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Trade: FIL/USDT/720/PWMA/HILO/2632

Strategy
FIL/USDT/720/PWMA/HILO/2632
Pair
FIL_USDT
Interval
12h
Score
324620
Daily Profit
0.238508
Profit Factor
1.414990
Profitability
44.390244
Streak
0.000000
Best Strategy
Training Data Length
1810.500000
Evaluation Time
2025-09-30 01:23
Expiration Time
2025-11-22 21:33

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 431818.2894 320330.4531 111487.8363 -68154.9484 190936.1326 -259091.081
Total P&L (%) 431.8183 320.3305 111.4878 -68.1549 190.9361 -259.0911
Avg Daily Profit (%) 0.2385 0.1769 0.0616 -0.0632 0.059 0
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -127455 -114035 -106211 -1529421 -731618 -1381488
Profit Factor 1.415 1.6363 1.2076 0.9841 1.1194 0.904
Total Trades 205 103 102 205 103 102
Winning Trades 91 41 50 91 41 50
Losing Trades 114 62 52 114 62 52
Profitability (%) 44.3902 39.8058 49.0196 44.3902 39.8058 49.0196
Ratio Avg Win / Avg Loss 1.7726 2.4744 1.2559 1.2329 1.6927 0.9401
Largest Winning Trade 328822 328822 55231 520366 520366 491263
Largest Losing Trade -81204 -29049 -81204 -961356 -192240 -961356
Avg Bars in Trades 17 13 20 17 13 20
Avg Bars in Winners 22 16 27 22 16 27
Avg Bars in Losers 13 12 14 13 12 14
Bars Traded 3550 1422 2128 3550 1422 2128
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 324620 236010 -111569 -579941 -206188 -581163
Evaluation Data
{
    "trading_pair": "FIL_USDT",
    "interval": "12h",
    "packets": 25000,
    "actual_packets": 3621,
    "evaluation_days": 1810.5,
    "actual_first_datapoint_time": 1602763200000,
    "first_datapoint_time": 1604620800000,
    "last_datapoint_time": 1759147200000,
    "evaluation_time": 1759184588666,
    "expiration_time": 1763840016000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "pwma",
        "factors": {
            "length": 44,
            "offset": 0
        }
    },
    "second_band": {
        "type": "hilo",
        "factors": {
            "length": 0,
            "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": [
        [
            431818.2894372846,
            320330.4531060741,
            111487.8363312111,
            -68154.9484286182,
            190936.1325749824,
            -259091.0810036006
        ],
        [
            431.818289,
            320.330453,
            111.487836,
            -68.154948,
            190.936133,
            -259.091081
        ],
        [
            0.238508,
            0.176929,
            0.061578,
            -0.063183,
            0.059003,
            0
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -127455,
            -114035,
            -106211,
            -1529421,
            -731618,
            -1381488
        ],
        [
            1.41499,
            1.636285,
            1.207569,
            0.984139,
            1.119391,
            0.903964
        ],
        [
            205,
            103,
            102,
            205,
            103,
            102
        ],
        [
            91,
            41,
            50,
            91,
            41,
            50
        ],
        [
            114,
            62,
            52,
            114,
            62,
            52
        ],
        [
            44.390244,
            39.805825,
            49.019608,
            44.390244,
            39.805825,
            49.019608
        ],
        [
            1.772625,
            2.474382,
            1.255872,
            1.232878,
            1.692738,
            0.940123
        ],
        [
            328822,
            328822,
            55231,
            520366,
            520366,
            491263
        ],
        [
            -81204,
            -29049,
            -81204,
            -961356,
            -192240,
            -961356
        ],
        [
            17,
            13,
            20,
            17,
            13,
            20
        ],
        [
            22,
            16,
            27,
            22,
            16,
            27
        ],
        [
            13,
            12,
            14,
            13,
            12,
            14
        ],
        [
            3550,
            1422,
            2128,
            3550,
            1422,
            2128
        ],
        [
            0,
            0,
            0,
            0,
            0,
            0
        ],
        [
            0,
            0,
            0,
            0,
            0,
            0
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            324620,
            236010,
            -111569,
            -579941,
            -206188,
            -581163
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "FIL_USDT",
    "interval": "12h",
    "packets": 25000,
    "actual_packets": 3621,
    "evaluation_days": 1810.5,
    "actual_first_datapoint_time": 1602763200000,
    "first_datapoint_time": 1604620800000,
    "last_datapoint_time": 1759147200000,
    "evaluation_time": 1759184588666,
    "expiration_time": 1763840016000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "pwma",
        "factors": {
            "length": 44,
            "offset": 0
        }
    },
    "second_band": {
        "type": "hilo",
        "factors": {
            "length": 0,
            "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)