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Trade: FIL/USDT/720/KCU/HWMA/2391

Strategy
FIL/USDT/720/KCU/HWMA/2391
Pair
FIL_USDT
Interval
12h
Score
444777
Daily Profit
0.161623
Profit Factor
3.323941
Profitability
45.945946
Streak
0.000000
Best Strategy
Training Data Length
1812.000000
Evaluation Time
2025-10-01 09:06
Expiration Time
2025-11-24 10:38

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 447579.7849 292860.4762 154719.3086 663159.6238 380561.4308 282598.1929
Total P&L (%) 447.5798 292.8605 154.7193 663.1596 380.5614 282.5982
Avg Daily Profit (%) 0.247 0.1616 0.0854 0.1122 0.0867 0.0741
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -63611 -31964 -79272 -660313 -248368 -804960
Profit Factor 2.0374 3.3239 1.5066 1.2141 1.4056 1.1309
Total Trades 73 37 36 73 37 36
Winning Trades 31 17 14 31 17 14
Losing Trades 42 20 22 42 20 22
Profitability (%) 42.4658 45.9459 38.8889 42.4658 45.9459 38.8889
Ratio Avg Win / Avg Loss 2.7604 3.9105 2.3675 1.645 1.6536 1.7772
Largest Winning Trade 175376 175376 76233 501201 292354 501201
Largest Losing Trade -43303 -13646 -43303 -468243 -106697 -468243
Avg Bars in Trades 46 13 79 46 13 79
Avg Bars in Winners 86 21 165 86 21 165
Avg Bars in Losers 16 6 24 16 6 24
Bars Traded 3360 505 2855 3360 505 2855
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 -67312 444777 -80823 -121298 -76699 -173761
Evaluation Data
{
    "trading_pair": "FIL_USDT",
    "interval": "12h",
    "packets": 25000,
    "actual_packets": 3624,
    "evaluation_days": 1812,
    "actual_first_datapoint_time": 1602763200000,
    "first_datapoint_time": 1604793600000,
    "last_datapoint_time": 1759276800000,
    "evaluation_time": 1759298797982,
    "expiration_time": 1763973504000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "kcu",
        "factors": {
            "length": 48,
            "offset": 0,
            "scalar": 2
        }
    },
    "second_band": {
        "type": "hwma",
        "factors": {
            "length": 0,
            "offset": 0,
            "na": 0.2,
            "nb": 0.31556,
            "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": [
        [
            447579.7848634972,
            292860.4762491985,
            154719.308614299,
            663159.6237786692,
            380561.4308470622,
            282598.1929316063
        ],
        [
            447.579785,
            292.860476,
            154.719309,
            663.159624,
            380.561431,
            282.598193
        ],
        [
            0.247009,
            0.161623,
            0.085386,
            0.112221,
            0.08667,
            0.074079
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -63611,
            -31964,
            -79272,
            -660313,
            -248368,
            -804960
        ],
        [
            2.03743,
            3.323941,
            1.506592,
            1.21414,
            1.40559,
            1.13092
        ],
        [
            73,
            37,
            36,
            73,
            37,
            36
        ],
        [
            31,
            17,
            14,
            31,
            17,
            14
        ],
        [
            42,
            20,
            22,
            42,
            20,
            22
        ],
        [
            42.465753,
            45.945946,
            38.888889,
            42.465753,
            45.945946,
            38.888889
        ],
        [
            2.76039,
            3.910519,
            2.367501,
            1.644964,
            1.653635,
            1.777159
        ],
        [
            175376,
            175376,
            76233,
            501201,
            292354,
            501201
        ],
        [
            -43303,
            -13646,
            -43303,
            -468243,
            -106697,
            -468243
        ],
        [
            46,
            13,
            79,
            46,
            13,
            79
        ],
        [
            86,
            21,
            165,
            86,
            21,
            165
        ],
        [
            16,
            6,
            24,
            16,
            6,
            24
        ],
        [
            3360,
            505,
            2855,
            3360,
            505,
            2855
        ],
        [
            0,
            0,
            0,
            0,
            0,
            0
        ],
        [
            0,
            0,
            0,
            0,
            0,
            0
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            -67312,
            444777,
            -80823,
            -121298,
            -76699,
            -173761
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "FIL_USDT",
    "interval": "12h",
    "packets": 25000,
    "actual_packets": 3624,
    "evaluation_days": 1812,
    "actual_first_datapoint_time": 1602763200000,
    "first_datapoint_time": 1604793600000,
    "last_datapoint_time": 1759276800000,
    "evaluation_time": 1759298797982,
    "expiration_time": 1763973504000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "kcu",
        "factors": {
            "length": 48,
            "offset": 0,
            "scalar": 2
        }
    },
    "second_band": {
        "type": "hwma",
        "factors": {
            "length": 0,
            "offset": 0,
            "na": 0.2,
            "nb": 0.31556,
            "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)