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Trade: FIL/USDT/120/WMA/EMA/1689

Strategy
FIL/USDT/120/WMA/EMA/1689
Pair
FIL_USDT
Interval
2h
Score
503810
Daily Profit
0.404924
Profit Factor
1.765951
Profitability
45.878136
Streak
30.882669
Best Strategy
Training Data Length
1810.920000
Evaluation Time
2025-10-01 04:11
Expiration Time
2025-12-05 06:37

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 733285.3342 381852.3491 351432.9851 10159497.1166 2834200.1852 7325296.9314
Total P&L (%) 733.2853 381.8523 351.433 10159.4971 2834.2002 7325.2969
Avg Daily Profit (%) 0.4049 0.2109 0.1941 0.256 0.1868 0.2381
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -98216 -94582 -71895 -17734908 -15821707 -10721600
Profit Factor 1.766 1.7734 1.758 1.1148 1.0637 1.1664
Total Trades 279 139 140 279 139 140
Winning Trades 128 59 69 128 59 69
Losing Trades 151 80 71 151 80 71
Profitability (%) 45.8781 42.446 49.2857 45.8781 42.446 49.2857
Ratio Avg Win / Avg Loss 2.0833 2.4046 1.809 1.3151 1.4423 1.2002
Largest Winning Trade 93922 93922 53303 5374697 5374697 3464146
Largest Losing Trade -38053 -17147 -38053 -3636104 -3636104 -2803373
Avg Bars in Trades 77 80 74 77 80 74
Avg Bars in Winners 106 110 103 106 110 103
Avg Bars in Losers 51 57 45 51 57 45
Bars Traded 21508 11133 10375 21508 11133 10375
Profit Streak 30.8827 36.3827 30.8827 30.8827 36.3827 30.8827
Trades During Streak 2 1 1 2 1 1
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 503810 305890 395380 -84919 -145127 -29064
Evaluation Data
{
    "trading_pair": "FIL_USDT",
    "interval": "2h",
    "packets": 25000,
    "actual_packets": 21731,
    "evaluation_days": 1810.92,
    "actual_first_datapoint_time": 1602777600000,
    "first_datapoint_time": 1603598400000,
    "last_datapoint_time": 1759276800000,
    "evaluation_time": 1759281062642,
    "expiration_time": 1764909475200,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "wma",
        "factors": {
            "length": 115,
            "offset": 0
        }
    },
    "second_band": {
        "type": "ema",
        "factors": {
            "length": 75,
            "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": [
        [
            733285.3342237481,
            381852.3491356522,
            351432.9850880956,
            10159497.116602853,
            2834200.1852017287,
            7325296.931401117
        ],
        [
            733.285334,
            381.852349,
            351.432985,
            10159.497117,
            2834.200185,
            7325.296931
        ],
        [
            0.404924,
            0.210861,
            0.194063,
            0.256042,
            0.186766,
            0.238144
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -98216,
            -94582,
            -71895,
            -17734908,
            -15821707,
            -10721600
        ],
        [
            1.765951,
            1.773404,
            1.758013,
            1.114758,
            1.063686,
            1.166382
        ],
        [
            279,
            139,
            140,
            279,
            139,
            140
        ],
        [
            128,
            59,
            69,
            128,
            59,
            69
        ],
        [
            151,
            80,
            71,
            151,
            80,
            71
        ],
        [
            45.878136,
            42.446043,
            49.285714,
            45.878136,
            42.446043,
            49.285714
        ],
        [
            2.08327,
            2.404616,
            1.80897,
            1.315066,
            1.442286,
            1.20019
        ],
        [
            93922,
            93922,
            53303,
            5374697,
            5374697,
            3464146
        ],
        [
            -38053,
            -17147,
            -38053,
            -3636104,
            -3636104,
            -2803373
        ],
        [
            77,
            80,
            74,
            77,
            80,
            74
        ],
        [
            106,
            110,
            103,
            106,
            110,
            103
        ],
        [
            51,
            57,
            45,
            51,
            57,
            45
        ],
        [
            21508,
            11133,
            10375,
            21508,
            11133,
            10375
        ],
        [
            30.882669,
            36.382669,
            30.882669,
            30.882669,
            36.382669,
            30.882669
        ],
        [
            2,
            1,
            1,
            2,
            1,
            1
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            503810,
            305890,
            395380,
            -84919,
            -145127,
            -29064
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "FIL_USDT",
    "interval": "2h",
    "packets": 25000,
    "actual_packets": 21731,
    "evaluation_days": 1810.92,
    "actual_first_datapoint_time": 1602777600000,
    "first_datapoint_time": 1603598400000,
    "last_datapoint_time": 1759276800000,
    "evaluation_time": 1759281062642,
    "expiration_time": 1764909475200,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "wma",
        "factors": {
            "length": 115,
            "offset": 0
        }
    },
    "second_band": {
        "type": "ema",
        "factors": {
            "length": 75,
            "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)