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Trade: FIL/USDT/360/PWMA/KCB/1318

Strategy
FIL/USDT/360/PWMA/KCB/1318
Pair
FIL_USDT
Interval
6h
Score
306323
Daily Profit
0.391557
Profit Factor
2.301340
Profitability
34.814815
Streak
0.000000
Best Strategy
Training Data Length
1809.750000
Evaluation Time
2025-09-29 08:54
Expiration Time
2025-11-22 09:01

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 708619.4958 421450.6038 287168.892 3569307.8412 593822.7109 2975485.1303
Total P&L (%) 708.6195 421.4506 287.1689 3569.3078 593.8227 2975.4851
Avg Daily Profit (%) 0.3916 0.2329 0.1587 0.1993 0.1071 0.1895
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -61021 -69060 -36445 -3985638 -4689297 -2146443
Profit Factor 2.3013 2.2661 2.3567 1.1846 1.0546 1.3519
Total Trades 135 68 67 135 68 67
Winning Trades 47 18 29 47 18 29
Losing Trades 88 50 38 88 50 38
Profitability (%) 34.8148 26.4706 43.2836 34.8148 26.4706 43.2836
Ratio Avg Win / Avg Loss 4.3089 6.2948 3.0881 2.2179 2.9293 1.7714
Largest Winning Trade 326274 326274 71485 3066688 3066688 1683282
Largest Losing Trade -24598 -24598 -18953 -884545 -884545 -872256
Avg Bars in Trades 52 43 61 52 43 61
Avg Bars in Winners 105 95 110 105 95 110
Avg Bars in Losers 24 24 23 24 24 23
Bars Traded 7048 2930 4118 7048 2930 4118
Profit Streak 0 0 37.746 0 0 37.746
Trades During Streak 0 0 1 0 0 1
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 306323 -120575 -107268 -13925 -341794 -109565
Evaluation Data
{
    "trading_pair": "FIL_USDT",
    "interval": "6h",
    "packets": 25000,
    "actual_packets": 7239,
    "evaluation_days": 1809.75,
    "actual_first_datapoint_time": 1602763200000,
    "first_datapoint_time": 1605463200000,
    "last_datapoint_time": 1759104000000,
    "evaluation_time": 1759125255010,
    "expiration_time": 1763794872000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "pwma",
        "factors": {
            "length": 126,
            "offset": 0
        }
    },
    "second_band": {
        "type": "kcb",
        "factors": {
            "length": 5,
            "offset": 0,
            "scalar": 1
        }
    }
}
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": [
        [
            708619.4958100902,
            421450.6038298235,
            287168.8919802667,
            3569307.841164678,
            593822.710869882,
            2975485.1302947975
        ],
        [
            708.619496,
            421.450604,
            287.168892,
            3569.307841,
            593.822711,
            2975.48513
        ],
        [
            0.391557,
            0.232878,
            0.158679,
            0.199264,
            0.107091,
            0.18949
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -61021,
            -69060,
            -36445,
            -3985638,
            -4689297,
            -2146443
        ],
        [
            2.30134,
            2.266118,
            2.356732,
            1.184552,
            1.054559,
            1.351859
        ],
        [
            135,
            68,
            67,
            135,
            68,
            67
        ],
        [
            47,
            18,
            29,
            47,
            18,
            29
        ],
        [
            88,
            50,
            38,
            88,
            50,
            38
        ],
        [
            34.814815,
            26.470588,
            43.283582,
            34.814815,
            26.470588,
            43.283582
        ],
        [
            4.308892,
            6.294771,
            3.088131,
            2.217884,
            2.929332,
            1.771401
        ],
        [
            326274,
            326274,
            71485,
            3066688,
            3066688,
            1683282
        ],
        [
            -24598,
            -24598,
            -18953,
            -884545,
            -884545,
            -872256
        ],
        [
            52,
            43,
            61,
            52,
            43,
            61
        ],
        [
            105,
            95,
            110,
            105,
            95,
            110
        ],
        [
            24,
            24,
            23,
            24,
            24,
            23
        ],
        [
            7048,
            2930,
            4118,
            7048,
            2930,
            4118
        ],
        [
            0,
            0,
            37.746007,
            0,
            0,
            37.746007
        ],
        [
            0,
            0,
            1,
            0,
            0,
            1
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            306323,
            -120575,
            -107268,
            -13925,
            -341794,
            -109565
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "FIL_USDT",
    "interval": "6h",
    "packets": 25000,
    "actual_packets": 7239,
    "evaluation_days": 1809.75,
    "actual_first_datapoint_time": 1602763200000,
    "first_datapoint_time": 1605463200000,
    "last_datapoint_time": 1759104000000,
    "evaluation_time": 1759125255010,
    "expiration_time": 1763794872000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "pwma",
        "factors": {
            "length": 126,
            "offset": 0
        }
    },
    "second_band": {
        "type": "kcb",
        "factors": {
            "length": 5,
            "offset": 0,
            "scalar": 1
        }
    }
}

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)