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Trade: FIL/USDT/240/FWMA/MIDPOINT/3147

Strategy
FIL/USDT/240/FWMA/MIDPOINT/3147
Pair
FIL_USDT
Interval
4h
Score
428498
Daily Profit
0.407883
Profit Factor
2.580760
Profitability
37.588652
Streak
7.034798
Best Strategy
Training Data Length
1809.670000
Evaluation Time
2025-09-29 07:50
Expiration Time
2025-11-22 12:57

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 738133.6917 541315.0485 196818.6432 767451.9784 -672899.334 1440351.3124
Total P&L (%) 738.1337 541.315 196.8186 767.452 -672.8993 1440.3513
Avg Daily Profit (%) 0.4079 0.2991 0.1088 0.1195 0 0.1512
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -121178 -79761 -82372 -2524645 -1438798 -1547883
Profit Factor 2.5808 3.176 1.9021 1.1289 0.7821 1.5026
Total Trades 141 71 70 141 71 70
Winning Trades 53 23 30 53 23 30
Losing Trades 88 48 40 88 48 40
Profitability (%) 37.5887 32.3944 42.8571 37.5887 32.3944 42.8571
Ratio Avg Win / Avg Loss 4.285 6.6283 2.5361 1.8744 1.6321 2.0035
Largest Winning Trade 600544 600544 70317 1256300 581237 1256300
Largest Losing Trade -28974 -24025 -28974 -571993 -363028 -571993
Avg Bars in Trades 74 56 92 74 56 92
Avg Bars in Winners 122 85 150 122 85 150
Avg Bars in Losers 45 42 49 45 42 49
Bars Traded 10493 4000 6493 10493 4000 6493
Profit Streak 7.0348 7.0348 12.7015 7.0348 7.0348 12.7015
Trades During Streak 4 2 3 4 2 3
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 428498 -77697 -139911 -113559 -670652 -85674
Evaluation Data
{
    "trading_pair": "FIL_USDT",
    "interval": "4h",
    "packets": 25000,
    "actual_packets": 10858,
    "evaluation_days": 1809.67,
    "actual_first_datapoint_time": 1602777600000,
    "first_datapoint_time": 1607788800000,
    "last_datapoint_time": 1759118400000,
    "evaluation_time": 1759121406594,
    "expiration_time": 1763809056000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "fwma",
        "factors": {
            "length": 157,
            "offset": 192
        }
    },
    "second_band": {
        "type": "midpoint",
        "factors": {
            "length": 49,
            "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": [
        [
            738133.6916934293,
            541315.0484826372,
            196818.6432107919,
            767451.9783860506,
            -672899.333980467,
            1440351.312366518
        ],
        [
            738.133692,
            541.315048,
            196.818643,
            767.451978,
            -672.899334,
            1440.351312
        ],
        [
            0.407883,
            0.299124,
            0.108759,
            0.119452,
            0,
            0.151224
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -121178,
            -79761,
            -82372,
            -2524645,
            -1438798,
            -1547883
        ],
        [
            2.58076,
            3.176048,
            1.90206,
            1.128918,
            0.782051,
            1.502631
        ],
        [
            141,
            71,
            70,
            141,
            71,
            70
        ],
        [
            53,
            23,
            30,
            53,
            23,
            30
        ],
        [
            88,
            48,
            40,
            88,
            48,
            40
        ],
        [
            37.588652,
            32.394366,
            42.857143,
            37.588652,
            32.394366,
            42.857143
        ],
        [
            4.285035,
            6.628274,
            2.53608,
            1.874429,
            1.632106,
            2.003509
        ],
        [
            600544,
            600544,
            70317,
            1256300,
            581237,
            1256300
        ],
        [
            -28974,
            -24025,
            -28974,
            -571993,
            -363028,
            -571993
        ],
        [
            74,
            56,
            92,
            74,
            56,
            92
        ],
        [
            122,
            85,
            150,
            122,
            85,
            150
        ],
        [
            45,
            42,
            49,
            45,
            42,
            49
        ],
        [
            10493,
            4000,
            6493,
            10493,
            4000,
            6493
        ],
        [
            7.034798,
            7.034798,
            12.701465,
            7.034798,
            7.034799,
            12.701465
        ],
        [
            4,
            2,
            3,
            4,
            2,
            3
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            428498,
            -77697,
            -139911,
            -113559,
            -670652,
            -85674
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "FIL_USDT",
    "interval": "4h",
    "packets": 25000,
    "actual_packets": 10858,
    "evaluation_days": 1809.67,
    "actual_first_datapoint_time": 1602777600000,
    "first_datapoint_time": 1607788800000,
    "last_datapoint_time": 1759118400000,
    "evaluation_time": 1759121406594,
    "expiration_time": 1763809056000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "fwma",
        "factors": {
            "length": 157,
            "offset": 192
        }
    },
    "second_band": {
        "type": "midpoint",
        "factors": {
            "length": 49,
            "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)