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Trade: FIL/USDT/120/WMA/T3/6828

Strategy
FIL/USDT/120/WMA/T3/6828
Pair
FIL_USDT
Interval
2h
Score
306474
Daily Profit
0.245584
Profit Factor
1.469967
Profitability
42.372881
Streak
0.000000
Best Strategy
Training Data Length
1813.670000
Evaluation Time
2025-10-03 21:02
Expiration Time
2025-12-08 03:00

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 445408.7365 275198.928 170209.8085 124255.8703 -238231.7727 362487.6431
Total P&L (%) 445.4087 275.1989 170.2098 124.2559 -238.2318 362.4876
Avg Daily Profit (%) 0.2456 0.1517 0.0938 0.0445 0 0.0845
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -133018 -122051 -63556 -914166 -845523 -760261
Profit Factor 1.47 1.5509 1.3797 1.0243 0.9072 1.1424
Total Trades 236 118 118 236 118 118
Winning Trades 100 37 63 100 37 63
Losing Trades 136 81 55 136 81 55
Profitability (%) 42.3729 31.3559 53.3898 42.3729 31.3559 53.3898
Ratio Avg Win / Avg Loss 1.9992 3.3953 1.2045 1.393 1.9861 0.9973
Largest Winning Trade 273361 273361 55184 374731 351527 374731
Largest Losing Trade -53622 -26036 -53622 -482607 -186437 -482607
Avg Bars in Trades 91 82 100 91 82 100
Avg Bars in Winners 129 124 131 129 124 131
Avg Bars in Losers 63 62 65 63 62 65
Bars Traded 21609 9704 11905 21609 9704 11905
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 306474 88054 -66905 -328952 -585491 -145581
Evaluation Data
{
    "trading_pair": "FIL_USDT",
    "interval": "2h",
    "packets": 25000,
    "actual_packets": 21764,
    "evaluation_days": 1813.67,
    "actual_first_datapoint_time": 1602777600000,
    "first_datapoint_time": 1603641600000,
    "last_datapoint_time": 1759514400000,
    "evaluation_time": 1759514554618,
    "expiration_time": 1765155628800,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "wma",
        "factors": {
            "length": 121,
            "offset": 0
        }
    },
    "second_band": {
        "type": "t3",
        "factors": {
            "length": 40,
            "offset": 0,
            "a": 0.78876
        }
    }
}
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": [
        [
            445408.7364684065,
            275198.9279559613,
            170209.8085124451,
            124255.8703449269,
            -238231.7727275017,
            362487.6430724286
        ],
        [
            445.408736,
            275.198928,
            170.209809,
            124.25587,
            -238.231773,
            362.487643
        ],
        [
            0.245584,
            0.151736,
            0.093848,
            0.044539,
            0,
            0.084475
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -133018,
            -122051,
            -63556,
            -914166,
            -845523,
            -760261
        ],
        [
            1.469967,
            1.55094,
            1.379732,
            1.024297,
            0.907212,
            1.142351
        ],
        [
            236,
            118,
            118,
            236,
            118,
            118
        ],
        [
            100,
            37,
            63,
            100,
            37,
            63
        ],
        [
            136,
            81,
            55,
            136,
            81,
            55
        ],
        [
            42.372881,
            31.355932,
            53.389831,
            42.372881,
            31.355932,
            53.389831
        ],
        [
            1.999155,
            3.395302,
            1.204528,
            1.393045,
            1.98606,
            0.99729
        ],
        [
            273361,
            273361,
            55184,
            374731,
            351527,
            374731
        ],
        [
            -53622,
            -26036,
            -53622,
            -482607,
            -186437,
            -482607
        ],
        [
            91,
            82,
            100,
            91,
            82,
            100
        ],
        [
            129,
            124,
            131,
            129,
            124,
            131
        ],
        [
            63,
            62,
            65,
            63,
            62,
            65
        ],
        [
            21609,
            9704,
            11905,
            21609,
            9704,
            11905
        ],
        [
            0,
            0,
            0,
            0,
            0,
            0
        ],
        [
            0,
            0,
            0,
            0,
            0,
            0
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            306474,
            88054,
            -66905,
            -328952,
            -585491,
            -145581
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "FIL_USDT",
    "interval": "2h",
    "packets": 25000,
    "actual_packets": 21764,
    "evaluation_days": 1813.67,
    "actual_first_datapoint_time": 1602777600000,
    "first_datapoint_time": 1603641600000,
    "last_datapoint_time": 1759514400000,
    "evaluation_time": 1759514554618,
    "expiration_time": 1765155628800,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "wma",
        "factors": {
            "length": 121,
            "offset": 0
        }
    },
    "second_band": {
        "type": "t3",
        "factors": {
            "length": 40,
            "offset": 0,
            "a": 0.78876
        }
    }
}

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)