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Trade: FIL/USDT/360/HILO/HWMA/9202

Strategy
FIL/USDT/360/HILO/HWMA/9202
Pair
FIL_USDT
Interval
6h
Score
314116
Daily Profit
0.319805
Profit Factor
1.538473
Profitability
37.230769
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 577327.7754 319928.3056 257399.4697 1846759.0559 -1272949.6357 3119708.6916
Total P&L (%) 577.3278 319.9283 257.3995 1846.7591 -1272.9496 3119.7087
Avg Daily Profit (%) 0.3198 0.1772 0.1426 0.1646 0 0.1925
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -139213 -111798 -51494 -7162638 -6346742 -2262773
Profit Factor 1.5385 1.5355 1.5422 1.0681 0.9167 1.2633
Total Trades 325 163 162 325 163 162
Winning Trades 121 53 68 121 53 68
Losing Trades 204 110 94 204 110 94
Profitability (%) 37.2308 32.5153 41.9753 37.2308 32.5153 41.9753
Ratio Avg Win / Avg Loss 2.5938 3.187 2.1318 1.8007 1.9026 1.7464
Largest Winning Trade 111511 111511 53965 3253177 3253177 1316593
Largest Losing Trade -16244 -16244 -15992 -1479816 -1479816 -893952
Avg Bars in Trades 22 21 22 22 21 22
Avg Bars in Winners 37 40 35 37 40 35
Avg Bars in Losers 12 12 12 12 12 12
Bars Traded 7162 3547 3614 7162 3547 3614
Profit Streak 0 0 0 0 0 0
Trades During Streak 0 0 0 0 0 0
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 314116 138147 -2569 -139794 -584223 230217

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": 1603216800000,
    "last_datapoint_time": 1758715200000,
    "evaluation_time": 1758879436821,
    "expiration_time": 1763394408000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}

Factors

{
    "first_band": {
        "type": "hilo",
        "factors": {
            "length": 0,
            "offset": 0
        }
    },
    "second_band": {
        "type": "hwma",
        "factors": {
            "length": 0,
            "offset": 0,
            "na": 0.22018,
            "nb": 0.1,
            "nc": 0.11791
        }
    }
}
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": [
        [
            577327.7753814308,
            319928.3056327981,
            257399.4697486332,
            1846759.0559194009,
            -1272949.6356564523,
            3119708.6915758597
        ],
        [
            577.327775,
            319.928306,
            257.39947,
            1846.759056,
            -1272.949636,
            3119.708692
        ],
        [
            0.319805,
            0.177221,
            0.142584,
            0.164586,
            0,
            0.192506
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -139213,
            -111798,
            -51494,
            -7162638,
            -6346742,
            -2262773
        ],
        [
            1.538473,
            1.535548,
            1.542154,
            1.068068,
            0.916718,
            1.263348
        ],
        [
            325,
            163,
            162,
            325,
            163,
            162
        ],
        [
            121,
            53,
            68,
            121,
            53,
            68
        ],
        [
            204,
            110,
            94,
            204,
            110,
            94
        ],
        [
            37.230769,
            32.515337,
            41.975309,
            37.230769,
            32.515337,
            41.975309
        ],
        [
            2.593789,
            3.186985,
            2.131802,
            1.800709,
            1.902622,
            1.746393
        ],
        [
            111511,
            111511,
            53965,
            3253177,
            3253177,
            1316593
        ],
        [
            -16244,
            -16244,
            -15992,
            -1479816,
            -1479816,
            -893952
        ],
        [
            22,
            21,
            22,
            22,
            21,
            22
        ],
        [
            37,
            40,
            35,
            37,
            40,
            35
        ],
        [
            12,
            12,
            12,
            12,
            12,
            12
        ],
        [
            7162,
            3547,
            3614,
            7162,
            3547,
            3614
        ],
        [
            0,
            0,
            0,
            0,
            0,
            0
        ],
        [
            0,
            0,
            0,
            0,
            0,
            0
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            314116,
            138147,
            -2569,
            -139794,
            -584223,
            230217
        ]
    ]
}
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": 1603216800000,
    "last_datapoint_time": 1758715200000,
    "evaluation_time": 1758879436821,
    "expiration_time": 1763394408000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "hilo",
        "factors": {
            "length": 0,
            "offset": 0
        }
    },
    "second_band": {
        "type": "hwma",
        "factors": {
            "length": 0,
            "offset": 0,
            "na": 0.22018,
            "nb": 0.1,
            "nc": 0.11791
        }
    }
}

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)