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Trade: FIL/USDT/240/HMA/HMA/5539

Strategy
FIL/USDT/240/HMA/HMA/5539
Pair
FIL_USDT
Interval
4h
Score
338341
Daily Profit
0.219615
Profit Factor
1.294585
Profitability
42.741935
Streak
21.757012
Best Strategy
Training Data Length
1823.330000
Evaluation Time
2025-10-13 01:10
Expiration Time
2025-12-06 14:48

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 400431.4652 220409.9657 180021.4995 239168.4448 54799.559 184368.8858
Total P&L (%) 400.4315 220.41 180.0215 239.1684 54.7996 184.3689
Avg Daily Profit (%) 0.2196 0.1209 0.0987 0.067 0.024 0.0573
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -162678 -108501 -94383 -1794681 -1167616 -1092194
Profit Factor 1.2946 1.3315 1.2592 1.0299 1.0142 1.0445
Total Trades 372 186 186 372 186 186
Winning Trades 159 76 83 159 76 83
Losing Trades 213 110 103 213 110 103
Profitability (%) 42.7419 40.8602 44.6237 42.7419 40.8602 44.6237
Ratio Avg Win / Avg Loss 1.7343 1.9272 1.5627 1.3796 1.4679 1.2962
Largest Winning Trade 90086 90086 33777 393330 393330 342778
Largest Losing Trade -39089 -39089 -27288 -554448 -554448 -333040
Avg Bars in Trades 29 30 28 29 30 28
Avg Bars in Winners 39 41 37 39 41 37
Avg Bars in Losers 21 21 20 21 21 20
Bars Traded 10813 5580 5233 10813 5580 5233
Profit Streak 21.757 21.757 23.757 21.757 21.757 23.757
Trades During Streak 2 1 1 2 1 1
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 338341 -32827 -61067 -290688 -369382 -288767
Evaluation Data
{
    "trading_pair": "FIL_USDT",
    "interval": "4h",
    "packets": 25000,
    "actual_packets": 10940,
    "evaluation_days": 1823.33,
    "actual_first_datapoint_time": 1602777600000,
    "first_datapoint_time": 1603857600000,
    "last_datapoint_time": 1760299200000,
    "evaluation_time": 1760307005880,
    "expiration_time": 1765025280000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "hma",
        "factors": {
            "length": 69,
            "offset": 0
        }
    },
    "second_band": {
        "type": "hma",
        "factors": {
            "length": 55,
            "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": [
        [
            400431.4651807112,
            220409.9657120299,
            180021.4994686813,
            239168.4447605937,
            54799.5590007404,
            184368.8857598529
        ],
        [
            400.431465,
            220.409966,
            180.021499,
            239.168445,
            54.799559,
            184.368886
        ],
        [
            0.219615,
            0.120883,
            0.098732,
            0.067006,
            0.023968,
            0.057335
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -162678,
            -108501,
            -94383,
            -1794681,
            -1167616,
            -1092194
        ],
        [
            1.294585,
            1.331501,
            1.259239,
            1.029869,
            1.014176,
            1.044517
        ],
        [
            372,
            186,
            186,
            372,
            186,
            186
        ],
        [
            159,
            76,
            83,
            159,
            76,
            83
        ],
        [
            213,
            110,
            103,
            213,
            110,
            103
        ],
        [
            42.741935,
            40.860215,
            44.623656,
            42.741935,
            40.860215,
            44.623656
        ],
        [
            1.734255,
            1.927172,
            1.56267,
            1.379636,
            1.467886,
            1.296208
        ],
        [
            90086,
            90086,
            33777,
            393330,
            393330,
            342778
        ],
        [
            -39089,
            -39089,
            -27288,
            -554448,
            -554448,
            -333040
        ],
        [
            29,
            30,
            28,
            29,
            30,
            28
        ],
        [
            39,
            41,
            37,
            39,
            41,
            37
        ],
        [
            21,
            21,
            20,
            21,
            21,
            20
        ],
        [
            10813,
            5580,
            5233,
            10813,
            5580,
            5233
        ],
        [
            21.757012,
            21.757012,
            23.757012,
            21.757012,
            21.757012,
            23.757012
        ],
        [
            2,
            1,
            1,
            2,
            1,
            1
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            338341,
            -32827,
            -61067,
            -290688,
            -369382,
            -288767
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "FIL_USDT",
    "interval": "4h",
    "packets": 25000,
    "actual_packets": 10940,
    "evaluation_days": 1823.33,
    "actual_first_datapoint_time": 1602777600000,
    "first_datapoint_time": 1603857600000,
    "last_datapoint_time": 1760299200000,
    "evaluation_time": 1760307005880,
    "expiration_time": 1765025280000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "hma",
        "factors": {
            "length": 69,
            "offset": 0
        }
    },
    "second_band": {
        "type": "hma",
        "factors": {
            "length": 55,
            "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)