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Trade: FIL/USDT/360/HMA/SSF/3800

Strategy
FIL/USDT/360/HMA/SSF/3800
Pair
FIL_USDT
Interval
6h
Score
305229
Daily Profit
0.170534
Profit Factor
1.594963
Profitability
44.117647
Streak
0.000000
Best Strategy
Training Data Length
1820.750000
Evaluation Time
2025-10-10 04:57
Expiration Time
2025-12-03 16:56

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 663578.1692 504932.5653 158645.6039 377814.2554 -1747195.2509 2125009.5063
Total P&L (%) 663.5782 504.9326 158.6456 377.8143 -1747.1953 2125.0095
Avg Daily Profit (%) 0.3645 0.2773 0.0871 0.0859 0 0.1705
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -148628 -94713 -91794 -4407768 -2806028 -2119345
Profit Factor 2.5391 3.274 1.7587 1.0486 0.5837 1.595
Total Trades 68 34 34 68 34 34
Winning Trades 24 9 15 24 9 15
Losing Trades 44 25 19 44 25 19
Profitability (%) 35.2941 26.4706 44.1176 35.2941 26.4706 44.1176
Ratio Avg Win / Avg Loss 4.655 9.0944 2.2277 1.9225 1.6213 2.0203
Largest Winning Trade 558361 558361 71947 2044267 664987 2044267
Largest Losing Trade -39100 -30089 -39100 -1050643 -1050643 -755669
Avg Bars in Trades 103 84 122 103 84 122
Avg Bars in Winners 178 155 192 178 155 192
Avg Bars in Losers 61 58 66 61 58 66
Bars Traded 7013 2865 4148 7013 2865 4148
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 -105212 -8393 -75600 -363636 -601350 305229
Evaluation Data
{
    "trading_pair": "FIL_USDT",
    "interval": "6h",
    "packets": 25000,
    "actual_packets": 7283,
    "evaluation_days": 1820.75,
    "actual_first_datapoint_time": 1602763200000,
    "first_datapoint_time": 1608033600000,
    "last_datapoint_time": 1760054400000,
    "evaluation_time": 1760061470403,
    "expiration_time": 1764773784000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "hma",
        "factors": {
            "length": 131,
            "offset": 104
        }
    },
    "second_band": {
        "type": "ssf",
        "factors": {
            "length": 21,
            "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": [
        [
            663578.1691832354,
            504932.5653107922,
            158645.6038724432,
            377814.2554411908,
            -1747195.2509027268,
            2125009.506343917
        ],
        [
            663.578169,
            504.932565,
            158.645604,
            377.814255,
            -1747.195251,
            2125.009506
        ],
        [
            0.364453,
            0.277321,
            0.087132,
            0.085938,
            0,
            0.170534
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -148628,
            -94713,
            -91794,
            -4407768,
            -2806028,
            -2119345
        ],
        [
            2.53908,
            3.27398,
            1.758691,
            1.048635,
            0.58367,
            1.594963
        ],
        [
            68,
            34,
            34,
            68,
            34,
            34
        ],
        [
            24,
            9,
            15,
            24,
            9,
            15
        ],
        [
            44,
            25,
            19,
            44,
            25,
            19
        ],
        [
            35.294118,
            26.470588,
            44.117647,
            35.294118,
            26.470588,
            44.117647
        ],
        [
            4.654981,
            9.094389,
            2.227675,
            1.922498,
            1.621305,
            2.020286
        ],
        [
            558361,
            558361,
            71947,
            2044267,
            664987,
            2044267
        ],
        [
            -39100,
            -30089,
            -39100,
            -1050643,
            -1050643,
            -755669
        ],
        [
            103,
            84,
            122,
            103,
            84,
            122
        ],
        [
            178,
            155,
            192,
            178,
            155,
            192
        ],
        [
            61,
            58,
            66,
            61,
            58,
            66
        ],
        [
            7013,
            2865,
            4148,
            7013,
            2865,
            4148
        ],
        [
            0,
            0,
            0,
            0,
            0,
            0
        ],
        [
            0,
            0,
            0,
            0,
            0,
            0
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            -105212,
            -8393,
            -75600,
            -363636,
            -601350,
            305229
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "FIL_USDT",
    "interval": "6h",
    "packets": 25000,
    "actual_packets": 7283,
    "evaluation_days": 1820.75,
    "actual_first_datapoint_time": 1602763200000,
    "first_datapoint_time": 1608033600000,
    "last_datapoint_time": 1760054400000,
    "evaluation_time": 1760061470403,
    "expiration_time": 1764773784000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "hma",
        "factors": {
            "length": 131,
            "offset": 104
        }
    },
    "second_band": {
        "type": "ssf",
        "factors": {
            "length": 21,
            "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)