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Trade: FIL/USDT/240/BBM/WMA/2051

Strategy
FIL/USDT/240/BBM/WMA/2051
Pair
FIL_USDT
Interval
4h
Score
407187
Daily Profit
0.383639
Profit Factor
2.081630
Profitability
40.740741
Streak
37.839680
Best Strategy
Training Data Length
1805.000000
Evaluation Time
2025-09-26 03:09
Expiration Time
2025-11-17 17:36

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 692469.068 449185.1122 243283.9559 1805069.9113 314742.9298 1490326.9815
Total P&L (%) 692.4691 449.1851 243.284 1805.0699 314.7429 1490.327
Avg Daily Profit (%) 0.3836 0.2489 0.1348 0.1634 0.0788 0.1534
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -72268 -69904 -52644 -751546 -816777 -701213
Profit Factor 2.0816 2.2386 1.8765 1.2775 1.0883 1.507
Total Trades 135 68 67 135 68 67
Winning Trades 55 21 34 55 21 34
Losing Trades 80 47 33 80 47 33
Profitability (%) 40.7407 30.8824 50.7463 40.7407 30.8824 50.7463
Ratio Avg Win / Avg Loss 3.0278 5.0103 1.8213 1.8582 2.4357 1.4627
Largest Winning Trade 352343 352343 73212 790809 790809 494297
Largest Losing Trade -31086 -31086 -30736 -389692 -258132 -389692
Avg Bars in Trades 79 69 89 79 69 89
Avg Bars in Winners 127 124 130 127 124 130
Avg Bars in Losers 46 44 48 46 44 48
Bars Traded 10723 4707 6016 10723 4707 6016
Profit Streak 37.8397 37.8397 139.0063 37.8397 37.8397 139.0063
Trades During Streak 2 1 4 2 1 4
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 407187 -104048 -124734 235013 -326345 -106212

Evaluation Data

{
    "trading_pair": "FIL_USDT",
    "interval": "4h",
    "packets": 25000,
    "actual_packets": 10830,
    "evaluation_days": 1805,
    "actual_first_datapoint_time": 1602777600000,
    "first_datapoint_time": 1603944000000,
    "last_datapoint_time": 1758715200000,
    "evaluation_time": 1758845348406,
    "expiration_time": 1763393760000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}

Factors

{
    "first_band": {
        "type": "bbm",
        "factors": {
            "length": 82,
            "offset": 0,
            "std": 1.8388
        }
    },
    "second_band": {
        "type": "wma",
        "factors": {
            "length": 47,
            "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": [
        [
            692469.0680267862,
            449185.1121647569,
            243283.955862029,
            1805069.9112688557,
            314742.9297628678,
            1490326.9815059884
        ],
        [
            692.469068,
            449.185112,
            243.283956,
            1805.069911,
            314.74293,
            1490.326982
        ],
        [
            0.383639,
            0.248856,
            0.134783,
            0.163408,
            0.078839,
            0.153388
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -72268,
            -69904,
            -52644,
            -751546,
            -816777,
            -701213
        ],
        [
            2.08163,
            2.238635,
            1.876498,
            1.277502,
            1.088278,
            1.507026
        ],
        [
            135,
            68,
            67,
            135,
            68,
            67
        ],
        [
            55,
            21,
            34,
            55,
            21,
            34
        ],
        [
            80,
            47,
            33,
            80,
            47,
            33
        ],
        [
            40.740741,
            30.882353,
            50.746269,
            40.740741,
            30.882353,
            50.746269
        ],
        [
            3.027826,
            5.010279,
            1.821307,
            1.858184,
            2.435669,
            1.462702
        ],
        [
            352343,
            352343,
            73212,
            790809,
            790809,
            494297
        ],
        [
            -31086,
            -31086,
            -30736,
            -389692,
            -258132,
            -389692
        ],
        [
            79,
            69,
            89,
            79,
            69,
            89
        ],
        [
            127,
            124,
            130,
            127,
            124,
            130
        ],
        [
            46,
            44,
            48,
            46,
            44,
            48
        ],
        [
            10723,
            4707,
            6016,
            10723,
            4707,
            6016
        ],
        [
            37.83968,
            37.839681,
            139.006347,
            37.839681,
            37.839681,
            139.006347
        ],
        [
            2,
            1,
            4,
            2,
            1,
            4
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            407187,
            -104048,
            -124734,
            235013,
            -326345,
            -106212
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "FIL_USDT",
    "interval": "4h",
    "packets": 25000,
    "actual_packets": 10830,
    "evaluation_days": 1805,
    "actual_first_datapoint_time": 1602777600000,
    "first_datapoint_time": 1603944000000,
    "last_datapoint_time": 1758715200000,
    "evaluation_time": 1758845348406,
    "expiration_time": 1763393760000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "bbm",
        "factors": {
            "length": 82,
            "offset": 0,
            "std": 1.8388
        }
    },
    "second_band": {
        "type": "wma",
        "factors": {
            "length": 47,
            "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)