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Trade: FIL/USDT/480/PWMA/HWMA/5931

Strategy
FIL/USDT/480/PWMA/HWMA/5931
Pair
FIL_USDT
Interval
8h
Score
357701
Daily Profit
0.438037
Profit Factor
3.077624
Profitability
31.313131
Streak
40.481675
Best Strategy
Training Data Length
1808.000000
Evaluation Time
2025-09-27 14:33
Expiration Time
2025-11-20 15:45

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 791971.2838 560704.5864 231266.6974 1828642.5168 131065.6621 1697576.8547
Total P&L (%) 791.9713 560.7046 231.2667 1828.6425 131.0657 1697.5769
Avg Daily Profit (%) 0.438 0.3101 0.1279 0.1638 0.0463 0.1599
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -75880 -114107 -41094 -946376 -1056754 -474083
Profit Factor 3.0776 4.0008 2.19 1.4474 1.0631 1.8449
Total Trades 99 50 49 99 50 49
Winning Trades 31 12 19 31 12 19
Losing Trades 68 38 30 68 38 30
Profitability (%) 31.3131 24 38.7755 31.3131 24 38.7755
Ratio Avg Win / Avg Loss 6.7509 12.6693 3.4579 3.1749 3.3664 2.9131
Largest Winning Trade 570663 570663 66439 757653 672825 757653
Largest Losing Trade -26264 -20378 -26264 -332037 -191563 -332037
Avg Bars in Trades 52 39 66 52 39 66
Avg Bars in Winners 131 106 147 131 106 147
Avg Bars in Losers 16 18 14 16 18 14
Bars Traded 5224 1985 3239 5224 1985 3239
Profit Streak 40.4817 40.4817 42.1483 40.4817 40.4817 42.1483
Trades During Streak 2 1 1 2 1 1
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 357701 -197965 -21806 137093 -495083 269218
Evaluation Data
{
    "trading_pair": "FIL_USDT",
    "interval": "8h",
    "packets": 25000,
    "actual_packets": 5424,
    "evaluation_days": 1808,
    "actual_first_datapoint_time": 1602777600000,
    "first_datapoint_time": 1607184000000,
    "last_datapoint_time": 1758960000000,
    "evaluation_time": 1758972816754,
    "expiration_time": 1763646336000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "pwma",
        "factors": {
            "length": 89,
            "offset": 65
        }
    },
    "second_band": {
        "type": "hwma",
        "factors": {
            "length": 0,
            "offset": 0,
            "na": 0.80864,
            "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": [
        [
            791971.2838020282,
            560704.5863667884,
            231266.6974352398,
            1828642.5167858005,
            131065.6621100758,
            1697576.8546757249
        ],
        [
            791.971284,
            560.704586,
            231.266697,
            1828.642517,
            131.065662,
            1697.576855
        ],
        [
            0.438037,
            0.310124,
            0.127913,
            0.163818,
            0.046334,
            0.159919
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -75880,
            -114107,
            -41094,
            -946376,
            -1056754,
            -474083
        ],
        [
            3.077624,
            4.000818,
            2.190009,
            1.447375,
            1.063061,
            1.844946
        ],
        [
            99,
            50,
            49,
            99,
            50,
            49
        ],
        [
            31,
            12,
            19,
            31,
            12,
            19
        ],
        [
            68,
            38,
            30,
            68,
            38,
            30
        ],
        [
            31.313131,
            24,
            38.77551,
            31.313131,
            24,
            38.77551
        ],
        [
            6.750918,
            12.669256,
            3.45791,
            3.174888,
            3.36636,
            2.913073
        ],
        [
            570663,
            570663,
            66439,
            757653,
            672825,
            757653
        ],
        [
            -26264,
            -20378,
            -26264,
            -332037,
            -191563,
            -332037
        ],
        [
            52,
            39,
            66,
            52,
            39,
            66
        ],
        [
            131,
            106,
            147,
            131,
            106,
            147
        ],
        [
            16,
            18,
            14,
            16,
            18,
            14
        ],
        [
            5224,
            1985,
            3239,
            5224,
            1985,
            3239
        ],
        [
            40.481675,
            40.481675,
            42.148342,
            40.481675,
            40.481675,
            42.148342
        ],
        [
            2,
            1,
            1,
            2,
            1,
            1
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            357701,
            -197965,
            -21806,
            137093,
            -495083,
            269218
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "FIL_USDT",
    "interval": "8h",
    "packets": 25000,
    "actual_packets": 5424,
    "evaluation_days": 1808,
    "actual_first_datapoint_time": 1602777600000,
    "first_datapoint_time": 1607184000000,
    "last_datapoint_time": 1758960000000,
    "evaluation_time": 1758972816754,
    "expiration_time": 1763646336000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "pwma",
        "factors": {
            "length": 89,
            "offset": 65
        }
    },
    "second_band": {
        "type": "hwma",
        "factors": {
            "length": 0,
            "offset": 0,
            "na": 0.80864,
            "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)