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Trade: FIL/USDT/360/FWMA/HL2/5474

Strategy
FIL/USDT/360/FWMA/HL2/5474
Pair
FIL_USDT
Interval
6h
Score
301110
Daily Profit
0.382795
Profit Factor
1.954084
Profitability
33.200000
Streak
0.000000
Best Strategy
Training Data Length
1805.250000
Evaluation Time
2025-09-26 12:37
Expiration Time
2025-11-17 17:46

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 691041.0079 419214.7147 271826.2932 2926561.5101 846095.9175 2080465.5926
Total P&L (%) 691.041 419.2147 271.8263 2926.5615 846.0959 2080.4656
Avg Daily Profit (%) 0.3828 0.2322 0.1506 0.1891 0.1246 0.1709
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -72845 -70396 -61960 -1440171 -1326454 -1283819
Profit Factor 1.9541 2.0557 1.8307 1.2633 1.1473 1.3872
Total Trades 250 125 125 250 125 125
Winning Trades 83 35 48 83 35 48
Losing Trades 167 90 77 167 90 77
Profitability (%) 33.2 28 38.4 33.2 28 38.4
Ratio Avg Win / Avg Loss 3.9317 5.2862 2.9368 2.5418 2.9502 2.2254
Largest Winning Trade 301000 301000 69993 1201054 1201054 911018
Largest Losing Trade -22363 -22363 -18331 -412437 -375266 -412437
Avg Bars in Trades 28 23 32 28 23 32
Avg Bars in Winners 57 48 64 57 48 64
Avg Bars in Losers 13 14 12 13 14 12
Bars Traded 7041 2994 4046 7041 2994 4046
Profit Streak 0 0 34.6508 0 0 34.6508
Trades During Streak 0 0 1 0 0 1
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 301110 -4732 233309 142824 -100216 191718

Evaluation Data

{
    "trading_pair": "FIL_USDT",
    "interval": "6h",
    "packets": 25000,
    "actual_packets": 7221,
    "evaluation_days": 1805.25,
    "actual_first_datapoint_time": 1602763200000,
    "first_datapoint_time": 1606392000000,
    "last_datapoint_time": 1758715200000,
    "evaluation_time": 1758879433302,
    "expiration_time": 1763394408000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}

Factors

{
    "first_band": {
        "type": "fwma",
        "factors": {
            "length": 113,
            "offset": 56
        }
    },
    "second_band": {
        "type": "hl2",
        "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": [
        [
            691041.0078881597,
            419214.7147202431,
            271826.2931679161,
            2926561.5101053496,
            846095.917518789,
            2080465.5925865616
        ],
        [
            691.041008,
            419.214715,
            271.826293,
            2926.56151,
            846.095918,
            2080.465593
        ],
        [
            0.382795,
            0.23222,
            0.150575,
            0.189073,
            0.124557,
            0.170877
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -72845,
            -70396,
            -61960,
            -1440171,
            -1326454,
            -1283819
        ],
        [
            1.954084,
            2.055725,
            1.830737,
            1.263277,
            1.147319,
            1.387237
        ],
        [
            250,
            125,
            125,
            250,
            125,
            125
        ],
        [
            83,
            35,
            48,
            83,
            35,
            48
        ],
        [
            167,
            90,
            77,
            167,
            90,
            77
        ],
        [
            33.2,
            28,
            38.4,
            33.2,
            28,
            38.4
        ],
        [
            3.931712,
            5.286151,
            2.936808,
            2.541775,
            2.950249,
            2.225359
        ],
        [
            301000,
            301000,
            69993,
            1201054,
            1201054,
            911018
        ],
        [
            -22363,
            -22363,
            -18331,
            -412437,
            -375266,
            -412437
        ],
        [
            28,
            23,
            32,
            28,
            23,
            32
        ],
        [
            57,
            48,
            64,
            57,
            48,
            64
        ],
        [
            13,
            14,
            12,
            13,
            14,
            12
        ],
        [
            7041,
            2994,
            4046,
            7041,
            2994,
            4046
        ],
        [
            0,
            0,
            34.650848,
            0,
            0,
            34.650848
        ],
        [
            0,
            0,
            1,
            0,
            0,
            1
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            301110,
            -4732,
            233309,
            142824,
            -100216,
            191718
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "FIL_USDT",
    "interval": "6h",
    "packets": 25000,
    "actual_packets": 7221,
    "evaluation_days": 1805.25,
    "actual_first_datapoint_time": 1602763200000,
    "first_datapoint_time": 1606392000000,
    "last_datapoint_time": 1758715200000,
    "evaluation_time": 1758879433302,
    "expiration_time": 1763394408000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "fwma",
        "factors": {
            "length": 113,
            "offset": 56
        }
    },
    "second_band": {
        "type": "hl2",
        "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)