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Trade: FIL/USDT/240/SINWMA/BBM/6464

Strategy
FIL/USDT/240/SINWMA/BBM/6464
Pair
FIL_USDT
Interval
4h
Score
331318
Daily Profit
0.385005
Profit Factor
2.276502
Profitability
36.974790
Streak
0.000000
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 694934.5711 407872.1381 287062.4329 3310632.476 -26428.8844 3337061.3604
Total P&L (%) 694.9346 407.8721 287.0624 3310.6325 -26.4289 3337.0614
Avg Daily Profit (%) 0.385 0.226 0.159 0.1957 -0.017 0.1962
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -60661 -77114 -38196 -2195724 -2655058 -809632
Profit Factor 2.2765 2.229 2.3506 1.2916 0.9962 1.7674
Total Trades 119 60 59 119 60 59
Winning Trades 44 15 29 44 15 29
Losing Trades 75 45 30 75 45 30
Profitability (%) 36.9748 25 49.1525 36.9748 25 49.1525
Ratio Avg Win / Avg Loss 3.8804 6.6871 2.4317 2.2016 2.9887 1.8283
Largest Winning Trade 303509 303509 68784 1955333 1955333 1306023
Largest Losing Trade -34827 -22455 -34827 -783393 -670954 -783393
Avg Bars in Trades 89 73 105 89 73 105
Avg Bars in Winners 156 154 157 156 154 157
Avg Bars in Losers 50 47 55 50 47 55
Bars Traded 10687 4434 6253 10687 4434 6253
Profit Streak 0 0 0 0 0 0
Trades During Streak 0 0 0 0 0 0
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 331318 -187187 -165262 158230 -777273 -165653

Evaluation Data

{
    "trading_pair": "FIL_USDT",
    "interval": "4h",
    "packets": 25000,
    "actual_packets": 10830,
    "evaluation_days": 1805,
    "actual_first_datapoint_time": 1602777600000,
    "first_datapoint_time": 1604361600000,
    "last_datapoint_time": 1758715200000,
    "evaluation_time": 1758845347679,
    "expiration_time": 1763393760000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}

Factors

{
    "first_band": {
        "type": "sinwma",
        "factors": {
            "length": 111,
            "offset": 0
        }
    },
    "second_band": {
        "type": "bbm",
        "factors": {
            "length": 84,
            "offset": 0,
            "std": 2.06266
        }
    }
}
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": [
        [
            694934.5710532997,
            407872.1381200646,
            287062.4329332355,
            3310632.4759546863,
            -26428.8844306885,
            3337061.360385376
        ],
        [
            694.934571,
            407.872138,
            287.062433,
            3310.632476,
            -26.428884,
            3337.06136
        ],
        [
            0.385005,
            0.225968,
            0.159037,
            0.195731,
            -0.017002,
            0.196159
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -60661,
            -77114,
            -38196,
            -2195724,
            -2655058,
            -809632
        ],
        [
            2.276502,
            2.229027,
            2.35063,
            1.291585,
            0.996227,
            1.767377
        ],
        [
            119,
            60,
            59,
            119,
            60,
            59
        ],
        [
            44,
            15,
            29,
            44,
            15,
            29
        ],
        [
            75,
            45,
            30,
            75,
            45,
            30
        ],
        [
            36.97479,
            25,
            49.152542,
            36.97479,
            25,
            49.152542
        ],
        [
            3.880401,
            6.687082,
            2.431686,
            2.201565,
            2.988682,
            1.828321
        ],
        [
            303509,
            303509,
            68784,
            1955333,
            1955333,
            1306023
        ],
        [
            -34827,
            -22455,
            -34827,
            -783393,
            -670954,
            -783393
        ],
        [
            89,
            73,
            105,
            89,
            73,
            105
        ],
        [
            156,
            154,
            157,
            156,
            154,
            157
        ],
        [
            50,
            47,
            55,
            50,
            47,
            55
        ],
        [
            10687,
            4434,
            6253,
            10687,
            4434,
            6253
        ],
        [
            0,
            0,
            0,
            0,
            0,
            0
        ],
        [
            0,
            0,
            0,
            0,
            0,
            0
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            331318,
            -187187,
            -165262,
            158230,
            -777273,
            -165653
        ]
    ]
}
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": 1604361600000,
    "last_datapoint_time": 1758715200000,
    "evaluation_time": 1758845347679,
    "expiration_time": 1763393760000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "sinwma",
        "factors": {
            "length": 111,
            "offset": 0
        }
    },
    "second_band": {
        "type": "bbm",
        "factors": {
            "length": 84,
            "offset": 0,
            "std": 2.06266
        }
    }
}

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)