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Trade: EGLD/USDT/720/SINWMA/HILO/5602

Strategy
EGLD/USDT/720/SINWMA/HILO/5602
Pair
EGLD_USDT
Interval
12h
Score
546842
Daily Profit
0.663140
Profit Factor
5.233585
Profitability
37.500000
Streak
0.000000
Best Strategy
Training Data Length
1848.000000
Evaluation Time
2025-09-26 07:27
Expiration Time
2025-11-19 00:33

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 1221595.0161 1225482.0098 -3886.9937 109892.7274 352495.1357 -242602.4083
Total P&L (%) 1221.595 1225.482 -3.887 109.8927 352.4951 -242.6024
Avg Daily Profit (%) 0.661 0.6631 -0.0021 0.0401 0.0817 0
Buy And Hold Return (%) 65.0738 65.0738 65.0738 65.0738 65.0738 65.0738
Max Trade Drawdown -109033 -98410 -103962 -710528 -523318 -484442
Profit Factor 2.9764 5.2336 0.9882 1.0428 1.2882 0.8195
Total Trades 95 48 47 95 48 47
Winning Trades 40 18 22 40 18 22
Losing Trades 55 30 25 55 30 25
Profitability (%) 42.1053 37.5 46.8085 42.1053 37.5 46.8085
Ratio Avg Win / Avg Loss 4.0926 8.7226 1.1229 1.4339 2.1471 0.9312
Largest Winning Trade 1213826 1213826 66700 830260 830260 191594
Largest Losing Trade -43100 -31480 -43100 -271951 -204854 -271951
Avg Bars in Trades 37 30 44 37 30 44
Avg Bars in Winners 52 47 56 52 47 56
Avg Bars in Losers 26 20 34 26 20 34
Bars Traded 3580 1477 2103 3580 1477 2103
Profit Streak 0 0 41.6857 0 0 41.6857
Trades During Streak 0 0 2 0 0 2
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 534451 546842 -579284 -324517 -88548 -580950

Evaluation Data

{
    "trading_pair": "EGLD_USDT",
    "interval": "12h",
    "packets": 25000,
    "actual_packets": 3696,
    "evaluation_days": 1848,
    "actual_first_datapoint_time": 1599091200000,
    "first_datapoint_time": 1602201600000,
    "last_datapoint_time": 1758715200000,
    "evaluation_time": 1758860843941,
    "expiration_time": 1763505216000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}

Factors

{
    "first_band": {
        "type": "sinwma",
        "factors": {
            "length": 73,
            "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": [
        [
            1221595.0161019643,
            1225482.0097778253,
            -3886.993675861,
            109892.7273904372,
            352495.1357133759,
            -242602.4083229386
        ],
        [
            1221.595016,
            1225.48201,
            -3.886994,
            109.892727,
            352.495136,
            -242.602408
        ],
        [
            0.661036,
            0.66314,
            -0.002103,
            0.040129,
            0.081722,
            0
        ],
        [
            65.073849,
            65.073849,
            65.073849,
            65.073849,
            65.073849,
            65.073849
        ],
        [
            -109033,
            -98410,
            -103962,
            -710528,
            -523318,
            -484442
        ],
        [
            2.976428,
            5.233585,
            0.988172,
            1.042811,
            1.288234,
            0.819485
        ],
        [
            95,
            48,
            47,
            95,
            48,
            47
        ],
        [
            40,
            18,
            22,
            40,
            18,
            22
        ],
        [
            55,
            30,
            25,
            55,
            30,
            25
        ],
        [
            42.105263,
            37.5,
            46.808511,
            42.105263,
            37.5,
            46.808511
        ],
        [
            4.092588,
            8.722641,
            1.122922,
            1.433866,
            2.147056,
            0.931233
        ],
        [
            1213826,
            1213826,
            66700,
            830260,
            830260,
            191594
        ],
        [
            -43100,
            -31480,
            -43100,
            -271951,
            -204854,
            -271951
        ],
        [
            37,
            30,
            44,
            37,
            30,
            44
        ],
        [
            52,
            47,
            56,
            52,
            47,
            56
        ],
        [
            26,
            20,
            34,
            26,
            20,
            34
        ],
        [
            3580,
            1477,
            2103,
            3580,
            1477,
            2103
        ],
        [
            0,
            0,
            41.685694,
            0,
            0,
            41.685694
        ],
        [
            0,
            0,
            2,
            0,
            0,
            2
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            534451,
            546842,
            -579284,
            -324517,
            -88548,
            -580950
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "EGLD_USDT",
    "interval": "12h",
    "packets": 25000,
    "actual_packets": 3696,
    "evaluation_days": 1848,
    "actual_first_datapoint_time": 1599091200000,
    "first_datapoint_time": 1602201600000,
    "last_datapoint_time": 1758715200000,
    "evaluation_time": 1758860843941,
    "expiration_time": 1763505216000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "sinwma",
        "factors": {
            "length": 73,
            "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)