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Trade: FIL/USDT/720/HILO/HMA/9381

Strategy
FIL/USDT/720/HILO/HMA/9381
Pair
FIL_USDT
Interval
12h
Score
379016
Daily Profit
0.328498
Profit Factor
1.799092
Profitability
41.666667
Streak
0.000000
Best Strategy
Training Data Length
1805.500000
Evaluation Time
2025-09-26 03:05
Expiration Time
2025-11-17 17:57

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 593103.0562 453095.3534 140007.7028 109923.626 -392582.2183 502505.8443
Total P&L (%) 593.1031 453.0954 140.0077 109.9236 -392.5822 502.5058
Avg Daily Profit (%) 0.3285 0.251 0.0775 0.0411 0 0.0995
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -133134 -139452 -55851 -582214 -936436 -213047
Profit Factor 1.7991 2.012 1.4754 1.0364 0.7977 1.4673
Total Trades 180 90 90 180 90 90
Winning Trades 75 31 44 75 31 44
Losing Trades 105 59 46 105 59 46
Profitability (%) 41.6667 34.4444 48.8889 41.6667 34.4444 48.8889
Ratio Avg Win / Avg Loss 2.5187 3.8294 1.5424 1.451 1.5183 1.534
Largest Winning Trade 553305 553305 71953 544862 544862 256360
Largest Losing Trade -44236 -44236 -27527 -296375 -296375 -90723
Avg Bars in Trades 19 18 21 19 18 21
Avg Bars in Winners 28 27 29 28 27 29
Avg Bars in Losers 13 13 13 13 13 13
Bars Traded 3531 1630 1901 3531 1630 1901
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 379016 208610 -87614 -320494 -584085 -57948

Evaluation Data

{
    "trading_pair": "FIL_USDT",
    "interval": "12h",
    "packets": 25000,
    "actual_packets": 3611,
    "evaluation_days": 1805.5,
    "actual_first_datapoint_time": 1602763200000,
    "first_datapoint_time": 1605787200000,
    "last_datapoint_time": 1758715200000,
    "evaluation_time": 1758845129512,
    "expiration_time": 1763395056000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}

Factors

{
    "first_band": {
        "type": "hilo",
        "factors": {
            "length": 0,
            "offset": 0
        }
    },
    "second_band": {
        "type": "hma",
        "factors": {
            "length": 64,
            "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": [
        [
            593103.0562201439,
            453095.3534415532,
            140007.7027785912,
            109923.6259800617,
            -392582.2183382323,
            502505.8443182938
        ],
        [
            593.103056,
            453.095353,
            140.007703,
            109.923626,
            -392.582218,
            502.505844
        ],
        [
            0.328498,
            0.250953,
            0.077545,
            0.041081,
            0,
            0.099519
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -133134,
            -139452,
            -55851,
            -582214,
            -936436,
            -213047
        ],
        [
            1.799092,
            2.012044,
            1.475379,
            1.036441,
            0.797747,
            1.467265
        ],
        [
            180,
            90,
            90,
            180,
            90,
            90
        ],
        [
            75,
            31,
            44,
            75,
            31,
            44
        ],
        [
            105,
            59,
            46,
            105,
            59,
            46
        ],
        [
            41.666667,
            34.444444,
            48.888889,
            41.666667,
            34.444444,
            48.888889
        ],
        [
            2.518728,
            3.829373,
            1.542441,
            1.451018,
            1.518293,
            1.533959
        ],
        [
            553305,
            553305,
            71953,
            544862,
            544862,
            256360
        ],
        [
            -44236,
            -44236,
            -27527,
            -296375,
            -296375,
            -90723
        ],
        [
            19,
            18,
            21,
            19,
            18,
            21
        ],
        [
            28,
            27,
            29,
            28,
            27,
            29
        ],
        [
            13,
            13,
            13,
            13,
            13,
            13
        ],
        [
            3531,
            1630,
            1901,
            3531,
            1630,
            1901
        ],
        [
            0,
            0,
            0,
            0,
            0,
            0
        ],
        [
            0,
            0,
            0,
            0,
            0,
            0
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            379016,
            208610,
            -87614,
            -320494,
            -584085,
            -57948
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "FIL_USDT",
    "interval": "12h",
    "packets": 25000,
    "actual_packets": 3611,
    "evaluation_days": 1805.5,
    "actual_first_datapoint_time": 1602763200000,
    "first_datapoint_time": 1605787200000,
    "last_datapoint_time": 1758715200000,
    "evaluation_time": 1758845129512,
    "expiration_time": 1763395056000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "hilo",
        "factors": {
            "length": 0,
            "offset": 0
        }
    },
    "second_band": {
        "type": "hma",
        "factors": {
            "length": 64,
            "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)