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Trade: FIL/USDT/360/HMA/FWMA/4008

Strategy
FIL/USDT/360/HMA/FWMA/4008
Pair
FIL_USDT
Interval
6h
Score
338723
Daily Profit
0.405730
Profit Factor
2.005998
Profitability
32.984293
Streak
46.791809
Best Strategy
Training Data Length
1821.000000
Evaluation Time
2025-10-10 16:00
Expiration Time
2025-12-03 23:07

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 738834.1844 462432.8214 276401.363 3163130.4634 64441.2519 3098689.2116
Total P&L (%) 738.8342 462.4328 276.4014 3163.1305 64.4413 3098.6892
Avg Daily Profit (%) 0.4057 0.2539 0.1518 0.1916 0.0273 0.1905
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -81489 -102049 -42029 -1660842 -2295483 -651363
Profit Factor 2.006 2.0231 1.9787 1.252 1.0082 1.6625
Total Trades 191 95 96 191 95 96
Winning Trades 63 23 40 63 23 40
Losing Trades 128 72 56 128 72 56
Profitability (%) 32.9843 24.2105 41.6667 32.9843 24.2105 41.6667
Ratio Avg Win / Avg Loss 4.0757 6.3331 2.7701 2.5437 3.1561 2.3275
Largest Winning Trade 277926 277926 63696 1716439 1716439 1102068
Largest Losing Trade -30711 -30711 -16870 -790661 -790661 -300509
Avg Bars in Trades 36 39 34 36 39 34
Avg Bars in Winners 65 75 59 65 75 59
Avg Bars in Losers 22 27 16 22 27 16
Bars Traded 7021 3732 3289 7021 3732 3289
Profit Streak 46.7918 46.7918 48.7918 46.7918 46.7918 48.7918
Trades During Streak 3 1 2 3 1 2
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 338723 -21109 303086 168062 -400205 308026
Evaluation Data
{
    "trading_pair": "FIL_USDT",
    "interval": "6h",
    "packets": 25000,
    "actual_packets": 7284,
    "evaluation_days": 1821,
    "actual_first_datapoint_time": 1602763200000,
    "first_datapoint_time": 1607364000000,
    "last_datapoint_time": 1760076000000,
    "evaluation_time": 1760101212281,
    "expiration_time": 1764796032000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "hma",
        "factors": {
            "length": 201,
            "offset": 0
        }
    },
    "second_band": {
        "type": "fwma",
        "factors": {
            "length": 176,
            "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": [
        [
            738834.1843969116,
            462432.821439556,
            276401.3629573558,
            3163130.4634448076,
            64441.2518588297,
            3098689.2115859794
        ],
        [
            738.834184,
            462.432821,
            276.401363,
            3163.130463,
            64.441252,
            3098.689212
        ],
        [
            0.40573,
            0.253944,
            0.151785,
            0.191577,
            0.027317,
            0.190479
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -81489,
            -102049,
            -42029,
            -1660842,
            -2295483,
            -651363
        ],
        [
            2.005998,
            2.023071,
            1.978672,
            1.25199,
            1.008183,
            1.662495
        ],
        [
            191,
            95,
            96,
            191,
            95,
            96
        ],
        [
            63,
            23,
            40,
            63,
            23,
            40
        ],
        [
            128,
            72,
            56,
            128,
            72,
            56
        ],
        [
            32.984293,
            24.210526,
            41.666667,
            32.984293,
            24.210526,
            41.666667
        ],
        [
            4.075678,
            6.333093,
            2.770141,
            2.543726,
            3.15605,
            2.327493
        ],
        [
            277926,
            277926,
            63696,
            1716439,
            1716439,
            1102068
        ],
        [
            -30711,
            -30711,
            -16870,
            -790661,
            -790661,
            -300509
        ],
        [
            36,
            39,
            34,
            36,
            39,
            34
        ],
        [
            65,
            75,
            59,
            65,
            75,
            59
        ],
        [
            22,
            27,
            16,
            22,
            27,
            16
        ],
        [
            7021,
            3732,
            3289,
            7021,
            3732,
            3289
        ],
        [
            46.791809,
            46.791809,
            48.791809,
            46.791809,
            46.791809,
            48.791809
        ],
        [
            3,
            1,
            2,
            3,
            1,
            2
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            338723,
            -21109,
            303086,
            168062,
            -400205,
            308026
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "FIL_USDT",
    "interval": "6h",
    "packets": 25000,
    "actual_packets": 7284,
    "evaluation_days": 1821,
    "actual_first_datapoint_time": 1602763200000,
    "first_datapoint_time": 1607364000000,
    "last_datapoint_time": 1760076000000,
    "evaluation_time": 1760101212281,
    "expiration_time": 1764796032000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "hma",
        "factors": {
            "length": 201,
            "offset": 0
        }
    },
    "second_band": {
        "type": "fwma",
        "factors": {
            "length": 176,
            "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)