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Trade: EGLD/USDT/120/SINWMA/HWMA/4523

Strategy
EGLD/USDT/120/SINWMA/HWMA/4523
Pair
EGLD_USDT
Interval
2h
Score
420018
Daily Profit
0.275473
Profit Factor
1.257666
Profitability
37.613982
Streak
0.000000
Best Strategy
Training Data Length
1855.500000
Evaluation Time
2025-10-03 03:15
Expiration Time
2025-12-08 21:09

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 511140.9611 397734.4721 113406.4891 945085.8961 414105.2744 530980.6216
Total P&L (%) 511.141 397.7345 113.4065 945.0859 414.1053 530.9806
Avg Daily Profit (%) 0.2755 0.2144 0.0611 0.1266 0.0883 0.0993
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -123480 -113531 -89884 -3257450 -3551667 -2401550
Profit Factor 1.2577 1.4005 1.1145 1.0226 1.0191 1.0264
Total Trades 1316 658 658 1316 658 658
Winning Trades 495 246 249 495 246 249
Losing Trades 821 412 409 821 412 409
Profitability (%) 37.614 37.386 37.8419 37.614 37.386 37.8419
Ratio Avg Win / Avg Loss 2.0859 2.3455 1.8306 1.6961 1.7068 1.6859
Largest Winning Trade 124933 124933 30448 1179057 1179057 689215
Largest Losing Trade -15681 -15681 -14564 -478963 -478963 -288812
Avg Bars in Trades 16 15 17 16 15 17
Avg Bars in Winners 30 27 33 30 27 33
Avg Bars in Losers 8 9 8 8 9 8
Bars Traded 22140 10472 11668 22140 10472 11668
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 420018 281045 -206357 -216171 -275262 -251948
Evaluation Data
{
    "trading_pair": "EGLD_USDT",
    "interval": "2h",
    "packets": 25000,
    "actual_packets": 22266,
    "evaluation_days": 1855.5,
    "actual_first_datapoint_time": 1599098400000,
    "first_datapoint_time": 1599760800000,
    "last_datapoint_time": 1759449600000,
    "evaluation_time": 1759450557605,
    "expiration_time": 1765220947200,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "sinwma",
        "factors": {
            "length": 93,
            "offset": 0
        }
    },
    "second_band": {
        "type": "hwma",
        "factors": {
            "length": 0,
            "offset": 0,
            "na": 0.2,
            "nb": 0.87381,
            "nc": 0.34792
        }
    }
}
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": [
        [
            511140.9611397376,
            397734.472067259,
            113406.4890724773,
            945085.8960692289,
            414105.2744463729,
            530980.6216228533
        ],
        [
            511.140961,
            397.734472,
            113.406489,
            945.085896,
            414.105274,
            530.980622
        ],
        [
            0.275473,
            0.214354,
            0.061119,
            0.126552,
            0.088277,
            0.099327
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -123480,
            -113531,
            -89884,
            -3257450,
            -3551667,
            -2401550
        ],
        [
            1.257666,
            1.400452,
            1.114492,
            1.022591,
            1.019094,
            1.026354
        ],
        [
            1316,
            658,
            658,
            1316,
            658,
            658
        ],
        [
            495,
            246,
            249,
            495,
            246,
            249
        ],
        [
            821,
            412,
            409,
            821,
            412,
            409
        ],
        [
            37.613982,
            37.386018,
            37.841945,
            37.613982,
            37.386018,
            37.841945
        ],
        [
            2.085947,
            2.345472,
            1.830631,
            1.696054,
            1.706776,
            1.685859
        ],
        [
            124933,
            124933,
            30448,
            1179057,
            1179057,
            689215
        ],
        [
            -15681,
            -15681,
            -14564,
            -478963,
            -478963,
            -288812
        ],
        [
            16,
            15,
            17,
            16,
            15,
            17
        ],
        [
            30,
            27,
            33,
            30,
            27,
            33
        ],
        [
            8,
            9,
            8,
            8,
            9,
            8
        ],
        [
            22140,
            10472,
            11668,
            22140,
            10472,
            11668
        ],
        [
            0,
            0,
            0,
            0,
            0,
            0
        ],
        [
            0,
            0,
            0,
            0,
            0,
            0
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            420018,
            281045,
            -206357,
            -216171,
            -275262,
            -251948
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "EGLD_USDT",
    "interval": "2h",
    "packets": 25000,
    "actual_packets": 22266,
    "evaluation_days": 1855.5,
    "actual_first_datapoint_time": 1599098400000,
    "first_datapoint_time": 1599760800000,
    "last_datapoint_time": 1759449600000,
    "evaluation_time": 1759450557605,
    "expiration_time": 1765220947200,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "sinwma",
        "factors": {
            "length": 93,
            "offset": 0
        }
    },
    "second_band": {
        "type": "hwma",
        "factors": {
            "length": 0,
            "offset": 0,
            "na": 0.2,
            "nb": 0.87381,
            "nc": 0.34792
        }
    }
}

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)