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Trade: FIL/USDT/120/T3/HMA/6891

Strategy
FIL/USDT/120/T3/HMA/6891
Pair
FIL_USDT
Interval
2h
Score
306797
Daily Profit
0.482176
Profit Factor
1.984034
Profitability
30.659026
Streak
0.000000
Best Strategy
Training Data Length
1811.170000
Evaluation Time
2025-10-01 10:49
Expiration Time
2025-12-05 12:50

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 873302.2459 519518.6323 353783.6136 11647931.919 3726778.6767 7921153.2423
Total P&L (%) 873.3022 519.5186 353.7836 11647.9319 3726.7787 7921.1532
Avg Daily Profit (%) 0.4822 0.2868 0.1953 0.2635 0.2014 0.2424
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -70354 -70917 -57639 -6637348 -6448883 -6679686
Profit Factor 1.984 2.0879 1.863 1.1883 1.1186 1.2604
Total Trades 349 175 174 349 175 174
Winning Trades 107 47 60 107 47 60
Losing Trades 242 128 114 242 128 114
Profitability (%) 30.659 26.8571 34.4828 30.659 26.8571 34.4828
Ratio Avg Win / Avg Loss 4.4873 5.6863 3.5397 2.6876 3.0463 2.3948
Largest Winning Trade 338844 338844 53830 4879695 4879695 3385688
Largest Losing Trade -17727 -14372 -17727 -1698526 -1003185 -1698526
Avg Bars in Trades 61 61 61 61 61 61
Avg Bars in Winners 133 141 127 133 141 127
Avg Bars in Losers 29 32 26 29 32 26
Bars Traded 21470 10839 10631 21470 10839 10631
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 306797 -8518 195782 -9374 -102213 132277
Evaluation Data
{
    "trading_pair": "FIL_USDT",
    "interval": "2h",
    "packets": 25000,
    "actual_packets": 21734,
    "evaluation_days": 1811.17,
    "actual_first_datapoint_time": 1602777600000,
    "first_datapoint_time": 1603483200000,
    "last_datapoint_time": 1759298400000,
    "evaluation_time": 1759304989137,
    "expiration_time": 1764931852800,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "t3",
        "factors": {
            "length": 99,
            "offset": 0,
            "a": 0.77148
        }
    },
    "second_band": {
        "type": "hma",
        "factors": {
            "length": 20,
            "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": [
        [
            873302.2459265033,
            519518.6322985544,
            353783.6136279502,
            11647931.919028182,
            3726778.676694482,
            7921153.242333702
        ],
        [
            873.302246,
            519.518632,
            353.783614,
            11647.931919,
            3726.778677,
            7921.153242
        ],
        [
            0.482176,
            0.286841,
            0.195334,
            0.263506,
            0.201432,
            0.242384
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -70354,
            -70917,
            -57639,
            -6637348,
            -6448883,
            -6679686
        ],
        [
            1.984034,
            2.087935,
            1.863004,
            1.188325,
            1.118565,
            1.260411
        ],
        [
            349,
            175,
            174,
            349,
            175,
            174
        ],
        [
            107,
            47,
            60,
            107,
            47,
            60
        ],
        [
            242,
            128,
            114,
            242,
            128,
            114
        ],
        [
            30.659026,
            26.857143,
            34.482759,
            30.659026,
            26.857143,
            34.482759
        ],
        [
            4.487254,
            5.68629,
            3.539707,
            2.687613,
            3.046305,
            2.39478
        ],
        [
            338844,
            338844,
            53830,
            4879695,
            4879695,
            3385688
        ],
        [
            -17727,
            -14372,
            -17727,
            -1698526,
            -1003185,
            -1698526
        ],
        [
            61,
            61,
            61,
            61,
            61,
            61
        ],
        [
            133,
            141,
            127,
            133,
            141,
            127
        ],
        [
            29,
            32,
            26,
            29,
            32,
            26
        ],
        [
            21470,
            10839,
            10631,
            21470,
            10839,
            10631
        ],
        [
            0,
            0,
            0,
            0,
            0,
            0
        ],
        [
            0,
            0,
            0,
            0,
            0,
            0
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            306797,
            -8518,
            195782,
            -9374,
            -102213,
            132277
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "FIL_USDT",
    "interval": "2h",
    "packets": 25000,
    "actual_packets": 21734,
    "evaluation_days": 1811.17,
    "actual_first_datapoint_time": 1602777600000,
    "first_datapoint_time": 1603483200000,
    "last_datapoint_time": 1759298400000,
    "evaluation_time": 1759304989137,
    "expiration_time": 1764931852800,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "t3",
        "factors": {
            "length": 99,
            "offset": 0,
            "a": 0.77148
        }
    },
    "second_band": {
        "type": "hma",
        "factors": {
            "length": 20,
            "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)