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Trade: FIL/USDT/480/MIDPRICE/HWMA/9241

Strategy
FIL/USDT/480/MIDPRICE/HWMA/9241
Pair
FIL_USDT
Interval
8h
Score
443158
Daily Profit
0.388750
Profit Factor
2.609048
Profitability
40.860215
Streak
48.720839
Best Strategy
Training Data Length
1814.000000
Evaluation Time
2025-10-03 12:18
Expiration Time
2025-11-26 20:04

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 705192.9489 434369.5617 270823.3872 4709122.1156 -527377.8645 5236499.9801
Total P&L (%) 705.1929 434.3696 270.8234 4709.1221 -527.3779 5236.5
Avg Daily Profit (%) 0.3888 0.2395 0.1493 0.2137 0 0.2195
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -107066 -79323 -49074 -8398374 -7368390 -3775088
Profit Factor 2.609 2.7933 2.3814 1.1851 0.9632 1.4722
Total Trades 93 47 46 93 47 46
Winning Trades 38 14 24 38 14 24
Losing Trades 55 33 22 55 33 22
Profitability (%) 40.8602 29.7872 52.1739 40.8602 29.7872 52.1739
Ratio Avg Win / Avg Loss 3.7763 6.5843 2.1829 1.7153 2.2705 1.3496
Largest Winning Trade 246048 246048 72521 3948361 3948361 2710225
Largest Losing Trade -23889 -19043 -23889 -1620995 -1245544 -1620995
Avg Bars in Trades 56 33 80 56 33 80
Avg Bars in Winners 111 70 134 111 70 134
Avg Bars in Losers 19 18 20 19 18 20
Bars Traded 5280 1583 3695 5280 1583 3695
Profit Streak 48.7208 48.7208 55.0542 48.7208 48.7208 55.0542
Trades During Streak 2 1 1 2 1 1
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 443158 187828 421511 -9941 -586072 369292
Evaluation Data
{
    "trading_pair": "FIL_USDT",
    "interval": "8h",
    "packets": 25000,
    "actual_packets": 5442,
    "evaluation_days": 1814,
    "actual_first_datapoint_time": 1602777600000,
    "first_datapoint_time": 1606089600000,
    "last_datapoint_time": 1759478400000,
    "evaluation_time": 1759483080462,
    "expiration_time": 1764180288000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "midprice",
        "factors": {
            "length": 116,
            "offset": 0
        }
    },
    "second_band": {
        "type": "hwma",
        "factors": {
            "length": 0,
            "offset": 0,
            "na": 0.2,
            "nb": 0.1,
            "nc": 0.1
        }
    }
}
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": [
        [
            705192.948856479,
            434369.5617045851,
            270823.3871518936,
            4709122.115584171,
            -527377.8644893433,
            5236499.980073512
        ],
        [
            705.192949,
            434.369562,
            270.823387,
            4709.122116,
            -527.377864,
            5236.49998
        ],
        [
            0.38875,
            0.239454,
            0.149296,
            0.21374,
            0,
            0.219488
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -107066,
            -79323,
            -49074,
            -8398374,
            -7368390,
            -3775088
        ],
        [
            2.609048,
            2.793345,
            2.381363,
            1.185124,
            0.963246,
            1.472238
        ],
        [
            93,
            47,
            46,
            93,
            47,
            46
        ],
        [
            38,
            14,
            24,
            38,
            14,
            24
        ],
        [
            55,
            33,
            22,
            55,
            33,
            22
        ],
        [
            40.860215,
            29.787234,
            52.173913,
            40.860215,
            29.787234,
            52.173913
        ],
        [
            3.776254,
            6.584313,
            2.182916,
            1.71531,
            2.27051,
            1.349552
        ],
        [
            246048,
            246048,
            72521,
            3948361,
            3948361,
            2710225
        ],
        [
            -23889,
            -19043,
            -23889,
            -1620995,
            -1245544,
            -1620995
        ],
        [
            56,
            33,
            80,
            56,
            33,
            80
        ],
        [
            111,
            70,
            134,
            111,
            70,
            134
        ],
        [
            19,
            18,
            20,
            19,
            18,
            20
        ],
        [
            5280,
            1583,
            3695,
            5280,
            1583,
            3695
        ],
        [
            48.720839,
            48.720839,
            55.054172,
            48.720839,
            48.720839,
            55.054172
        ],
        [
            2,
            1,
            1,
            2,
            1,
            1
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            443158,
            187828,
            421511,
            -9941,
            -586072,
            369292
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "FIL_USDT",
    "interval": "8h",
    "packets": 25000,
    "actual_packets": 5442,
    "evaluation_days": 1814,
    "actual_first_datapoint_time": 1602777600000,
    "first_datapoint_time": 1606089600000,
    "last_datapoint_time": 1759478400000,
    "evaluation_time": 1759483080462,
    "expiration_time": 1764180288000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "midprice",
        "factors": {
            "length": 116,
            "offset": 0
        }
    },
    "second_band": {
        "type": "hwma",
        "factors": {
            "length": 0,
            "offset": 0,
            "na": 0.2,
            "nb": 0.1,
            "nc": 0.1
        }
    }
}

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)