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Trade: FIL/USDT/360/SSF/HWMA/3720

Strategy
FIL/USDT/360/SSF/HWMA/3720
Pair
FIL_USDT
Interval
6h
Score
314706
Daily Profit
0.263877
Profit Factor
1.530877
Profitability
40.721649
Streak
18.650812
Best Strategy
Training Data Length
1805.250000
Evaluation Time
2025-09-26 12:37
Expiration Time
2025-11-17 17:46

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 476363.642 332065.6018 144298.0402 154081.9088 -134140.359 288222.2678
Total P&L (%) 476.3636 332.0656 144.298 154.0819 -134.1404 288.2223
Avg Daily Profit (%) 0.2639 0.1839 0.0799 0.0517 0 0.0752
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -147838 -98302 -96731 -1296165 -676027 -974924
Profit Factor 1.5309 1.7359 1.3235 1.0406 0.9239 1.1418
Total Trades 194 97 97 194 97 97
Winning Trades 79 34 45 79 34 45
Losing Trades 115 63 52 115 63 52
Profitability (%) 40.7216 35.0515 46.3918 40.7216 35.0515 46.3918
Ratio Avg Win / Avg Loss 2.2285 3.2165 1.5294 1.5148 1.7119 1.3194
Largest Winning Trade 247274 247274 62419 444810 259098 444810
Largest Losing Trade -51949 -28324 -51949 -484442 -195398 -484442
Avg Bars in Trades 36 34 38 36 34 38
Avg Bars in Winners 52 51 53 52 51 53
Avg Bars in Losers 26 25 26 26 25 26
Bars Traded 7166 3383 3781 7166 3383 3781
Profit Streak 18.6508 28.1508 0 18.6508 28.1508 0
Trades During Streak 1 1 0 1 1 0
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 314706 187422 -86590 -300711 -583568 -158870

Evaluation Data

{
    "trading_pair": "FIL_USDT",
    "interval": "6h",
    "packets": 25000,
    "actual_packets": 7221,
    "evaluation_days": 1805.25,
    "actual_first_datapoint_time": 1602763200000,
    "first_datapoint_time": 1602763200000,
    "last_datapoint_time": 1758715200000,
    "evaluation_time": 1758879430212,
    "expiration_time": 1763394408000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}

Factors

{
    "first_band": {
        "type": "ssf",
        "factors": {
            "length": 128,
            "offset": 0,
            "poles": 3
        }
    },
    "second_band": {
        "type": "hwma",
        "factors": {
            "length": 0,
            "offset": 0,
            "na": 0.11175,
            "nb": 0.1,
            "nc": 0.1
        }
    }
}
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": [
        [
            476363.6419908131,
            332065.6017976979,
            144298.0401931153,
            154081.908761512,
            -134140.359046393,
            288222.267807905
        ],
        [
            476.363642,
            332.065602,
            144.29804,
            154.081909,
            -134.140359,
            288.222268
        ],
        [
            0.263877,
            0.183944,
            0.079932,
            0.051667,
            0,
            0.075165
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -147838,
            -98302,
            -96731,
            -1296165,
            -676027,
            -974924
        ],
        [
            1.530877,
            1.735897,
            1.323483,
            1.040593,
            0.923899,
            1.141765
        ],
        [
            194,
            97,
            97,
            194,
            97,
            97
        ],
        [
            79,
            34,
            45,
            79,
            34,
            45
        ],
        [
            115,
            63,
            52,
            115,
            63,
            52
        ],
        [
            40.721649,
            35.051546,
            46.391753,
            40.721649,
            35.051546,
            46.391753
        ],
        [
            2.228491,
            3.216516,
            1.529358,
            1.514787,
            1.711931,
            1.319373
        ],
        [
            247274,
            247274,
            62419,
            444810,
            259098,
            444810
        ],
        [
            -51949,
            -28324,
            -51949,
            -484442,
            -195398,
            -484442
        ],
        [
            36,
            34,
            38,
            36,
            34,
            38
        ],
        [
            52,
            51,
            53,
            52,
            51,
            53
        ],
        [
            26,
            25,
            26,
            26,
            25,
            26
        ],
        [
            7166,
            3383,
            3781,
            7166,
            3383,
            3781
        ],
        [
            18.650812,
            28.150813,
            0,
            18.650813,
            28.150813,
            0
        ],
        [
            1,
            1,
            0,
            1,
            1,
            0
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            314706,
            187422,
            -86590,
            -300711,
            -583568,
            -158870
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "FIL_USDT",
    "interval": "6h",
    "packets": 25000,
    "actual_packets": 7221,
    "evaluation_days": 1805.25,
    "actual_first_datapoint_time": 1602763200000,
    "first_datapoint_time": 1602763200000,
    "last_datapoint_time": 1758715200000,
    "evaluation_time": 1758879430212,
    "expiration_time": 1763394408000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "ssf",
        "factors": {
            "length": 128,
            "offset": 0,
            "poles": 3
        }
    },
    "second_band": {
        "type": "hwma",
        "factors": {
            "length": 0,
            "offset": 0,
            "na": 0.11175,
            "nb": 0.1,
            "nc": 0.1
        }
    }
}

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)