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Trade: FIL/USDT/120/PWMA/SWMA/2663

Strategy
FIL/USDT/120/PWMA/SWMA/2663
Pair
FIL_USDT
Interval
2h
Score
431752
Daily Profit
0.256979
Profit Factor
1.507064
Profitability
48.309179
Streak
31.627759
Best Strategy
Training Data Length
1819.420000
Evaluation Time
2025-10-09 16:03
Expiration Time
2025-12-14 01:58

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 467552.3276 318314.5643 149237.7633 63821.1474 -89570.1212 153391.2686
Total P&L (%) 467.5523 318.3146 149.2378 63.8211 -89.5701 153.3913
Avg Daily Profit (%) 0.257 0.175 0.082 0.0271 -0.1242 0.0511
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -137304 -131494 -96071 -650034 -534916 -515658
Profit Factor 1.5071 1.6706 1.3335 1.0257 0.9288 1.1255
Total Trades 207 103 104 207 103 104
Winning Trades 100 41 59 100 41 59
Losing Trades 107 62 45 107 62 45
Profitability (%) 48.3092 39.8058 56.7308 48.3092 39.8058 56.7308
Ratio Avg Win / Avg Loss 1.6126 2.5263 1.0171 1.0975 1.4046 0.8585
Largest Winning Trade 301007 301007 57638 311820 311820 232892
Largest Losing Trade -63797 -26168 -63797 -267632 -105065 -267632
Avg Bars in Trades 104 95 112 104 95 112
Avg Bars in Winners 138 131 142 138 131 142
Avg Bars in Losers 71 71 72 71 71 72
Bars Traded 21538 9826 11712 21538 9826 11712
Profit Streak 31.6278 34.4611 31.6278 31.6278 34.4611 31.6278
Trades During Streak 2 1 1 2 1 1
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 431752 247296 -82015 -347838 -582813 -207617
Evaluation Data
{
    "trading_pair": "FIL_USDT",
    "interval": "2h",
    "packets": 25000,
    "actual_packets": 21833,
    "evaluation_days": 1819.42,
    "actual_first_datapoint_time": 1602777600000,
    "first_datapoint_time": 1604397600000,
    "last_datapoint_time": 1760011200000,
    "evaluation_time": 1760015038419,
    "expiration_time": 1765670313600,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "pwma",
        "factors": {
            "length": 226,
            "offset": 0
        }
    },
    "second_band": {
        "type": "swma",
        "factors": {
            "length": 71,
            "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": [
        [
            467552.3275773705,
            318314.5643183962,
            149237.7632589742,
            63821.1473695421,
            -89570.1212141135,
            153391.2685836554
        ],
        [
            467.552328,
            318.314564,
            149.237763,
            63.821147,
            -89.570121,
            153.391269
        ],
        [
            0.256979,
            0.174954,
            0.082025,
            0.027133,
            -0.124165,
            0.051115
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -137304,
            -131494,
            -96071,
            -650034,
            -534916,
            -515658
        ],
        [
            1.507064,
            1.670627,
            1.333547,
            1.025732,
            0.928821,
            1.12554
        ],
        [
            207,
            103,
            104,
            207,
            103,
            104
        ],
        [
            100,
            41,
            59,
            100,
            41,
            59
        ],
        [
            107,
            62,
            45,
            107,
            62,
            45
        ],
        [
            48.309179,
            39.805825,
            56.730769,
            48.309179,
            39.805825,
            56.730769
        ],
        [
            1.612558,
            2.526314,
            1.017112,
            1.097533,
            1.404558,
            0.858463
        ],
        [
            301007,
            301007,
            57638,
            311820,
            311820,
            232892
        ],
        [
            -63797,
            -26168,
            -63797,
            -267632,
            -105065,
            -267632
        ],
        [
            104,
            95,
            112,
            104,
            95,
            112
        ],
        [
            138,
            131,
            142,
            138,
            131,
            142
        ],
        [
            71,
            71,
            72,
            71,
            71,
            72
        ],
        [
            21538,
            9826,
            11712,
            21538,
            9826,
            11712
        ],
        [
            31.627759,
            34.461093,
            31.627759,
            31.627759,
            34.461093,
            31.627759
        ],
        [
            2,
            1,
            1,
            2,
            1,
            1
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            431752,
            247296,
            -82015,
            -347838,
            -582813,
            -207617
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "FIL_USDT",
    "interval": "2h",
    "packets": 25000,
    "actual_packets": 21833,
    "evaluation_days": 1819.42,
    "actual_first_datapoint_time": 1602777600000,
    "first_datapoint_time": 1604397600000,
    "last_datapoint_time": 1760011200000,
    "evaluation_time": 1760015038419,
    "expiration_time": 1765670313600,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "pwma",
        "factors": {
            "length": 226,
            "offset": 0
        }
    },
    "second_band": {
        "type": "swma",
        "factors": {
            "length": 71,
            "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)