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Trade: FIL/USDT/240/MIDPOINT/HWMA/2251

Strategy
FIL/USDT/240/MIDPOINT/HWMA/2251
Pair
FIL_USDT
Interval
4h
Score
310554
Daily Profit
0.199895
Profit Factor
1.223174
Profitability
43.195266
Streak
0.000000
Best Strategy
Training Data Length
1805.000000
Evaluation Time
2025-09-28 05:23
Expiration Time
2025-11-17 17:36

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 360811.351 216736.9777 144074.3733 103836.0703 22280.7591 81555.3112
Total P&L (%) 360.8114 216.737 144.0744 103.8361 22.2808 81.5553
Avg Daily Profit (%) 0.1999 0.1201 0.0798 0.0395 0.0111 0.033
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -177278 -115827 -103299 -1251272 -903351 -347921
Profit Factor 1.2232 1.2654 1.1801 1.0176 1.0072 1.0291
Total Trades 507 254 253 507 254 253
Winning Trades 219 110 109 219 110 109
Losing Trades 288 144 144 288 144 144
Profitability (%) 43.1953 43.3071 43.083 43.1953 43.3071 43.083
Ratio Avg Win / Avg Loss 1.6086 1.6566 1.559 1.3382 1.3185 1.3595
Largest Winning Trade 84960 84960 50757 229993 195560 229993
Largest Losing Trade -51257 -25191 -51257 -289245 -289245 -153174
Avg Bars in Trades 21 20 21 21 20 21
Avg Bars in Winners 27 27 27 27 27 27
Avg Bars in Losers 16 16 16 16 16 16
Bars Traded 10766 5309 5457 10766 5309 5457
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 310554 -33272 -109378 -341075 -397476 -338917
Evaluation Data
{
    "trading_pair": "FIL_USDT",
    "interval": "4h",
    "packets": 25000,
    "actual_packets": 10830,
    "evaluation_days": 1805,
    "actual_first_datapoint_time": 1602777600000,
    "first_datapoint_time": 1603036800000,
    "last_datapoint_time": 1758715200000,
    "evaluation_time": 1759026230694,
    "expiration_time": 1763393760000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "midpoint",
        "factors": {
            "length": 19,
            "offset": 0
        }
    },
    "second_band": {
        "type": "hwma",
        "factors": {
            "length": 0,
            "offset": 0,
            "na": 0.2,
            "nb": 0.1,
            "nc": 0.16587
        }
    }
}
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": [
        [
            360811.3509803497,
            216736.9776884211,
            144074.3732919286,
            103836.0702743073,
            22280.7590782359,
            81555.3111960727
        ],
        [
            360.811351,
            216.736978,
            144.074373,
            103.83607,
            22.280759,
            81.555311
        ],
        [
            0.199895,
            0.120076,
            0.07982,
            0.039462,
            0.011145,
            0.033046
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -177278,
            -115827,
            -103299,
            -1251272,
            -903351,
            -347921
        ],
        [
            1.223174,
            1.265425,
            1.180056,
            1.017601,
            1.007197,
            1.02909
        ],
        [
            507,
            254,
            253,
            507,
            254,
            253
        ],
        [
            219,
            110,
            109,
            219,
            110,
            109
        ],
        [
            288,
            144,
            144,
            288,
            144,
            144
        ],
        [
            43.195266,
            43.307087,
            43.083004,
            43.195266,
            43.307087,
            43.083004
        ],
        [
            1.608557,
            1.656557,
            1.558973,
            1.338215,
            1.318512,
            1.359531
        ],
        [
            84960,
            84960,
            50757,
            229993,
            195560,
            229993
        ],
        [
            -51257,
            -25191,
            -51257,
            -289245,
            -289245,
            -153174
        ],
        [
            21,
            20,
            21,
            21,
            20,
            21
        ],
        [
            27,
            27,
            27,
            27,
            27,
            27
        ],
        [
            16,
            16,
            16,
            16,
            16,
            16
        ],
        [
            10766,
            5309,
            5457,
            10766,
            5309,
            5457
        ],
        [
            0,
            0,
            0,
            0,
            0,
            0
        ],
        [
            0,
            0,
            0,
            0,
            0,
            0
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            310554,
            -33272,
            -109378,
            -341075,
            -397476,
            -338917
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "FIL_USDT",
    "interval": "4h",
    "packets": 25000,
    "actual_packets": 10830,
    "evaluation_days": 1805,
    "actual_first_datapoint_time": 1602777600000,
    "first_datapoint_time": 1603036800000,
    "last_datapoint_time": 1758715200000,
    "evaluation_time": 1759026230694,
    "expiration_time": 1763393760000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "midpoint",
        "factors": {
            "length": 19,
            "offset": 0
        }
    },
    "second_band": {
        "type": "hwma",
        "factors": {
            "length": 0,
            "offset": 0,
            "na": 0.2,
            "nb": 0.1,
            "nc": 0.16587
        }
    }
}

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)