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Trade: FIL/USDT/120/PWMA/HMA/6749

Strategy
FIL/USDT/120/PWMA/HMA/6749
Pair
FIL_USDT
Interval
2h
Score
345366
Daily Profit
0.334095
Profit Factor
1.780766
Profitability
40.119760
Streak
0.000000
Best Strategy
Training Data Length
1822.170000
Evaluation Time
2025-10-12 09:44
Expiration Time
2025-12-16 22:21

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 608777.8038 390460.0807 218317.7231 363596.7754 -419338.7495 782935.5249
Total P&L (%) 608.7778 390.4601 218.3177 363.5968 -419.3387 782.9355
Avg Daily Profit (%) 0.3341 0.2143 0.1198 0.0842 0 0.1196
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -119613 -119986 -86429 -1318836 -1055888 -1031697
Profit Factor 1.7808 1.9194 1.6149 1.0794 0.8331 1.3791
Total Trades 167 84 83 167 84 83
Winning Trades 67 28 39 67 28 39
Losing Trades 100 56 44 100 56 44
Profitability (%) 40.1198 33.3333 46.988 40.1198 33.3333 46.988
Ratio Avg Win / Avg Loss 2.6579 3.8388 1.822 1.6111 1.6662 1.5559
Largest Winning Trade 359812 359812 58081 488364 417568 488364
Largest Losing Trade -60448 -31730 -60448 -512643 -244407 -512643
Avg Bars in Trades 129 116 141 129 116 141
Avg Bars in Winners 199 184 210 199 184 210
Avg Bars in Losers 82 83 80 82 83 80
Bars Traded 21553 9805 11748 21553 9805 11748
Profit Streak 0 0 118.6977 0 0 118.6977
Trades During Streak 0 0 4 0 0 4
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 345366 164772 -30115 -215544 -584811 -31355
Evaluation Data
{
    "trading_pair": "FIL_USDT",
    "interval": "2h",
    "packets": 25000,
    "actual_packets": 21866,
    "evaluation_days": 1822.17,
    "actual_first_datapoint_time": 1602777600000,
    "first_datapoint_time": 1604527200000,
    "last_datapoint_time": 1760248800000,
    "evaluation_time": 1760251481068,
    "expiration_time": 1765916467200,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "pwma",
        "factors": {
            "length": 244,
            "offset": 0
        }
    },
    "second_band": {
        "type": "hma",
        "factors": {
            "length": 183,
            "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": [
        [
            608777.8038007426,
            390460.0807456074,
            218317.7230551359,
            363596.7754464097,
            -419338.7494891581,
            782935.5249355679
        ],
        [
            608.777804,
            390.460081,
            218.317723,
            363.596775,
            -419.338749,
            782.935525
        ],
        [
            0.334095,
            0.214283,
            0.119812,
            0.084212,
            0,
            0.119604
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -119613,
            -119986,
            -86429,
            -1318836,
            -1055888,
            -1031697
        ],
        [
            1.780766,
            1.919396,
            1.614934,
            1.079421,
            0.833119,
            1.379092
        ],
        [
            167,
            84,
            83,
            167,
            84,
            83
        ],
        [
            67,
            28,
            39,
            67,
            28,
            39
        ],
        [
            100,
            56,
            44,
            100,
            56,
            44
        ],
        [
            40.11976,
            33.333333,
            46.987952,
            40.11976,
            33.333333,
            46.987952
        ],
        [
            2.65786,
            3.838792,
            1.821977,
            1.611076,
            1.666238,
            1.555898
        ],
        [
            359812,
            359812,
            58081,
            488364,
            417568,
            488364
        ],
        [
            -60448,
            -31730,
            -60448,
            -512643,
            -244407,
            -512643
        ],
        [
            129,
            116,
            141,
            129,
            116,
            141
        ],
        [
            199,
            184,
            210,
            199,
            184,
            210
        ],
        [
            82,
            83,
            80,
            82,
            83,
            80
        ],
        [
            21553,
            9805,
            11748,
            21553,
            9805,
            11748
        ],
        [
            0,
            0,
            118.697697,
            0,
            0,
            118.697698
        ],
        [
            0,
            0,
            4,
            0,
            0,
            4
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            345366,
            164772,
            -30115,
            -215544,
            -584811,
            -31355
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "FIL_USDT",
    "interval": "2h",
    "packets": 25000,
    "actual_packets": 21866,
    "evaluation_days": 1822.17,
    "actual_first_datapoint_time": 1602777600000,
    "first_datapoint_time": 1604527200000,
    "last_datapoint_time": 1760248800000,
    "evaluation_time": 1760251481068,
    "expiration_time": 1765916467200,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "pwma",
        "factors": {
            "length": 244,
            "offset": 0
        }
    },
    "second_band": {
        "type": "hma",
        "factors": {
            "length": 183,
            "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)