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Trade: FIL/USDT/120/SINWMA/HWMA/6559

Strategy
FIL/USDT/120/SINWMA/HWMA/6559
Pair
FIL_USDT
Interval
2h
Score
301570
Daily Profit
0.318227
Profit Factor
1.434788
Profitability
30.751445
Streak
0.000000
Best Strategy
Training Data Length
1821.670000
Evaluation Time
2025-10-11 22:41
Expiration Time
2025-12-16 09:55

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 579704.5542 316746.6447 262957.9095 2030211.4333 -925682.5797 2955894.013
Total P&L (%) 579.7046 316.7466 262.9579 2030.2114 -925.6826 2955.894
Avg Daily Profit (%) 0.3182 0.1739 0.1444 0.1681 0 0.1879
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -83967 -85559 -62857 -3514985 -3613305 -1121296
Profit Factor 1.4348 1.4616 1.4064 1.083 0.9284 1.2562
Total Trades 865 433 432 865 433 432
Winning Trades 266 120 146 266 120 146
Losing Trades 599 313 286 599 313 286
Profitability (%) 30.7514 27.7136 33.7963 30.7514 27.7136 33.7963
Ratio Avg Win / Avg Loss 3.231 3.8123 2.755 2.4388 2.4215 2.4608
Largest Winning Trade 110615 110615 55971 2007778 2007778 1149839
Largest Losing Trade -12105 -11525 -12105 -277609 -276491 -277609
Avg Bars in Trades 25 22 27 25 22 27
Avg Bars in Winners 56 52 60 56 52 60
Avg Bars in Losers 11 11 10 11 11 10
Bars Traded 21732 9763 11969 21732 9763 11969
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 301570 -6289 -2815 -123044 -593869 163454
Evaluation Data
{
    "trading_pair": "FIL_USDT",
    "interval": "2h",
    "packets": 25000,
    "actual_packets": 21860,
    "evaluation_days": 1821.67,
    "actual_first_datapoint_time": 1602777600000,
    "first_datapoint_time": 1603533600000,
    "last_datapoint_time": 1760205600000,
    "evaluation_time": 1760211675718,
    "expiration_time": 1765871712000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "sinwma",
        "factors": {
            "length": 106,
            "offset": 0
        }
    },
    "second_band": {
        "type": "hwma",
        "factors": {
            "length": 0,
            "offset": 0,
            "na": 0.2,
            "nb": 0.84658,
            "nc": 0.1
        }
    }
}
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": [
        [
            579704.5542376832,
            316746.644737291,
            262957.9095003924,
            2030211.433268466,
            -925682.5797356076,
            2955894.0130040715
        ],
        [
            579.704554,
            316.746645,
            262.95791,
            2030.211433,
            -925.68258,
            2955.894013
        ],
        [
            0.318227,
            0.173877,
            0.14435,
            0.168053,
            0,
            0.187897
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -83967,
            -85559,
            -62857,
            -3514985,
            -3613305,
            -1121296
        ],
        [
            1.434788,
            1.461575,
            1.40638,
            1.082997,
            0.928377,
            1.256214
        ],
        [
            865,
            433,
            432,
            865,
            433,
            432
        ],
        [
            266,
            120,
            146,
            266,
            120,
            146
        ],
        [
            599,
            313,
            286,
            599,
            313,
            286
        ],
        [
            30.751445,
            27.713626,
            33.796296,
            30.751445,
            27.713626,
            33.796296
        ],
        [
            3.23097,
            3.812275,
            2.754963,
            2.438779,
            2.421517,
            2.460803
        ],
        [
            110615,
            110615,
            55971,
            2007778,
            2007778,
            1149839
        ],
        [
            -12105,
            -11525,
            -12105,
            -277609,
            -276491,
            -277609
        ],
        [
            25,
            22,
            27,
            25,
            22,
            27
        ],
        [
            56,
            52,
            60,
            56,
            52,
            60
        ],
        [
            11,
            11,
            10,
            11,
            11,
            10
        ],
        [
            21732,
            9763,
            11969,
            21732,
            9763,
            11969
        ],
        [
            0,
            0,
            0,
            0,
            0,
            0
        ],
        [
            0,
            0,
            0,
            0,
            0,
            0
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            301570,
            -6289,
            -2815,
            -123044,
            -593869,
            163454
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "FIL_USDT",
    "interval": "2h",
    "packets": 25000,
    "actual_packets": 21860,
    "evaluation_days": 1821.67,
    "actual_first_datapoint_time": 1602777600000,
    "first_datapoint_time": 1603533600000,
    "last_datapoint_time": 1760205600000,
    "evaluation_time": 1760211675718,
    "expiration_time": 1765871712000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "sinwma",
        "factors": {
            "length": 106,
            "offset": 0
        }
    },
    "second_band": {
        "type": "hwma",
        "factors": {
            "length": 0,
            "offset": 0,
            "na": 0.2,
            "nb": 0.84658,
            "nc": 0.1
        }
    }
}

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)