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Trade: EGLD/USDT/720/SINWMA/HL2/6628

Strategy
EGLD/USDT/720/SINWMA/HL2/6628
Pair
EGLD_USDT
Interval
12h
Score
556585
Daily Profit
0.987078
Profit Factor
4.943143
Profitability
30.327869
Streak
39.794298
Best Strategy
Training Data Length
1857.000000
Evaluation Time
2025-10-03 22:03
Expiration Time
2025-11-28 07:02

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 1833004.5439 1678180.1799 154824.3639 4672187.3563 -467051.3322 5139238.6885
Total P&L (%) 1833.0045 1678.1802 154.8244 4672.1874 -467.0513 5139.2387
Avg Daily Profit (%) 0.9871 0.9037 0.0834 0.2084 0 0.2134
Buy And Hold Return (%) 90.5583 90.5583 90.5583 90.5583 90.5583 90.5583
Max Trade Drawdown -66529 -71191 -48565 -3622566 -3505837 -2151068
Profit Factor 4.9431 7.1848 1.8 1.3178 0.947 1.8732
Total Trades 122 61 61 122 61 61
Winning Trades 37 14 23 37 14 23
Losing Trades 85 47 38 85 47 38
Profitability (%) 30.3279 22.9508 37.7049 30.3279 22.9508 37.7049
Ratio Avg Win / Avg Loss 11.3559 24.1205 2.974 3.0275 3.1792 3.0948
Largest Winning Trade 1537225 1537225 63799 2497207 2497207 1796281
Largest Losing Trade -15583 -15583 -12826 -1169549 -1169549 -1029646
Avg Bars in Trades 29 24 34 29 24 34
Avg Bars in Winners 76 79 73 76 79 73
Avg Bars in Losers 9 8 10 9 8 10
Bars Traded 3610 1510 2100 3610 1510 2100
Profit Streak 39.7943 39.7943 41.7943 39.7943 39.7943 41.7943
Trades During Streak 3 1 2 3 1 2
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 556585 -178194 -252804 136527 -777979 -154044
Evaluation Data
{
    "trading_pair": "EGLD_USDT",
    "interval": "12h",
    "packets": 25000,
    "actual_packets": 3714,
    "evaluation_days": 1857,
    "actual_first_datapoint_time": 1599091200000,
    "first_datapoint_time": 1602892800000,
    "last_datapoint_time": 1759492800000,
    "evaluation_time": 1759518227370,
    "expiration_time": 1764306144000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "sinwma",
        "factors": {
            "length": 89,
            "offset": 0
        }
    },
    "second_band": {
        "type": "hl2",
        "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": [
        [
            1833004.543871955,
            1678180.1799336562,
            154824.3639382998,
            4672187.356296923,
            -467051.3321740681,
            5139238.688470993
        ],
        [
            1833.004544,
            1678.18018,
            154.824364,
            4672.187356,
            -467.051332,
            5139.238688
        ],
        [
            0.987078,
            0.903705,
            0.083373,
            0.208369,
            0,
            0.213408
        ],
        [
            90.558281,
            90.558281,
            90.558281,
            90.558281,
            90.558281,
            90.558281
        ],
        [
            -66529,
            -71191,
            -48565,
            -3622566,
            -3505837,
            -2151068
        ],
        [
            4.943143,
            7.184834,
            1.80004,
            1.317848,
            0.947009,
            1.873167
        ],
        [
            122,
            61,
            61,
            122,
            61,
            61
        ],
        [
            37,
            14,
            23,
            37,
            14,
            23
        ],
        [
            85,
            47,
            38,
            85,
            47,
            38
        ],
        [
            30.327869,
            22.95082,
            37.704918,
            30.327869,
            22.95082,
            37.704918
        ],
        [
            11.35587,
            24.120514,
            2.973979,
            3.027488,
            3.179243,
            3.094798
        ],
        [
            1537225,
            1537225,
            63799,
            2497207,
            2497207,
            1796281
        ],
        [
            -15583,
            -15583,
            -12826,
            -1169549,
            -1169549,
            -1029646
        ],
        [
            29,
            24,
            34,
            29,
            24,
            34
        ],
        [
            76,
            79,
            73,
            76,
            79,
            73
        ],
        [
            9,
            8,
            10,
            9,
            8,
            10
        ],
        [
            3610,
            1510,
            2100,
            3610,
            1510,
            2100
        ],
        [
            39.794298,
            39.794298,
            41.794298,
            39.794298,
            39.794298,
            41.794298
        ],
        [
            3,
            1,
            2,
            3,
            1,
            2
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            556585,
            -178194,
            -252804,
            136527,
            -777979,
            -154044
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "EGLD_USDT",
    "interval": "12h",
    "packets": 25000,
    "actual_packets": 3714,
    "evaluation_days": 1857,
    "actual_first_datapoint_time": 1599091200000,
    "first_datapoint_time": 1602892800000,
    "last_datapoint_time": 1759492800000,
    "evaluation_time": 1759518227370,
    "expiration_time": 1764306144000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "sinwma",
        "factors": {
            "length": 89,
            "offset": 0
        }
    },
    "second_band": {
        "type": "hl2",
        "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)