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Trade: FIL/USDT/240/PWMA/HILO/7308

Strategy
FIL/USDT/240/PWMA/HILO/7308
Pair
FIL_USDT
Interval
4h
Score
347043
Daily Profit
0.267337
Profit Factor
1.521604
Profitability
42.553191
Streak
18.842004
Best Strategy
Training Data Length
1805.000000
Evaluation Time
2025-09-26 23:12
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 482542.6722 326640.1776 155902.4947 112468.8393 -26557.9471 139026.7863
Total P&L (%) 482.5427 326.6402 155.9025 112.4688 -26.5579 139.0268
Avg Daily Profit (%) 0.2673 0.181 0.0864 0.0418 -0.0171 0.0483
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -107868 -139625 -71953 -528469 -557885 -426441
Profit Factor 1.5216 1.7081 1.3361 1.0432 0.9794 1.106
Total Trades 235 118 117 235 118 117
Winning Trades 100 41 59 100 41 59
Losing Trades 135 77 58 135 77 58
Profitability (%) 42.5532 34.7458 50.4274 42.5532 34.7458 50.4274
Ratio Avg Win / Avg Loss 2.0542 3.2078 1.3135 1.4084 1.8394 1.0873
Largest Winning Trade 334794 334794 53897 377786 377786 165750
Largest Losing Trade -53273 -25960 -53273 -193995 -103985 -193995
Avg Bars in Trades 45 38 51 45 38 51
Avg Bars in Winners 62 54 68 62 54 68
Avg Bars in Losers 32 30 35 32 30 35
Bars Traded 10658 4592 6066 10658 4592 6066
Profit Streak 18.842 39.0087 0 18.842 39.0087 0
Trades During Streak 1 2 0 1 2 0
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 347043 198379 -77525 -311198 -583184 -232534

Evaluation Data

{
    "trading_pair": "FIL_USDT",
    "interval": "4h",
    "packets": 25000,
    "actual_packets": 10830,
    "evaluation_days": 1805,
    "actual_first_datapoint_time": 1602777600000,
    "first_datapoint_time": 1604491200000,
    "last_datapoint_time": 1758715200000,
    "evaluation_time": 1758917549191,
    "expiration_time": 1763393760000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}

Factors

{
    "first_band": {
        "type": "pwma",
        "factors": {
            "length": 120,
            "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": [
        [
            482542.6722461985,
            326640.1775872015,
            155902.4946589967,
            112468.8392693228,
            -26557.9470517909,
            139026.7863211134
        ],
        [
            482.542672,
            326.640178,
            155.902495,
            112.468839,
            -26.557947,
            139.026786
        ],
        [
            0.267337,
            0.180964,
            0.086373,
            0.041761,
            -0.0171,
            0.048289
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -107868,
            -139625,
            -71953,
            -528469,
            -557885,
            -426441
        ],
        [
            1.521604,
            1.708064,
            1.336143,
            1.043236,
            0.979408,
            1.106001
        ],
        [
            235,
            118,
            117,
            235,
            118,
            117
        ],
        [
            100,
            41,
            59,
            100,
            41,
            59
        ],
        [
            135,
            77,
            58,
            135,
            77,
            58
        ],
        [
            42.553191,
            34.745763,
            50.42735,
            42.553191,
            34.745763,
            50.42735
        ],
        [
            2.054166,
            3.207828,
            1.313496,
            1.408368,
            1.839377,
            1.087255
        ],
        [
            334794,
            334794,
            53897,
            377786,
            377786,
            165750
        ],
        [
            -53273,
            -25960,
            -53273,
            -193995,
            -103985,
            -193995
        ],
        [
            45,
            38,
            51,
            45,
            38,
            51
        ],
        [
            62,
            54,
            68,
            62,
            54,
            68
        ],
        [
            32,
            30,
            35,
            32,
            30,
            35
        ],
        [
            10658,
            4592,
            6066,
            10658,
            4592,
            6066
        ],
        [
            18.842004,
            39.008671,
            0,
            18.842004,
            39.008671,
            0
        ],
        [
            1,
            2,
            0,
            1,
            2,
            0
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            347043,
            198379,
            -77525,
            -311198,
            -583184,
            -232534
        ]
    ]
}
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": 1604491200000,
    "last_datapoint_time": 1758715200000,
    "evaluation_time": 1758917549191,
    "expiration_time": 1763393760000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "pwma",
        "factors": {
            "length": 120,
            "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)