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Trade: FIL/USDT/720/MIDPOINT/WMA/7249

Strategy
FIL/USDT/720/MIDPOINT/WMA/7249
Pair
FIL_USDT
Interval
12h
Score
551083
Daily Profit
0.160278
Profit Factor
3.176114
Profitability
65.517241
Streak
0.000000
Best Strategy
Training Data Length
1805.500000
Evaluation Time
2025-09-26 17:11
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 448480.5922 159098.2254 289382.3667 2378793.5314 797056.3708 1581737.1605
Total P&L (%) 448.4806 159.0982 289.3824 2378.7935 797.0564 1581.7372
Avg Daily Profit (%) 0.2484 0.0881 0.1603 0.178 0.1216 0.1564
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -61461 -25036 -48470 -1770749 -645720 -1480704
Profit Factor 2.7281 2.2572 3.1761 1.5386 1.4171 1.6312
Total Trades 59 30 29 59 30 29
Winning Trades 35 16 19 35 16 19
Losing Trades 24 14 10 24 14 10
Profitability (%) 59.322 53.3333 65.5172 59.322 53.3333 65.5172
Ratio Avg Win / Avg Loss 1.8707 1.9751 1.6716 1.055 1.24 0.8585
Largest Winning Trade 59909 59909 58498 589838 492727 589838
Largest Losing Trade -40431 -25036 -40431 -1226157 -493606 -1226157
Avg Bars in Trades 50 32 69 50 32 69
Avg Bars in Winners 46 23 65 46 23 65
Avg Bars in Losers 57 42 78 57 42 78
Bars Traded 2997 968 2028 2997 968 2028
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 -165051 -70633 551083 -168900 -29086 357573

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": 1611835200000,
    "last_datapoint_time": 1758715200000,
    "evaluation_time": 1758895875065,
    "expiration_time": 1763395056000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}

Factors

{
    "first_band": {
        "type": "midpoint",
        "factors": {
            "length": 126,
            "offset": 0
        }
    },
    "second_band": {
        "type": "wma",
        "factors": {
            "length": 211,
            "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": [
        [
            448480.5921530626,
            159098.2254299981,
            289382.3667230646,
            2378793.531371944,
            797056.3708473024,
            1581737.1605246426
        ],
        [
            448.480592,
            159.098225,
            289.382367,
            2378.793531,
            797.056371,
            1581.737161
        ],
        [
            0.248397,
            0.088119,
            0.160278,
            0.177968,
            0.121589,
            0.156445
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -61461,
            -25036,
            -48470,
            -1770749,
            -645720,
            -1480704
        ],
        [
            2.728061,
            2.257226,
            3.176114,
            1.538563,
            1.417099,
            1.631185
        ],
        [
            59,
            30,
            29,
            59,
            30,
            29
        ],
        [
            35,
            16,
            19,
            35,
            16,
            19
        ],
        [
            24,
            14,
            10,
            24,
            14,
            10
        ],
        [
            59.322034,
            53.333333,
            65.517241,
            59.322034,
            53.333333,
            65.517241
        ],
        [
            1.87067,
            1.975073,
            1.671639,
            1.055014,
            1.239962,
            0.858518
        ],
        [
            59909,
            59909,
            58498,
            589838,
            492727,
            589838
        ],
        [
            -40431,
            -25036,
            -40431,
            -1226157,
            -493606,
            -1226157
        ],
        [
            50,
            32,
            69,
            50,
            32,
            69
        ],
        [
            46,
            23,
            65,
            46,
            23,
            65
        ],
        [
            57,
            42,
            78,
            57,
            42,
            78
        ],
        [
            2997,
            968,
            2028,
            2997,
            968,
            2028
        ],
        [
            0,
            0,
            0,
            0,
            0,
            0
        ],
        [
            0,
            0,
            0,
            0,
            0,
            0
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            -165051,
            -70633,
            551083,
            -168900,
            -29086,
            357573
        ]
    ]
}
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": 1611835200000,
    "last_datapoint_time": 1758715200000,
    "evaluation_time": 1758895875065,
    "expiration_time": 1763395056000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "midpoint",
        "factors": {
            "length": 126,
            "offset": 0
        }
    },
    "second_band": {
        "type": "wma",
        "factors": {
            "length": 211,
            "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)