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Trade: FIL/USDT/360/HMA/MIDPRICE/9715

Strategy
FIL/USDT/360/HMA/MIDPRICE/9715
Pair
FIL_USDT
Interval
6h
Score
458031
Daily Profit
0.323144
Profit Factor
1.910702
Profitability
49.180328
Streak
0.000000
Best Strategy
Training Data Length
1805.250000
Evaluation Time
2025-09-26 15:28
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 583355.0548 367373.6708 215981.384 753594.1128 -83606.5451 837200.6579
Total P&L (%) 583.3551 367.3737 215.9814 753.5941 -83.6065 837.2007
Avg Daily Profit (%) 0.3231 0.2035 0.1196 0.1189 -0.1001 0.124
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -152001 -160948 -53335 -597026 -728291 -234648
Profit Factor 1.9107 1.9507 1.8499 1.234 0.9609 1.7717
Total Trades 122 61 61 122 61 61
Winning Trades 60 22 38 60 22 38
Losing Trades 62 39 23 62 39 23
Profitability (%) 49.1803 36.0656 62.2951 49.1803 36.0656 62.2951
Ratio Avg Win / Avg Loss 1.9744 3.458 1.1197 1.2751 1.7033 1.0723
Largest Winning Trade 249783 249783 61427 570514 570514 248603
Largest Losing Trade -43352 -34472 -43352 -286311 -286311 -153867
Avg Bars in Trades 56 72 41 56 72 41
Avg Bars in Winners 62 85 49 62 85 49
Avg Bars in Losers 51 64 28 51 64 28
Bars Traded 6947 4405 2542 6947 4405 2542
Profit Streak 0 0 26.2698 0 0 26.2698
Trades During Streak 0 0 2 0 0 2
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 458031 -156021 -189954 -34236 -745377 -183832

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": 1608444000000,
    "last_datapoint_time": 1758715200000,
    "evaluation_time": 1758889712529,
    "expiration_time": 1763394408000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}

Factors

{
    "first_band": {
        "type": "hma",
        "factors": {
            "length": 250,
            "offset": 0
        }
    },
    "second_band": {
        "type": "midprice",
        "factors": {
            "length": 39,
            "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": [
        [
            583355.0548201482,
            367373.6707887675,
            215981.3840313807,
            753594.1128224815,
            -83606.5450988183,
            837200.6579212997
        ],
        [
            583.355055,
            367.373671,
            215.981384,
            753.594113,
            -83.606545,
            837.200658
        ],
        [
            0.323144,
            0.203503,
            0.119641,
            0.118851,
            -0.100118,
            0.124033
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -152001,
            -160948,
            -53335,
            -597026,
            -728291,
            -234648
        ],
        [
            1.910702,
            1.950674,
            1.849918,
            1.233953,
            0.960863,
            1.771703
        ],
        [
            122,
            61,
            61,
            122,
            61,
            61
        ],
        [
            60,
            22,
            38,
            60,
            22,
            38
        ],
        [
            62,
            39,
            23,
            62,
            39,
            23
        ],
        [
            49.180328,
            36.065574,
            62.295082,
            49.180328,
            36.065574,
            62.295082
        ],
        [
            1.974392,
            3.458013,
            1.119687,
            1.275085,
            1.703348,
            1.072346
        ],
        [
            249783,
            249783,
            61427,
            570514,
            570514,
            248603
        ],
        [
            -43352,
            -34472,
            -43352,
            -286311,
            -286311,
            -153867
        ],
        [
            56,
            72,
            41,
            56,
            72,
            41
        ],
        [
            62,
            85,
            49,
            62,
            85,
            49
        ],
        [
            51,
            64,
            28,
            51,
            64,
            28
        ],
        [
            6947,
            4405,
            2542,
            6947,
            4405,
            2542
        ],
        [
            0,
            0,
            26.269821,
            0,
            0,
            26.269821
        ],
        [
            0,
            0,
            2,
            0,
            0,
            2
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            458031,
            -156021,
            -189954,
            -34236,
            -745377,
            -183832
        ]
    ]
}
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": 1608444000000,
    "last_datapoint_time": 1758715200000,
    "evaluation_time": 1758889712529,
    "expiration_time": 1763394408000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "hma",
        "factors": {
            "length": 250,
            "offset": 0
        }
    },
    "second_band": {
        "type": "midprice",
        "factors": {
            "length": 39,
            "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)