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Trade: FIL/USDT/480/MIDPRICE/FWMA/7214

Strategy
FIL/USDT/480/MIDPRICE/FWMA/7214
Pair
FIL_USDT
Interval
8h
Score
314814
Daily Profit
0.158807
Profit Factor
3.243577
Profitability
37.837838
Streak
0.000000
Best Strategy
Training Data Length
1811.670000
Evaluation Time
2025-10-01 03:57
Expiration Time
2025-11-24 10:24

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 704942.603 417236.1766 287706.4264 7043916.5306 599275.3229 6444641.2078
Total P&L (%) 704.9426 417.2362 287.7064 7043.9165 599.2753 6444.6412
Avg Daily Profit (%) 0.3891 0.2303 0.1588 0.2359 0.1074 0.2311
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -81794 -52974 -31978 -9533769 -6603006 -3284965
Profit Factor 3.3643 3.4554 3.2436 1.3307 1.0504 1.6847
Total Trades 75 38 37 75 38 37
Winning Trades 24 10 14 24 10 14
Losing Trades 51 28 23 51 28 23
Profitability (%) 32 26.3158 37.8378 32 26.3158 37.8378
Ratio Avg Win / Avg Loss 7.1491 9.6751 5.3287 2.8278 2.9412 2.7678
Largest Winning Trade 250338 250338 66627 4992371 4451674 4992371
Largest Losing Trade -17268 -17268 -16175 -1615277 -1366783 -1615277
Avg Bars in Trades 67 40 95 67 40 95
Avg Bars in Winners 164 107 205 164 107 205
Avg Bars in Losers 21 16 28 21 16 28
Bars Traded 5059 1535 3524 5059 1535 3524
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 -52190 -9513 314814 -58550 -237141 243749
Evaluation Data
{
    "trading_pair": "FIL_USDT",
    "interval": "8h",
    "packets": 25000,
    "actual_packets": 5435,
    "evaluation_days": 1811.67,
    "actual_first_datapoint_time": 1602777600000,
    "first_datapoint_time": 1608076800000,
    "last_datapoint_time": 1759276800000,
    "evaluation_time": 1759280259991,
    "expiration_time": 1763972640000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "midprice",
        "factors": {
            "length": 153,
            "offset": 0
        }
    },
    "second_band": {
        "type": "fwma",
        "factors": {
            "length": 185,
            "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": [
        [
            704942.6030047233,
            417236.1766404455,
            287706.4263642777,
            7043916.530634277,
            599275.3228561135,
            6444641.207778165
        ],
        [
            704.942603,
            417.236177,
            287.706426,
            7043.916531,
            599.275323,
            6444.641208
        ],
        [
            0.389112,
            0.230305,
            0.158807,
            0.235908,
            0.10741,
            0.231061
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -81794,
            -52974,
            -31978,
            -9533769,
            -6603006,
            -3284965
        ],
        [
            3.3643,
            3.455405,
            3.243577,
            1.330711,
            1.050412,
            1.684748
        ],
        [
            75,
            38,
            37,
            75,
            38,
            37
        ],
        [
            24,
            10,
            14,
            24,
            10,
            14
        ],
        [
            51,
            28,
            23,
            51,
            28,
            23
        ],
        [
            32,
            26.315789,
            37.837838,
            32,
            26.315789,
            37.837838
        ],
        [
            7.149138,
            9.675134,
            5.328733,
            2.82776,
            2.941153,
            2.767801
        ],
        [
            250338,
            250338,
            66627,
            4992371,
            4451674,
            4992371
        ],
        [
            -17268,
            -17268,
            -16175,
            -1615277,
            -1366783,
            -1615277
        ],
        [
            67,
            40,
            95,
            67,
            40,
            95
        ],
        [
            164,
            107,
            205,
            164,
            107,
            205
        ],
        [
            21,
            16,
            28,
            21,
            16,
            28
        ],
        [
            5059,
            1535,
            3524,
            5059,
            1535,
            3524
        ],
        [
            0,
            0,
            0,
            0,
            0,
            0
        ],
        [
            0,
            0,
            0,
            0,
            0,
            0
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            -52190,
            -9513,
            314814,
            -58550,
            -237141,
            243749
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "FIL_USDT",
    "interval": "8h",
    "packets": 25000,
    "actual_packets": 5435,
    "evaluation_days": 1811.67,
    "actual_first_datapoint_time": 1602777600000,
    "first_datapoint_time": 1608076800000,
    "last_datapoint_time": 1759276800000,
    "evaluation_time": 1759280259991,
    "expiration_time": 1763972640000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "midprice",
        "factors": {
            "length": 153,
            "offset": 0
        }
    },
    "second_band": {
        "type": "fwma",
        "factors": {
            "length": 185,
            "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)