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Trade: FIL/USDT/240/HMA/SSF/6413

Strategy
FIL/USDT/240/HMA/SSF/6413
Pair
FIL_USDT
Interval
4h
Score
309959
Daily Profit
0.198824
Profit Factor
2.503603
Profitability
38.888889
Streak
41.513525
Best Strategy
Training Data Length
1812.330000
Evaluation Time
2025-10-02 03:19
Expiration Time
2025-11-25 06:52

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 461720.7599 360334.5637 101386.1962 18672.0769 25224.5239 -6552.447
Total P&L (%) 461.7208 360.3346 101.3862 18.6721 25.2245 -6.5524
Avg Daily Profit (%) 0.2548 0.1988 0.0559 0.0094 0.0124 -0.0037
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -141795 -111464 -66945 -864019 -476083 -500027
Profit Factor 1.975 2.5036 1.4335 1.0083 1.028 0.9952
Total Trades 72 36 36 72 36 36
Winning Trades 29 14 15 29 14 15
Losing Trades 43 22 21 43 22 21
Profitability (%) 40.2778 38.8889 41.6667 40.2778 38.8889 41.6667
Ratio Avg Win / Avg Loss 2.9285 3.9342 2.0069 1.495 1.6155 1.3932
Largest Winning Trade 475940 475940 69691 503077 503077 394050
Largest Losing Trade -44638 -41903 -44638 -400584 -208178 -400584
Avg Bars in Trades 145 111 179 145 111 179
Avg Bars in Winners 222 140 298 222 140 298
Avg Bars in Losers 93 93 94 93 93 94
Bars Traded 10485 4020 6465 10485 4020 6465
Profit Streak 19.8469 41.5135 0 19.8469 41.5135 0
Trades During Streak 1 1 0 1 1 0
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score -75161 309959 -119449 -486405 -372147 -582354
Evaluation Data
{
    "trading_pair": "FIL_USDT",
    "interval": "4h",
    "packets": 25000,
    "actual_packets": 10874,
    "evaluation_days": 1812.33,
    "actual_first_datapoint_time": 1602777600000,
    "first_datapoint_time": 1606982400000,
    "last_datapoint_time": 1759348800000,
    "evaluation_time": 1759364368583,
    "expiration_time": 1764046368000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "hma",
        "factors": {
            "length": 43,
            "offset": 245
        }
    },
    "second_band": {
        "type": "ssf",
        "factors": {
            "length": 138,
            "offset": 0,
            "poles": 3
        }
    }
}
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": [
        [
            461720.7598934505,
            360334.5637235134,
            101386.1961699364,
            18672.0769028434,
            25224.5239300685,
            -6552.4470272254
        ],
        [
            461.72076,
            360.334564,
            101.386196,
            18.672077,
            25.224524,
            -6.552447
        ],
        [
            0.254766,
            0.198824,
            0.055942,
            0.009447,
            0.012412,
            -0.003739
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -141795,
            -111464,
            -66945,
            -864019,
            -476083,
            -500027
        ],
        [
            1.975036,
            2.503603,
            1.433469,
            1.00828,
            1.028031,
            0.995165
        ],
        [
            72,
            36,
            36,
            72,
            36,
            36
        ],
        [
            29,
            14,
            15,
            29,
            14,
            15
        ],
        [
            43,
            22,
            21,
            43,
            22,
            21
        ],
        [
            40.277778,
            38.888889,
            41.666667,
            40.277778,
            38.888889,
            41.666667
        ],
        [
            2.928501,
            3.934233,
            2.006857,
            1.495036,
            1.615477,
            1.393231
        ],
        [
            475940,
            475940,
            69691,
            503077,
            503077,
            394050
        ],
        [
            -44638,
            -41903,
            -44638,
            -400584,
            -208178,
            -400584
        ],
        [
            145,
            111,
            179,
            145,
            111,
            179
        ],
        [
            222,
            140,
            298,
            222,
            140,
            298
        ],
        [
            93,
            93,
            94,
            93,
            93,
            94
        ],
        [
            10485,
            4020,
            6465,
            10485,
            4020,
            6465
        ],
        [
            19.846858,
            41.513525,
            0,
            19.846859,
            41.513525,
            0
        ],
        [
            1,
            1,
            0,
            1,
            1,
            0
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            -75161,
            309959,
            -119449,
            -486405,
            -372147,
            -582354
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "FIL_USDT",
    "interval": "4h",
    "packets": 25000,
    "actual_packets": 10874,
    "evaluation_days": 1812.33,
    "actual_first_datapoint_time": 1602777600000,
    "first_datapoint_time": 1606982400000,
    "last_datapoint_time": 1759348800000,
    "evaluation_time": 1759364368583,
    "expiration_time": 1764046368000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "hma",
        "factors": {
            "length": 43,
            "offset": 245
        }
    },
    "second_band": {
        "type": "ssf",
        "factors": {
            "length": 138,
            "offset": 0,
            "poles": 3
        }
    }
}

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)