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Trade: EGLD/USDT/720/WMA/HL2/1318

Strategy
EGLD/USDT/720/WMA/HL2/1318
Pair
EGLD_USDT
Interval
12h
Score
412796
Daily Profit
0.829808
Profit Factor
3.755074
Profitability
29.559748
Streak
0.000000
Best Strategy
Training Data Length
1848.000000
Evaluation Time
2025-09-26 16:18
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 1533485.1795 1397480.3799 136004.7996 3500230.0124 -399005.1441 3899235.1565
Total P&L (%) 1533.4852 1397.4804 136.0048 3500.23 -399.0051 3899.2352
Avg Daily Profit (%) 0.8298 0.7562 0.0736 0.1941 0 0.1998
Buy And Hold Return (%) 79.9242 79.9242 79.9242 79.9242 79.9242 79.9242
Max Trade Drawdown -88104 -55159 -85765 -3293524 -2833590 -1525156
Profit Factor 3.7551 5.6794 1.5272 1.2884 0.9442 1.7821
Total Trades 159 80 79 159 80 79
Winning Trades 47 18 29 47 18 29
Losing Trades 112 62 50 112 62 50
Profitability (%) 29.5597 22.5 36.7089 29.5597 22.5 36.7089
Ratio Avg Win / Avg Loss 8.9483 19.5625 2.6332 3.0702 3.2523 3.0725
Largest Winning Trade 1244287 1244287 61588 1886835 1886835 1394344
Largest Losing Trade -17013 -16219 -17013 -989869 -989869 -651780
Avg Bars in Trades 22 19 25 22 19 25
Avg Bars in Winners 60 62 58 60 62 58
Avg Bars in Losers 6 6 7 6 6 7
Bars Traded 3589 1541 2048 3589 1541 2048
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 412796 -38928 -132821 18145 -638013 -20433

Evaluation Data

{
    "trading_pair": "EGLD_USDT",
    "interval": "12h",
    "packets": 25000,
    "actual_packets": 3696,
    "evaluation_days": 1848,
    "actual_first_datapoint_time": 1599091200000,
    "first_datapoint_time": 1602849600000,
    "last_datapoint_time": 1758715200000,
    "evaluation_time": 1758892698360,
    "expiration_time": 1763505216000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}

Factors

{
    "first_band": {
        "type": "wma",
        "factors": {
            "length": 88,
            "offset": 0
        }
    },
    "second_band": {
        "type": "hl2",
        "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": [
        [
            1533485.1795472058,
            1397480.3799025249,
            136004.7996446809,
            3500230.01239632,
            -399005.1441429005,
            3899235.156539219
        ],
        [
            1533.48518,
            1397.48038,
            136.0048,
            3500.230012,
            -399.005144,
            3899.235157
        ],
        [
            0.829808,
            0.756212,
            0.073596,
            0.194105,
            0,
            0.199804
        ],
        [
            79.924242,
            79.924242,
            79.924242,
            79.924242,
            79.924242,
            79.924242
        ],
        [
            -88104,
            -55159,
            -85765,
            -3293524,
            -2833590,
            -1525156
        ],
        [
            3.755074,
            5.679444,
            1.527229,
            1.288383,
            0.944207,
            1.782051
        ],
        [
            159,
            80,
            79,
            159,
            80,
            79
        ],
        [
            47,
            18,
            29,
            47,
            18,
            29
        ],
        [
            112,
            62,
            50,
            112,
            62,
            50
        ],
        [
            29.559748,
            22.5,
            36.708861,
            29.559748,
            22.5,
            36.708861
        ],
        [
            8.948262,
            19.562529,
            2.633154,
            3.07019,
            3.252268,
            3.072502
        ],
        [
            1244287,
            1244287,
            61588,
            1886835,
            1886835,
            1394344
        ],
        [
            -17013,
            -16219,
            -17013,
            -989869,
            -989869,
            -651780
        ],
        [
            22,
            19,
            25,
            22,
            19,
            25
        ],
        [
            60,
            62,
            58,
            60,
            62,
            58
        ],
        [
            6,
            6,
            7,
            6,
            6,
            7
        ],
        [
            3589,
            1541,
            2048,
            3589,
            1541,
            2048
        ],
        [
            0,
            0,
            0,
            0,
            0,
            0
        ],
        [
            0,
            0,
            0,
            0,
            0,
            0
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            412796,
            -38928,
            -132821,
            18145,
            -638013,
            -20433
        ]
    ]
}
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": 1602849600000,
    "last_datapoint_time": 1758715200000,
    "evaluation_time": 1758892698360,
    "expiration_time": 1763505216000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "wma",
        "factors": {
            "length": 88,
            "offset": 0
        }
    },
    "second_band": {
        "type": "hl2",
        "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)