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Trade: FIL/USDT/240/PWMA/SSF/2752

Strategy
FIL/USDT/240/PWMA/SSF/2752
Pair
FIL_USDT
Interval
4h
Score
501966
Daily Profit
0.356781
Profit Factor
1.792078
Profitability
51.648352
Streak
0.000000
Best Strategy
Training Data Length
1812.830000
Evaluation Time
2025-10-02 11:33
Expiration Time
2025-11-25 19:14

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 646783.7965 418195.9812 228587.8153 807402.7375 -86446.0737 893848.8112
Total P&L (%) 646.7838 418.196 228.5878 807.4027 -86.4461 893.8488
Avg Daily Profit (%) 0.3568 0.2307 0.1261 0.1217 -0.1102 0.1268
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -130449 -130566 -52897 -620350 -549257 -271102
Profit Factor 1.7921 1.8829 1.6667 1.1755 0.9676 1.4618
Total Trades 182 91 91 182 91 91
Winning Trades 94 40 54 94 40 54
Losing Trades 88 51 37 88 51 37
Profitability (%) 51.6484 43.956 59.3407 51.6484 43.956 59.3407
Ratio Avg Win / Avg Loss 1.6777 2.4006 1.142 1.1005 1.2336 1.0016
Largest Winning Trade 337784 337784 62218 314532 314532 314286
Largest Losing Trade -40955 -25882 -40955 -271102 -188590 -271102
Avg Bars in Trades 58 51 65 58 51 65
Avg Bars in Winners 67 61 72 67 61 72
Avg Bars in Losers 48 42 55 48 42 55
Bars Traded 10611 4645 5966 10611 4645 5966
Profit Streak 0 0 47.5235 0 0 47.5235
Trades During Streak 0 0 1 0 0 1
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 501966 316657 -21175 -56367 -581772 -20849
Evaluation Data
{
    "trading_pair": "FIL_USDT",
    "interval": "4h",
    "packets": 25000,
    "actual_packets": 10877,
    "evaluation_days": 1812.83,
    "actual_first_datapoint_time": 1602777600000,
    "first_datapoint_time": 1605513600000,
    "last_datapoint_time": 1759392000000,
    "evaluation_time": 1759394031787,
    "expiration_time": 1764090864000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "pwma",
        "factors": {
            "length": 191,
            "offset": 0
        }
    },
    "second_band": {
        "type": "ssf",
        "factors": {
            "length": 212,
            "offset": 0,
            "poles": 3
        }
    }
}
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": [
        [
            646783.7965230659,
            418195.9812021902,
            228587.8153208751,
            807402.7374907534,
            -86446.073723265,
            893848.8112140184
        ],
        [
            646.783797,
            418.195981,
            228.587815,
            807.402737,
            -86.446074,
            893.848811
        ],
        [
            0.356781,
            0.230687,
            0.126094,
            0.12173,
            -0.110181,
            0.126756
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -130449,
            -130566,
            -52897,
            -620350,
            -549257,
            -271102
        ],
        [
            1.792078,
            1.882854,
            1.666671,
            1.175524,
            0.967556,
            1.461821
        ],
        [
            182,
            91,
            91,
            182,
            91,
            91
        ],
        [
            94,
            40,
            54,
            94,
            40,
            54
        ],
        [
            88,
            51,
            37,
            88,
            51,
            37
        ],
        [
            51.648352,
            43.956044,
            59.340659,
            51.648352,
            43.956044,
            59.340659
        ],
        [
            1.67769,
            2.400639,
            1.141978,
            1.100491,
            1.233634,
            1.001618
        ],
        [
            337784,
            337784,
            62218,
            314532,
            314532,
            314286
        ],
        [
            -40955,
            -25882,
            -40955,
            -271102,
            -188590,
            -271102
        ],
        [
            58,
            51,
            65,
            58,
            51,
            65
        ],
        [
            67,
            61,
            72,
            67,
            61,
            72
        ],
        [
            48,
            42,
            55,
            48,
            42,
            55
        ],
        [
            10611,
            4645,
            5966,
            10611,
            4645,
            5966
        ],
        [
            0,
            0,
            47.523516,
            0,
            0,
            47.523516
        ],
        [
            0,
            0,
            1,
            0,
            0,
            1
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            501966,
            316657,
            -21175,
            -56367,
            -581772,
            -20849
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "FIL_USDT",
    "interval": "4h",
    "packets": 25000,
    "actual_packets": 10877,
    "evaluation_days": 1812.83,
    "actual_first_datapoint_time": 1602777600000,
    "first_datapoint_time": 1605513600000,
    "last_datapoint_time": 1759392000000,
    "evaluation_time": 1759394031787,
    "expiration_time": 1764090864000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "pwma",
        "factors": {
            "length": 191,
            "offset": 0
        }
    },
    "second_band": {
        "type": "ssf",
        "factors": {
            "length": 212,
            "offset": 0,
            "poles": 3
        }
    }
}

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)