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Trade: FIL/USDT/30/SINWMA/RMA/2843

Strategy
FIL/USDT/30/SINWMA/RMA/2843
Pair
FIL_USDT
Interval
30m
Score
312279
Daily Profit
0.194190
Profit Factor
1.311754
Profitability
50.833333
Streak
11.535849
Best Strategy
Training Data Length
520.830000
Evaluation Time
2025-09-29 06:21
Expiration Time
2025-12-13 05:00

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 101140.1005 25387.8225 75752.278 82565.2644 -4004.7257 86569.9901
Total P&L (%) 101.1401 25.3878 75.7523 82.5653 -4.0047 86.57
Avg Daily Profit (%) 0.1942 0.0487 0.1454 0.1156 -0.0078 0.1198
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -55220 -48909 -27429 -85593 -96437 -51755
Profit Factor 1.3118 1.1373 1.543 1.1659 0.986 1.4076
Total Trades 120 60 60 120 60 60
Winning Trades 61 27 34 61 27 34
Losing Trades 59 33 26 59 33 26
Profitability (%) 50.8333 45 56.6667 50.8333 45 56.6667
Ratio Avg Win / Avg Loss 1.2687 1.39 1.18 1.1277 1.2051 1.0764
Largest Winning Trade 24101 24101 21990 39360 39360 35716
Largest Losing Trade -23678 -23678 -15943 -32166 -32166 -27469
Avg Bars in Trades 203 225 181 203 225 181
Avg Bars in Winners 209 252 175 209 252 175
Avg Bars in Losers 197 202 190 197 202 190
Bars Traded 24432 13515 10917 24432 13515 10917
Profit Streak 11.5358 35.1817 11.5358 11.5358 35.1817 11.5358
Trades During Streak 2 2 1 2 2 1
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 312279 -371547 -165564 -75655 -749813 -200570
Evaluation Data
{
    "trading_pair": "FIL_USDT",
    "interval": "30m",
    "packets": 25000,
    "actual_packets": 25000,
    "evaluation_days": 520.83,
    "actual_first_datapoint_time": 1714116600000,
    "first_datapoint_time": 1714491000000,
    "last_datapoint_time": 1759114800000,
    "evaluation_time": 1759116097361,
    "expiration_time": 1765594800000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "sinwma",
        "factors": {
            "length": 209,
            "offset": 0
        }
    },
    "second_band": {
        "type": "rma",
        "factors": {
            "length": 158,
            "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": [
        [
            101140.1005002121,
            25387.8225073551,
            75752.277992857,
            82565.2643759986,
            -4004.7257153771,
            86569.9900913757
        ],
        [
            101.140101,
            25.387823,
            75.752278,
            82.565264,
            -4.004726,
            86.56999
        ],
        [
            0.19419,
            0.048745,
            0.145445,
            0.11564,
            -0.007847,
            0.119811
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -55220,
            -48909,
            -27429,
            -85593,
            -96437,
            -51755
        ],
        [
            1.311754,
            1.137287,
            1.543037,
            1.165949,
            0.985956,
            1.407625
        ],
        [
            120,
            60,
            60,
            120,
            60,
            60
        ],
        [
            61,
            27,
            34,
            61,
            27,
            34
        ],
        [
            59,
            33,
            26,
            59,
            33,
            26
        ],
        [
            50.833333,
            45,
            56.666667,
            50.833333,
            45,
            56.666667
        ],
        [
            1.268746,
            1.390018,
            1.17997,
            1.127721,
            1.205057,
            1.076419
        ],
        [
            24101,
            24101,
            21990,
            39360,
            39360,
            35716
        ],
        [
            -23678,
            -23678,
            -15943,
            -32166,
            -32166,
            -27469
        ],
        [
            203,
            225,
            181,
            203,
            225,
            181
        ],
        [
            209,
            252,
            175,
            209,
            252,
            175
        ],
        [
            197,
            202,
            190,
            197,
            202,
            190
        ],
        [
            24432,
            13515,
            10917,
            24432,
            13515,
            10917
        ],
        [
            11.535849,
            35.181682,
            11.535849,
            11.535849,
            35.181682,
            11.535849
        ],
        [
            2,
            2,
            1,
            2,
            2,
            1
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            312279,
            -371547,
            -165564,
            -75655,
            -749813,
            -200570
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "FIL_USDT",
    "interval": "30m",
    "packets": 25000,
    "actual_packets": 25000,
    "evaluation_days": 520.83,
    "actual_first_datapoint_time": 1714116600000,
    "first_datapoint_time": 1714491000000,
    "last_datapoint_time": 1759114800000,
    "evaluation_time": 1759116097361,
    "expiration_time": 1765594800000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "sinwma",
        "factors": {
            "length": 209,
            "offset": 0
        }
    },
    "second_band": {
        "type": "rma",
        "factors": {
            "length": 158,
            "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)