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Trade: FIL/USDT/240/PWMA/MIDPOINT/8650

Strategy
FIL/USDT/240/PWMA/MIDPOINT/8650
Pair
FIL_USDT
Interval
4h
Score
380249
Daily Profit
0.308228
Profit Factor
1.655135
Profitability
43.548387
Streak
0.000000
Best Strategy
Training Data Length
1805.000000
Evaluation Time
2025-09-26 03:29
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 556352.3644 356972.8086 199379.5558 409494.304 3292.8406 406201.4634
Total P&L (%) 556.3524 356.9728 199.3796 409.4943 3.2928 406.2015
Avg Daily Profit (%) 0.3082 0.1978 0.1105 0.0902 0.0018 0.0899
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -129932 -162685 -40796 -509614 -536143 -217523
Profit Factor 1.6551 1.6442 1.6756 1.128 1.0016 1.3448
Total Trades 186 93 93 186 93 93
Winning Trades 81 34 47 81 34 47
Losing Trades 105 59 46 105 59 46
Profitability (%) 43.5484 36.5591 50.5376 43.5484 36.5591 50.5376
Ratio Avg Win / Avg Loss 2.1455 2.8532 1.6399 1.4623 1.7381 1.3162
Largest Winning Trade 303316 303316 44098 384349 384349 149715
Largest Losing Trade -30452 -30452 -20205 -130468 -130468 -126509
Avg Bars in Trades 57 70 43 57 70 43
Avg Bars in Winners 71 97 53 71 97 53
Avg Bars in Losers 45 55 33 45 55 33
Bars Traded 10638 6578 4060 10638 6578 4060
Profit Streak 0 0 86.3537 0 0 86.3537
Trades During Streak 0 0 4 0 0 4
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 380249 186582 -41180 -153688 -579346 -71425

Evaluation Data

{
    "trading_pair": "FIL_USDT",
    "interval": "4h",
    "packets": 25000,
    "actual_packets": 10830,
    "evaluation_days": 1805,
    "actual_first_datapoint_time": 1602777600000,
    "first_datapoint_time": 1605124800000,
    "last_datapoint_time": 1758715200000,
    "evaluation_time": 1758846557571,
    "expiration_time": 1763393760000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}

Factors

{
    "first_band": {
        "type": "pwma",
        "factors": {
            "length": 164,
            "offset": 0
        }
    },
    "second_band": {
        "type": "midpoint",
        "factors": {
            "length": 164,
            "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": [
        [
            556352.3644129188,
            356972.8085828879,
            199379.5558300314,
            409494.3039688278,
            3292.8406104043,
            406201.4633584233
        ],
        [
            556.352364,
            356.972809,
            199.379556,
            409.494304,
            3.292841,
            406.201463
        ],
        [
            0.308228,
            0.197769,
            0.11046,
            0.090248,
            0.001795,
            0.089889
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -129932,
            -162685,
            -40796,
            -509614,
            -536143,
            -217523
        ],
        [
            1.655135,
            1.644244,
            1.675582,
            1.128045,
            1.00163,
            1.34477
        ],
        [
            186,
            93,
            93,
            186,
            93,
            93
        ],
        [
            81,
            34,
            47,
            81,
            34,
            47
        ],
        [
            105,
            59,
            46,
            105,
            59,
            46
        ],
        [
            43.548387,
            36.55914,
            50.537634,
            43.548387,
            36.55914,
            50.537634
        ],
        [
            2.145545,
            2.853248,
            1.639931,
            1.462281,
            1.738123,
            1.316157
        ],
        [
            303316,
            303316,
            44098,
            384349,
            384349,
            149715
        ],
        [
            -30452,
            -30452,
            -20205,
            -130468,
            -130468,
            -126509
        ],
        [
            57,
            70,
            43,
            57,
            70,
            43
        ],
        [
            71,
            97,
            53,
            71,
            97,
            53
        ],
        [
            45,
            55,
            33,
            45,
            55,
            33
        ],
        [
            10638,
            6578,
            4060,
            10638,
            6578,
            4060
        ],
        [
            0,
            0,
            86.353675,
            0,
            0,
            86.353676
        ],
        [
            0,
            0,
            4,
            0,
            0,
            4
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            380249,
            186582,
            -41180,
            -153688,
            -579346,
            -71425
        ]
    ]
}
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": 1605124800000,
    "last_datapoint_time": 1758715200000,
    "evaluation_time": 1758846557571,
    "expiration_time": 1763393760000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "pwma",
        "factors": {
            "length": 164,
            "offset": 0
        }
    },
    "second_band": {
        "type": "midpoint",
        "factors": {
            "length": 164,
            "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)