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Trade: FIL/USDT/360/HMA/FWMA/5644

Strategy
FIL/USDT/360/HMA/FWMA/5644
Pair
FIL_USDT
Interval
6h
Score
372926
Daily Profit
0.431329
Profit Factor
1.861830
Profitability
35.690236
Streak
24.212164
Best Strategy
Training Data Length
1805.250000
Evaluation Time
2025-09-25 14:05
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 778657.3017 417182.1194 361475.1823 14750761.1286 4408757.549 10342003.5796
Total P&L (%) 778.6573 417.1821 361.4752 14750.7611 4408.7575 10342.0036
Avg Daily Profit (%) 0.4313 0.2311 0.2002 0.2774 0.2112 0.2578
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -72332 -65532 -93911 -8079631 -8408343 -7582038
Profit Factor 1.8618 1.8903 1.8311 1.2435 1.1416 1.3512
Total Trades 297 149 148 297 149 148
Winning Trades 106 50 56 106 50 56
Losing Trades 191 99 92 191 99 92
Profitability (%) 35.6902 33.557 37.8378 35.6902 33.557 37.8378
Ratio Avg Win / Avg Loss 3.3548 3.7428 3.0083 2.2406 2.2604 2.2197
Largest Winning Trade 109557 109557 54948 5993369 5993369 5068912
Largest Losing Trade -25034 -15751 -25034 -1556513 -1474143 -1556513
Avg Bars in Trades 23 24 22 23 24 22
Avg Bars in Winners 41 44 39 41 44 39
Avg Bars in Losers 13 14 11 13 14 11
Bars Traded 6971 3671 3300 6971 3671 3300
Profit Streak 24.2122 24.4622 0 24.2122 24.4622 0
Trades During Streak 1 1 0 1 1 0
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 372926 206747 233394 228931 -61259 195309

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": 1607234400000,
    "last_datapoint_time": 1758715200000,
    "evaluation_time": 1758798330993,
    "expiration_time": 1763394408000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}

Factors

{
    "first_band": {
        "type": "hma",
        "factors": {
            "length": 101,
            "offset": 0
        }
    },
    "second_band": {
        "type": "fwma",
        "factors": {
            "length": 208,
            "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": [
        [
            778657.3017042059,
            417182.1194394116,
            361475.1822647949,
            14750761.128591368,
            4408757.548995205,
            10342003.579596156
        ],
        [
            778.657302,
            417.182119,
            361.475182,
            14750.761129,
            4408.757549,
            10342.00358
        ],
        [
            0.431329,
            0.231094,
            0.200236,
            0.277389,
            0.211197,
            0.257826
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -72332,
            -65532,
            -93911,
            -8079631,
            -8408343,
            -7582038
        ],
        [
            1.86183,
            1.890323,
            1.831133,
            1.24346,
            1.141596,
            1.35115
        ],
        [
            297,
            149,
            148,
            297,
            149,
            148
        ],
        [
            106,
            50,
            56,
            106,
            50,
            56
        ],
        [
            191,
            99,
            92,
            191,
            99,
            92
        ],
        [
            35.690236,
            33.557047,
            37.837838,
            35.690236,
            33.557047,
            37.837838
        ],
        [
            3.354808,
            3.74284,
            3.00829,
            2.240574,
            2.26036,
            2.219747
        ],
        [
            109557,
            109557,
            54948,
            5993369,
            5993369,
            5068912
        ],
        [
            -25034,
            -15751,
            -25034,
            -1556513,
            -1474143,
            -1556513
        ],
        [
            23,
            24,
            22,
            23,
            24,
            22
        ],
        [
            41,
            44,
            39,
            41,
            44,
            39
        ],
        [
            13,
            14,
            11,
            13,
            14,
            11
        ],
        [
            6971,
            3671,
            3300,
            6971,
            3671,
            3300
        ],
        [
            24.212164,
            24.462164,
            0,
            24.212164,
            24.462164,
            0
        ],
        [
            1,
            1,
            0,
            1,
            1,
            0
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            372926,
            206747,
            233394,
            228931,
            -61259,
            195309
        ]
    ]
}
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": 1607234400000,
    "last_datapoint_time": 1758715200000,
    "evaluation_time": 1758798330993,
    "expiration_time": 1763394408000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "hma",
        "factors": {
            "length": 101,
            "offset": 0
        }
    },
    "second_band": {
        "type": "fwma",
        "factors": {
            "length": 208,
            "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)