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Trade: FIL/USDT/360/SINWMA/MIDPOINT/9762

Strategy
FIL/USDT/360/SINWMA/MIDPOINT/9762
Pair
FIL_USDT
Interval
6h
Score
345278
Daily Profit
0.195062
Profit Factor
1.853341
Profitability
45.161290
Streak
0.000000
Best Strategy
Training Data Length
1814.500000
Evaluation Time
2025-10-03 22:50
Expiration Time
2025-11-27 06:26

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 781461.3809 553109.9616 228351.4193 1682348.1699 -1650401.9443 3332750.1142
Total P&L (%) 781.4614 553.11 228.3514 1682.3482 -1650.4019 3332.7501
Avg Daily Profit (%) 0.4307 0.3048 0.1258 0.1589 0 0.1951
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -118971 -98395 -37792 -5187130 -4410819 -1430711
Profit Factor 3.2677 3.5513 2.7867 1.148 0.7789 1.8533
Total Trades 63 32 31 63 32 31
Winning Trades 24 10 14 24 10 14
Losing Trades 39 22 17 39 22 17
Profitability (%) 38.0952 31.25 45.1613 38.0952 31.25 45.1613
Ratio Avg Win / Avg Loss 5.3101 7.8129 3.3839 1.8654 1.7136 2.2505
Largest Winning Trade 560224 560224 69895 1777666 1777666 1630695
Largest Losing Trade -27766 -27766 -17974 -1141815 -1141815 -565641
Avg Bars in Trades 111 77 146 111 77 146
Avg Bars in Winners 222 164 264 222 164 264
Avg Bars in Losers 42 38 49 42 38 49
Bars Traded 7025 2484 4541 7025 2484 4541
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 -139651 300321 -21612 -204871 -585324 345278
Evaluation Data
{
    "trading_pair": "FIL_USDT",
    "interval": "6h",
    "packets": 25000,
    "actual_packets": 7258,
    "evaluation_days": 1814.5,
    "actual_first_datapoint_time": 1602763200000,
    "first_datapoint_time": 1606824000000,
    "last_datapoint_time": 1759514400000,
    "evaluation_time": 1759521045525,
    "expiration_time": 1764217584000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "sinwma",
        "factors": {
            "length": 189,
            "offset": 0
        }
    },
    "second_band": {
        "type": "midpoint",
        "factors": {
            "length": 17,
            "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": [
        [
            781461.3808860964,
            553109.9616118247,
            228351.4192742715,
            1682348.1698591977,
            -1650401.9443100938,
            3332750.1141692917
        ],
        [
            781.461381,
            553.109962,
            228.351419,
            1682.34817,
            -1650.401944,
            3332.750114
        ],
        [
            0.430676,
            0.304828,
            0.125848,
            0.158876,
            0,
            0.195062
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -118971,
            -98395,
            -37792,
            -5187130,
            -4410819,
            -1430711
        ],
        [
            3.267748,
            3.551312,
            2.786735,
            1.147969,
            0.778888,
            1.853341
        ],
        [
            63,
            32,
            31,
            63,
            32,
            31
        ],
        [
            24,
            10,
            14,
            24,
            10,
            14
        ],
        [
            39,
            22,
            17,
            39,
            22,
            17
        ],
        [
            38.095238,
            31.25,
            45.16129,
            38.095238,
            31.25,
            45.16129
        ],
        [
            5.31009,
            7.812886,
            3.383893,
            1.865449,
            1.713553,
            2.250486
        ],
        [
            560224,
            560224,
            69895,
            1777666,
            1777666,
            1630695
        ],
        [
            -27766,
            -27766,
            -17974,
            -1141815,
            -1141815,
            -565641
        ],
        [
            111,
            77,
            146,
            111,
            77,
            146
        ],
        [
            222,
            164,
            264,
            222,
            164,
            264
        ],
        [
            42,
            38,
            49,
            42,
            38,
            49
        ],
        [
            7025,
            2484,
            4541,
            7025,
            2484,
            4541
        ],
        [
            0,
            0,
            0,
            0,
            0,
            0
        ],
        [
            0,
            0,
            0,
            0,
            0,
            0
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            -139651,
            300321,
            -21612,
            -204871,
            -585324,
            345278
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "FIL_USDT",
    "interval": "6h",
    "packets": 25000,
    "actual_packets": 7258,
    "evaluation_days": 1814.5,
    "actual_first_datapoint_time": 1602763200000,
    "first_datapoint_time": 1606824000000,
    "last_datapoint_time": 1759514400000,
    "evaluation_time": 1759521045525,
    "expiration_time": 1764217584000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "sinwma",
        "factors": {
            "length": 189,
            "offset": 0
        }
    },
    "second_band": {
        "type": "midpoint",
        "factors": {
            "length": 17,
            "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)