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Trade: FIL/USDT/120/WMA/HILO/8764

Strategy
FIL/USDT/120/WMA/HILO/8764
Pair
FIL_USDT
Interval
2h
Score
359225
Daily Profit
0.322857
Profit Factor
1.488842
Profitability
39.558233
Streak
0.000000
Best Strategy
Training Data Length
1804.500000
Evaluation Time
2025-09-27 22:52
Expiration Time
2025-11-28 15:05

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 582595.0883 371619.5505 210975.5378 736956.1883 -668732.3071 1405688.4954
Total P&L (%) 582.5951 371.6196 210.9755 736.9562 -668.7323 1405.6885
Avg Daily Profit (%) 0.3229 0.2059 0.1169 0.1178 0 0.1504
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -106531 -86225 -50090 -2102920 -2122795 -852370
Profit Factor 1.4888 1.6247 1.3535 1.0473 0.9149 1.1818
Total Trades 498 249 249 498 249 249
Winning Trades 197 85 112 197 85 112
Losing Trades 301 164 137 301 164 137
Profitability (%) 39.5582 34.1365 44.9799 39.5582 34.1365 44.9799
Ratio Avg Win / Avg Loss 2.2748 3.1347 1.6556 1.6001 1.7653 1.4456
Largest Winning Trade 300225 300225 54599 706898 706898 600092
Largest Losing Trade -20415 -17005 -20415 -363905 -363905 -301485
Avg Bars in Trades 43 35 50 43 35 50
Avg Bars in Winners 64 57 69 64 57 69
Avg Bars in Losers 29 23 35 29 23 35
Bars Traded 21420 8806 12614 21420 8806 12614
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 359225 191733 -36601 -204196 -583422 -14118
Evaluation Data
{
    "trading_pair": "FIL_USDT",
    "interval": "2h",
    "packets": 25000,
    "actual_packets": 21654,
    "evaluation_days": 1804.5,
    "actual_first_datapoint_time": 1602777600000,
    "first_datapoint_time": 1603728000000,
    "last_datapoint_time": 1758722400000,
    "evaluation_time": 1759002749529,
    "expiration_time": 1764335116800,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "wma",
        "factors": {
            "length": 133,
            "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": [
        [
            582595.0883011944,
            371619.550475718,
            210975.5378254757,
            736956.1882824218,
            -668732.307074568,
            1405688.4953569914
        ],
        [
            582.595088,
            371.61955,
            210.975538,
            736.956188,
            -668.732307,
            1405.688495
        ],
        [
            0.322857,
            0.20594,
            0.116916,
            0.117808,
            0,
            0.150395
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -106531,
            -86225,
            -50090,
            -2102920,
            -2122795,
            -852370
        ],
        [
            1.488842,
            1.624688,
            1.353454,
            1.047264,
            0.914932,
            1.181818
        ],
        [
            498,
            249,
            249,
            498,
            249,
            249
        ],
        [
            197,
            85,
            112,
            197,
            85,
            112
        ],
        [
            301,
            164,
            137,
            301,
            164,
            137
        ],
        [
            39.558233,
            34.136546,
            44.97992,
            39.558233,
            34.136546,
            44.97992
        ],
        [
            2.27483,
            3.134692,
            1.655564,
            1.600134,
            1.765281,
            1.445617
        ],
        [
            300225,
            300225,
            54599,
            706898,
            706898,
            600092
        ],
        [
            -20415,
            -17005,
            -20415,
            -363905,
            -363905,
            -301485
        ],
        [
            43,
            35,
            50,
            43,
            35,
            50
        ],
        [
            64,
            57,
            69,
            64,
            57,
            69
        ],
        [
            29,
            23,
            35,
            29,
            23,
            35
        ],
        [
            21420,
            8806,
            12614,
            21420,
            8806,
            12614
        ],
        [
            0,
            0,
            0,
            0,
            0,
            0
        ],
        [
            0,
            0,
            0,
            0,
            0,
            0
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            359225,
            191733,
            -36601,
            -204196,
            -583422,
            -14118
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "FIL_USDT",
    "interval": "2h",
    "packets": 25000,
    "actual_packets": 21654,
    "evaluation_days": 1804.5,
    "actual_first_datapoint_time": 1602777600000,
    "first_datapoint_time": 1603728000000,
    "last_datapoint_time": 1758722400000,
    "evaluation_time": 1759002749529,
    "expiration_time": 1764335116800,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "wma",
        "factors": {
            "length": 133,
            "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)