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Trade: FIL/USDT/360/HWMA/HMA/4056

Strategy
FIL/USDT/360/HWMA/HMA/4056
Pair
FIL_USDT
Interval
6h
Score
315817
Daily Profit
0.176301
Profit Factor
1.421725
Profitability
45.414847
Streak
0.000000
Best Strategy
Training Data Length
1809.250000
Evaluation Time
2025-09-28 21:20
Expiration Time
2025-11-21 20:39

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 318972.7115 190475.6279 128497.0837 63831.2565 -590937.5525 654768.809
Total P&L (%) 318.9727 190.4756 128.4971 63.8313 -590.9376 654.7688
Avg Daily Profit (%) 0.1763 0.1053 0.071 0.0273 0 0.1118
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -176287 -133222 -121340 -1859744 -1259197 -947494
Profit Factor 1.4217 1.5234 1.3274 1.0133 0.7297 1.2511
Total Trades 229 115 114 229 115 114
Winning Trades 104 48 56 104 48 56
Losing Trades 125 67 58 125 67 58
Profitability (%) 45.4148 41.7391 49.1228 45.4148 41.7391 49.1228
Ratio Avg Win / Avg Loss 1.7088 2.1264 1.3748 1.2179 1.0185 1.2958
Largest Winning Trade 172247 172247 69835 606593 434927 606593
Largest Losing Trade -41812 -25546 -41812 -528419 -273017 -528419
Avg Bars in Trades 30 23 38 30 23 38
Avg Bars in Winners 43 31 53 43 31 53
Avg Bars in Losers 20 17 24 20 17 24
Bars Traded 7079 2665 4414 7079 2665 4414
Profit Streak 0 0 15.7643 0 0 15.7643
Trades During Streak 0 0 3 0 0 3
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 315817 -53057 -96966 -363295 -582294 -42671
Evaluation Data
{
    "trading_pair": "FIL_USDT",
    "interval": "6h",
    "packets": 25000,
    "actual_packets": 7237,
    "evaluation_days": 1809.25,
    "actual_first_datapoint_time": 1602763200000,
    "first_datapoint_time": 1605549600000,
    "last_datapoint_time": 1759060800000,
    "evaluation_time": 1759083634298,
    "expiration_time": 1763750376000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "hwma",
        "factors": {
            "length": 0,
            "offset": 129,
            "na": 0.78646,
            "nb": 0.2524,
            "nc": 0.53689
        }
    },
    "second_band": {
        "type": "hma",
        "factors": {
            "length": 85,
            "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": [
        [
            318972.71154321,
            190475.6278662641,
            128497.0836769457,
            63831.2565367119,
            -590937.5524541979,
            654768.8089909097
        ],
        [
            318.972712,
            190.475628,
            128.497084,
            63.831257,
            -590.937552,
            654.768809
        ],
        [
            0.176301,
            0.105279,
            0.071022,
            0.027289,
            0,
            0.11178
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -176287,
            -133222,
            -121340,
            -1859744,
            -1259197,
            -947494
        ],
        [
            1.421725,
            1.523398,
            1.327439,
            1.013317,
            0.729668,
            1.251117
        ],
        [
            229,
            115,
            114,
            229,
            115,
            114
        ],
        [
            104,
            48,
            56,
            104,
            48,
            56
        ],
        [
            125,
            67,
            58,
            125,
            67,
            58
        ],
        [
            45.414847,
            41.73913,
            49.122807,
            45.414847,
            41.73913,
            49.122807
        ],
        [
            1.708805,
            2.12641,
            1.374848,
            1.217928,
            1.018494,
            1.2958
        ],
        [
            172247,
            172247,
            69835,
            606593,
            434927,
            606593
        ],
        [
            -41812,
            -25546,
            -41812,
            -528419,
            -273017,
            -528419
        ],
        [
            30,
            23,
            38,
            30,
            23,
            38
        ],
        [
            43,
            31,
            53,
            43,
            31,
            53
        ],
        [
            20,
            17,
            24,
            20,
            17,
            24
        ],
        [
            7079,
            2665,
            4414,
            7079,
            2665,
            4414
        ],
        [
            0,
            0,
            15.764286,
            0,
            0,
            15.764286
        ],
        [
            0,
            0,
            3,
            0,
            0,
            3
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            315817,
            -53057,
            -96966,
            -363295,
            -582294,
            -42671
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "FIL_USDT",
    "interval": "6h",
    "packets": 25000,
    "actual_packets": 7237,
    "evaluation_days": 1809.25,
    "actual_first_datapoint_time": 1602763200000,
    "first_datapoint_time": 1605549600000,
    "last_datapoint_time": 1759060800000,
    "evaluation_time": 1759083634298,
    "expiration_time": 1763750376000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "hwma",
        "factors": {
            "length": 0,
            "offset": 129,
            "na": 0.78646,
            "nb": 0.2524,
            "nc": 0.53689
        }
    },
    "second_band": {
        "type": "hma",
        "factors": {
            "length": 85,
            "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)