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Trade: FIL/USDT/30/SINWMA/WMA/8199

Strategy
FIL/USDT/30/SINWMA/WMA/8199
Pair
FIL_USDT
Interval
30m
Score
366437
Daily Profit
0.340859
Profit Factor
1.409582
Profitability
45.539906
Streak
7.659005
Best Strategy
Training Data Length
520.830000
Evaluation Time
2025-09-27 02:18
Expiration Time
2025-12-08 17:00

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 177529.7066 65897.5052 111632.2015 274749.5091 78703.2781 196046.231
Total P&L (%) 177.5297 65.8975 111.6322 274.7495 78.7033 196.0462
Avg Daily Profit (%) 0.3409 0.1265 0.2143 0.254 0.1115 0.2086
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -60458 -41919 -29646 -203536 -98411 -136375
Profit Factor 1.4096 1.3213 1.4889 1.2724 1.1603 1.3787
Total Trades 213 106 107 213 106 107
Winning Trades 97 46 51 97 46 51
Losing Trades 116 60 56 116 60 56
Profitability (%) 45.5399 43.3962 47.6636 45.5399 43.3962 47.6636
Ratio Avg Win / Avg Loss 1.6857 1.7234 1.6349 1.5216 1.5134 1.5139
Largest Winning Trade 30117 22192 30117 79672 79672 75961
Largest Losing Trade -16474 -9797 -16474 -37550 -37550 -35467
Avg Bars in Trades 115 118 112 115 118 112
Avg Bars in Winners 158 163 153 158 163 153
Avg Bars in Losers 79 85 73 79 85 73
Bars Traded 24594 12609 11985 24594 12609 11985
Profit Streak 7.659 0 10.0757 7.659 0 10.0757
Trades During Streak 1 0 1 1 0 1
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 366437 -26465 324286 309519 -90594 298276
Evaluation Data
{
    "trading_pair": "FIL_USDT",
    "interval": "30m",
    "packets": 25000,
    "actual_packets": 25000,
    "evaluation_days": 520.83,
    "actual_first_datapoint_time": 1713727800000,
    "first_datapoint_time": 1714168800000,
    "last_datapoint_time": 1758726000000,
    "evaluation_time": 1758928738067,
    "expiration_time": 1765206000000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "sinwma",
        "factors": {
            "length": 171,
            "offset": 0
        }
    },
    "second_band": {
        "type": "wma",
        "factors": {
            "length": 246,
            "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": [
        [
            177529.7066355142,
            65897.5051798992,
            111632.201455615,
            274749.509114449,
            78703.2781137531,
            196046.2310006959
        ],
        [
            177.529707,
            65.897505,
            111.632201,
            274.749509,
            78.703278,
            196.046231
        ],
        [
            0.340859,
            0.126524,
            0.214335,
            0.253972,
            0.11153,
            0.208605
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -60458,
            -41919,
            -29646,
            -203536,
            -98411,
            -136375
        ],
        [
            1.409582,
            1.321277,
            1.488906,
            1.272388,
            1.1603,
            1.378692
        ],
        [
            213,
            106,
            107,
            213,
            106,
            107
        ],
        [
            97,
            46,
            51,
            97,
            46,
            51
        ],
        [
            116,
            60,
            56,
            116,
            60,
            56
        ],
        [
            45.539906,
            43.396226,
            47.663551,
            45.539906,
            43.396226,
            47.663551
        ],
        [
            1.685685,
            1.723405,
            1.634878,
            1.521619,
            1.513435,
            1.513857
        ],
        [
            30117,
            22192,
            30117,
            79672,
            79672,
            75961
        ],
        [
            -16474,
            -9797,
            -16474,
            -37550,
            -37550,
            -35467
        ],
        [
            115,
            118,
            112,
            115,
            118,
            112
        ],
        [
            158,
            163,
            153,
            158,
            163,
            153
        ],
        [
            79,
            85,
            73,
            79,
            85,
            73
        ],
        [
            24594,
            12609,
            11985,
            24594,
            12609,
            11985
        ],
        [
            7.659005,
            0,
            10.075672,
            7.659005,
            0,
            10.075672
        ],
        [
            1,
            0,
            1,
            1,
            0,
            1
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            366437,
            -26465,
            324286,
            309519,
            -90594,
            298276
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "FIL_USDT",
    "interval": "30m",
    "packets": 25000,
    "actual_packets": 25000,
    "evaluation_days": 520.83,
    "actual_first_datapoint_time": 1713727800000,
    "first_datapoint_time": 1714168800000,
    "last_datapoint_time": 1758726000000,
    "evaluation_time": 1758928738067,
    "expiration_time": 1765206000000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "sinwma",
        "factors": {
            "length": 171,
            "offset": 0
        }
    },
    "second_band": {
        "type": "wma",
        "factors": {
            "length": 246,
            "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)