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Trade: FIL/USDT/360/KCB/HWMA/1515

Strategy
FIL/USDT/360/KCB/HWMA/1515
Pair
FIL_USDT
Interval
6h
Score
305794
Daily Profit
0.296724
Profit Factor
1.787573
Profitability
36.480687
Streak
0.000000
Best Strategy
Training Data Length
1810.000000
Evaluation Time
2025-09-29 13:29
Expiration Time
2025-11-22 15:12

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 537071.139 315145.253 221925.8859 1268035.3302 332534.1989 935501.1312
Total P&L (%) 537.0711 315.1453 221.9259 1268.0353 332.5342 935.5011
Avg Daily Profit (%) 0.2967 0.1741 0.1226 0.1446 0.0809 0.1292
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -93486 -74660 -46652 -2301613 -1965837 -1113056
Profit Factor 1.7876 1.9111 1.6605 1.1027 1.0551 1.1481
Total Trades 233 117 116 233 117 116
Winning Trades 85 33 52 85 33 52
Losing Trades 148 84 64 148 84 64
Profitability (%) 36.4807 28.2051 44.8276 36.4807 28.2051 44.8276
Ratio Avg Win / Avg Loss 3.1125 4.8645 2.0436 1.92 2.6858 1.4131
Largest Winning Trade 252032 252032 68320 1354388 1354388 1079672
Largest Losing Trade -17418 -17418 -14399 -514563 -514563 -413812
Avg Bars in Trades 29 19 40 29 19 40
Avg Bars in Winners 63 43 76 63 43 76
Avg Bars in Losers 10 9 11 10 9 11
Bars Traded 6988 2277 4711 6988 2277 4711
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 305794 -4625 -28437 -109768 -259319 -79944
Evaluation Data
{
    "trading_pair": "FIL_USDT",
    "interval": "6h",
    "packets": 25000,
    "actual_packets": 7240,
    "evaluation_days": 1810,
    "actual_first_datapoint_time": 1602763200000,
    "first_datapoint_time": 1606802400000,
    "last_datapoint_time": 1759125600000,
    "evaluation_time": 1759141795926,
    "expiration_time": 1763817120000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "kcb",
        "factors": {
            "length": 188,
            "offset": 0,
            "scalar": 3
        }
    },
    "second_band": {
        "type": "hwma",
        "factors": {
            "length": 0,
            "offset": 0,
            "na": 0.2,
            "nb": 0.55256,
            "nc": 0.17911
        }
    }
}
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": [
        [
            537071.1389823087,
            315145.2530334955,
            221925.8859488135,
            1268035.330171786,
            332534.1989389992,
            935501.1312327872
        ],
        [
            537.071139,
            315.145253,
            221.925886,
            1268.03533,
            332.534199,
            935.501131
        ],
        [
            0.296724,
            0.174113,
            0.122611,
            0.144633,
            0.080944,
            0.129225
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -93486,
            -74660,
            -46652,
            -2301613,
            -1965837,
            -1113056
        ],
        [
            1.787573,
            1.91105,
            1.66046,
            1.102685,
            1.05512,
            1.148118
        ],
        [
            233,
            117,
            116,
            233,
            117,
            116
        ],
        [
            85,
            33,
            52,
            85,
            33,
            52
        ],
        [
            148,
            84,
            64,
            148,
            84,
            64
        ],
        [
            36.480687,
            28.205128,
            44.827586,
            36.480687,
            28.205128,
            44.827586
        ],
        [
            3.112481,
            4.864491,
            2.043643,
            1.919969,
            2.68576,
            1.413068
        ],
        [
            252032,
            252032,
            68320,
            1354388,
            1354388,
            1079672
        ],
        [
            -17418,
            -17418,
            -14399,
            -514563,
            -514563,
            -413812
        ],
        [
            29,
            19,
            40,
            29,
            19,
            40
        ],
        [
            63,
            43,
            76,
            63,
            43,
            76
        ],
        [
            10,
            9,
            11,
            10,
            9,
            11
        ],
        [
            6988,
            2277,
            4711,
            6988,
            2277,
            4711
        ],
        [
            0,
            0,
            0,
            0,
            0,
            0
        ],
        [
            0,
            0,
            0,
            0,
            0,
            0
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            305794,
            -4625,
            -28437,
            -109768,
            -259319,
            -79944
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "FIL_USDT",
    "interval": "6h",
    "packets": 25000,
    "actual_packets": 7240,
    "evaluation_days": 1810,
    "actual_first_datapoint_time": 1602763200000,
    "first_datapoint_time": 1606802400000,
    "last_datapoint_time": 1759125600000,
    "evaluation_time": 1759141795926,
    "expiration_time": 1763817120000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "kcb",
        "factors": {
            "length": 188,
            "offset": 0,
            "scalar": 3
        }
    },
    "second_band": {
        "type": "hwma",
        "factors": {
            "length": 0,
            "offset": 0,
            "na": 0.2,
            "nb": 0.55256,
            "nc": 0.17911
        }
    }
}

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)