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Trade: FIL/USDT/240/PWMA/MIDPOINT/8201

Strategy
FIL/USDT/240/PWMA/MIDPOINT/8201
Pair
FIL_USDT
Interval
4h
Score
432006
Daily Profit
0.351546
Profit Factor
1.967677
Profitability
44.970414
Streak
0.000000
Best Strategy
Training Data Length
1805.000000
Evaluation Time
2025-09-26 18:51
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 634539.717 381336.8325 253202.8845 1574889.9568 -314947.5234 1889837.4801
Total P&L (%) 634.5397 381.3368 253.2029 1574.89 -314.9475 1889.8375
Avg Daily Profit (%) 0.3515 0.2113 0.1403 0.1563 0 0.1658
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -100589 -79303 -42521 -2814138 -2643534 -1401529
Profit Factor 1.9677 1.9895 1.9366 1.1194 0.9569 1.3213
Total Trades 169 85 84 169 85 84
Winning Trades 76 33 43 76 33 43
Losing Trades 93 52 41 93 52 41
Profitability (%) 44.9704 38.8235 51.1905 44.9704 38.8235 51.1905
Ratio Avg Win / Avg Loss 2.4078 3.135 1.8465 1.3698 1.5079 1.2599
Largest Winning Trade 329052 329052 55568 1501170 1501170 916744
Largest Losing Trade -28167 -21903 -28167 -843269 -468827 -843269
Avg Bars in Trades 62 60 65 62 60 65
Avg Bars in Winners 91 90 93 91 90 93
Avg Bars in Losers 39 42 35 39 42 35
Bars Traded 10640 5179 5461 10640 5179 5461
Profit Streak 0 0 85.4938 0 0 85.4938
Trades During Streak 0 0 2 0 0 2
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 432006 245670 -1303 -82628 -582673 314849

Evaluation Data

{
    "trading_pair": "FIL_USDT",
    "interval": "4h",
    "packets": 25000,
    "actual_packets": 10830,
    "evaluation_days": 1805,
    "actual_first_datapoint_time": 1602777600000,
    "first_datapoint_time": 1604822400000,
    "last_datapoint_time": 1758715200000,
    "evaluation_time": 1758901860741,
    "expiration_time": 1763393760000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}

Factors

{
    "first_band": {
        "type": "pwma",
        "factors": {
            "length": 143,
            "offset": 0
        }
    },
    "second_band": {
        "type": "midpoint",
        "factors": {
            "length": 62,
            "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": [
        [
            634539.7170185251,
            381336.8325124467,
            253202.8845060784,
            1574889.9567620626,
            -314947.5233811732,
            1889837.480143237
        ],
        [
            634.539717,
            381.336833,
            253.202885,
            1574.889957,
            -314.947523,
            1889.83748
        ],
        [
            0.351546,
            0.211267,
            0.140279,
            0.156262,
            0,
            0.165824
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -100589,
            -79303,
            -42521,
            -2814138,
            -2643534,
            -1401529
        ],
        [
            1.967677,
            1.989497,
            1.936573,
            1.119369,
            0.956927,
            1.321316
        ],
        [
            169,
            85,
            84,
            169,
            85,
            84
        ],
        [
            76,
            33,
            43,
            76,
            33,
            43
        ],
        [
            93,
            52,
            41,
            93,
            52,
            41
        ],
        [
            44.970414,
            38.823529,
            51.190476,
            44.970414,
            38.823529,
            51.190476
        ],
        [
            2.407816,
            3.134965,
            1.8465,
            1.369755,
            1.507884,
            1.25986
        ],
        [
            329052,
            329052,
            55568,
            1501170,
            1501170,
            916744
        ],
        [
            -28167,
            -21903,
            -28167,
            -843269,
            -468827,
            -843269
        ],
        [
            62,
            60,
            65,
            62,
            60,
            65
        ],
        [
            91,
            90,
            93,
            91,
            90,
            93
        ],
        [
            39,
            42,
            35,
            39,
            42,
            35
        ],
        [
            10640,
            5179,
            5461,
            10640,
            5179,
            5461
        ],
        [
            0,
            0,
            85.493758,
            0,
            0,
            85.493759
        ],
        [
            0,
            0,
            2,
            0,
            0,
            2
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            432006,
            245670,
            -1303,
            -82628,
            -582673,
            314849
        ]
    ]
}
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": 1604822400000,
    "last_datapoint_time": 1758715200000,
    "evaluation_time": 1758901860741,
    "expiration_time": 1763393760000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "pwma",
        "factors": {
            "length": 143,
            "offset": 0
        }
    },
    "second_band": {
        "type": "midpoint",
        "factors": {
            "length": 62,
            "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)