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Trade: FIL/USDT/480/SINWMA/JMA/4253

Strategy
FIL/USDT/480/SINWMA/JMA/4253
Pair
FIL_USDT
Interval
8h
Score
309734
Daily Profit
0.307962
Profit Factor
1.941977
Profitability
38.947368
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 557924.7661 363736.1569 194188.6092 449131.7027 -391606.8123 840738.515
Total P&L (%) 557.9248 363.7362 194.1886 449.1317 -391.6068 840.7385
Avg Daily Profit (%) 0.308 0.2008 0.1072 0.0941 0 0.1238
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -110118 -111943 -52510 -1220983 -1420101 -875547
Profit Factor 1.942 2.0926 1.7487 1.0818 0.8693 1.3368
Total Trades 95 48 47 95 48 47
Winning Trades 37 14 23 37 14 23
Losing Trades 58 34 24 58 34 24
Profitability (%) 38.9474 29.1667 48.9362 38.9474 29.1667 48.9362
Ratio Avg Win / Avg Loss 3.0442 5.082 1.8247 1.6957 2.1112 1.3949
Largest Winning Trade 344241 344241 74005 653690 653690 638887
Largest Losing Trade -51823 -29198 -51823 -746779 -359358 -746779
Avg Bars in Trades 55 38 73 55 38 73
Avg Bars in Winners 94 64 113 94 64 113
Avg Bars in Losers 30 27 34 30 27 34
Bars Traded 5286 1839 3447 5286 1839 3447
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 309734 8808 -46906 -200920 -589362 -27344
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": 1604188800000,
    "last_datapoint_time": 1759276800000,
    "evaluation_time": 1759280268849,
    "expiration_time": 1763972640000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "sinwma",
        "factors": {
            "length": 46,
            "offset": 0
        }
    },
    "second_band": {
        "type": "jma",
        "factors": {
            "length": 50,
            "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": [
        [
            557924.7660618814,
            363736.1568838878,
            194188.6091779937,
            449131.7026835927,
            -391606.8123000894,
            840738.5149836824
        ],
        [
            557.924766,
            363.736157,
            194.188609,
            449.131703,
            -391.606812,
            840.738515
        ],
        [
            0.307962,
            0.200774,
            0.107188,
            0.094055,
            0,
            0.123802
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -110118,
            -111943,
            -52510,
            -1220983,
            -1420101,
            -875547
        ],
        [
            1.941977,
            2.09257,
            1.748683,
            1.081764,
            0.869321,
            1.336793
        ],
        [
            95,
            48,
            47,
            95,
            48,
            47
        ],
        [
            37,
            14,
            23,
            37,
            14,
            23
        ],
        [
            58,
            34,
            24,
            58,
            34,
            24
        ],
        [
            38.947368,
            29.166667,
            48.93617,
            38.947368,
            29.166667,
            48.93617
        ],
        [
            3.04418,
            5.081955,
            1.824713,
            1.695738,
            2.111209,
            1.394915
        ],
        [
            344241,
            344241,
            74005,
            653690,
            653690,
            638887
        ],
        [
            -51823,
            -29198,
            -51823,
            -746779,
            -359358,
            -746779
        ],
        [
            55,
            38,
            73,
            55,
            38,
            73
        ],
        [
            94,
            64,
            113,
            94,
            64,
            113
        ],
        [
            30,
            27,
            34,
            30,
            27,
            34
        ],
        [
            5286,
            1839,
            3447,
            5286,
            1839,
            3447
        ],
        [
            0,
            0,
            0,
            0,
            0,
            0
        ],
        [
            0,
            0,
            0,
            0,
            0,
            0
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            309734,
            8808,
            -46906,
            -200920,
            -589362,
            -27344
        ]
    ]
}
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": 1604188800000,
    "last_datapoint_time": 1759276800000,
    "evaluation_time": 1759280268849,
    "expiration_time": 1763972640000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "sinwma",
        "factors": {
            "length": 46,
            "offset": 0
        }
    },
    "second_band": {
        "type": "jma",
        "factors": {
            "length": 50,
            "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)