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Trade: FIL/USDT/240/SINWMA/HWMA/7723

Strategy
FIL/USDT/240/SINWMA/HWMA/7723
Pair
FIL_USDT
Interval
4h
Score
432848
Daily Profit
0.218245
Profit Factor
1.233907
Profitability
44.771242
Streak
0.000000
Best Strategy
Training Data Length
1809.670000
Evaluation Time
2025-09-29 10:25
Expiration Time
2025-11-22 12:57

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 394951.6444 232836.1109 162115.5335 139403.9506 -123803.0313 263206.9818
Total P&L (%) 394.9516 232.8361 162.1155 139.404 -123.803 263.207
Avg Daily Profit (%) 0.2182 0.1287 0.0896 0.0483 0 0.0713
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -80710 -155743 -63877 -278049 -270218 -92002
Profit Factor 1.2339 1.2801 1.1891 1.0455 0.9195 1.1725
Total Trades 918 459 459 918 459 459
Winning Trades 411 196 215 411 196 215
Losing Trades 507 263 244 507 263 244
Profitability (%) 44.7712 42.7015 46.841 44.7712 42.7015 46.841
Ratio Avg Win / Avg Loss 1.5221 1.7176 1.3495 1.2897 1.2338 1.3307
Largest Winning Trade 241407 241407 35733 130350 130350 108381
Largest Losing Trade -19935 -19610 -19935 -32096 -32096 -30698
Avg Bars in Trades 11 10 13 11 10 13
Avg Bars in Winners 17 15 18 17 15 18
Avg Bars in Losers 7 6 7 7 6 7
Bars Traded 10704 4705 5999 10704 4705 5999
Profit Streak 0 0 8.476 0 0 8.476
Trades During Streak 0 0 1 0 0 1
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 432848 -20901 -84276 -295476 -579828 -126942
Evaluation Data
{
    "trading_pair": "FIL_USDT",
    "interval": "4h",
    "packets": 25000,
    "actual_packets": 10858,
    "evaluation_days": 1809.67,
    "actual_first_datapoint_time": 1602777600000,
    "first_datapoint_time": 1604491200000,
    "last_datapoint_time": 1759118400000,
    "evaluation_time": 1759130725035,
    "expiration_time": 1763809056000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "sinwma",
        "factors": {
            "length": 120,
            "offset": 0
        }
    },
    "second_band": {
        "type": "hwma",
        "factors": {
            "length": 0,
            "offset": 0,
            "na": 0.2,
            "nb": 0.79275,
            "nc": 0.46149
        }
    }
}
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": [
        [
            394951.6444025289,
            232836.1108554425,
            162115.5335470859,
            139403.9505569318,
            -123803.0312724859,
            263206.9818294173
        ],
        [
            394.951644,
            232.836111,
            162.115534,
            139.403951,
            -123.803031,
            263.206982
        ],
        [
            0.218245,
            0.128662,
            0.089583,
            0.048251,
            0,
            0.071298
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -80710,
            -155743,
            -63877,
            -278049,
            -270218,
            -92002
        ],
        [
            1.233907,
            1.280068,
            1.189136,
            1.045515,
            0.919457,
            1.172512
        ],
        [
            918,
            459,
            459,
            918,
            459,
            459
        ],
        [
            411,
            196,
            215,
            411,
            196,
            215
        ],
        [
            507,
            263,
            244,
            507,
            263,
            244
        ],
        [
            44.771242,
            42.701525,
            46.840959,
            44.771242,
            42.701525,
            46.840959
        ],
        [
            1.522119,
            1.717642,
            1.349531,
            1.289722,
            1.233761,
            1.330665
        ],
        [
            241407,
            241407,
            35733,
            130350,
            130350,
            108381
        ],
        [
            -19935,
            -19610,
            -19935,
            -32096,
            -32096,
            -30698
        ],
        [
            11,
            10,
            13,
            11,
            10,
            13
        ],
        [
            17,
            15,
            18,
            17,
            15,
            18
        ],
        [
            7,
            6,
            7,
            7,
            6,
            7
        ],
        [
            10704,
            4705,
            5999,
            10704,
            4705,
            5999
        ],
        [
            0,
            0,
            8.475984,
            0,
            0,
            8.475984
        ],
        [
            0,
            0,
            1,
            0,
            0,
            1
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            432848,
            -20901,
            -84276,
            -295476,
            -579828,
            -126942
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "FIL_USDT",
    "interval": "4h",
    "packets": 25000,
    "actual_packets": 10858,
    "evaluation_days": 1809.67,
    "actual_first_datapoint_time": 1602777600000,
    "first_datapoint_time": 1604491200000,
    "last_datapoint_time": 1759118400000,
    "evaluation_time": 1759130725035,
    "expiration_time": 1763809056000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "sinwma",
        "factors": {
            "length": 120,
            "offset": 0
        }
    },
    "second_band": {
        "type": "hwma",
        "factors": {
            "length": 0,
            "offset": 0,
            "na": 0.2,
            "nb": 0.79275,
            "nc": 0.46149
        }
    }
}

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)