint_time": 1601208000000,
    "last_datapoint_time": 1758715200000,
    "evaluation_time": 1758888914800,
    "expiration_time": 1763505216000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}

Factors

{
    "first_band": {
        "type": "swma",
        "factors": {
            "length": 50,
            "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": [
        [
            290007.6185223547,
            358446.3508309526,
            -68438.7323085979,
            -41035.0178596298,
            252942.2189761357,
            -293977.2368357656
        ],
        [
            290.007619,
            358.446351,
            -68.438732,
            -41.035018,
            252.942219,
            -293.977237
        ],
        [
            0.156931,
            0.193964,
            -0.037034,
            -0.02858,
            0.068266,
            0
        ],
        [
            32.62864,
            32.62864,
            32.62864,
            32.62864,
            32.62864,
            32.62864
        ],
        [
            -142997,
            -112225,
            -196258,
            -285421,
            -101595,
            -353949
        ],
        [
            1.348582,
            1.954603,
            0.85007,
            0.953405,
            1.78205,
            0.472441
        ],
        [
            134,
            67,
            67,
            134,
            67,
            67
        ],
        [
            62,
            29,
            33,
            62,
            29,
            33
        ],
        [
            72,
            38,
            34,
            72,
            38,
            34
        ],
        [
            46.268657,
            43.283582,
            49.253731,
            46.268657,
            43.283582,
            49.253731
        ],
        [
            1.566096,
            2.561203,
            0.875829,
            1.10718,
            2.3351,
            0.486758
        ],
        [
            182630,
            182630,
            64020,
            202421,
            202421,
            64027
        ],
        [
            -36453,
            -29599,
            -36453,
            -110804,
            -34273,
            -110804
        ],
        [
            26,
            22,
            31,
            26,
            22,
            31
        ],
        [
            37,
            29,
            43,
            37,
            29,
            43
        ],
        [
            17,
            16,
            18,
            17,
            16,
            18
        ],
        [
            3565,
            1476,
            2089,
            3565,
            1476,
            2089
        ],
        [
            57.510588,
            57.510588,
            138.510588,
            57.510588,
            57.510588,
            138.510588
        ],
        [
            5,
            2,
            4,
            5,
            2,
            4
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            340030,
            -107030,
            -696365,
            -578410,
            -216717,
            -696365
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "EGLD_USDT",
    "interval": "12h",
    "packets": 25000,
    "actual_packets": 3696,
    "evaluation_days": 1848,
    "actual_first_datapoint_time": 1599091200000,
    "first_datapoint_time": 1601208000000,
    "last_datapoint_time": 1758715200000,
    "evaluation_time": 1758888914800,
    "expiration_time": 1763505216000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "swma",
        "factors": {
            "length": 50,
            "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)