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Trade: FIL/USDT/480/DCU/HWMA/2465

Strategy
FIL/USDT/480/DCU/HWMA/2465
Pair
FIL_USDT
Interval
8h
Score
309740
Daily Profit
0.208216
Profit Factor
1.963365
Profitability
42.105263
Streak
0.000000
Best Strategy
Training Data Length
1817.330000
Evaluation Time
2025-10-07 03:11
Expiration Time
2025-11-30 06:28

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 378397.2246 239047.8747 139349.3499 636996.0098 460047.9211 176948.0886
Total P&L (%) 378.3972 239.0479 139.3494 636.996 460.0479 176.9481
Avg Daily Profit (%) 0.2082 0.1315 0.0767 0.11 0.0948 0.0561
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -97758 -11751 -104475 -742242 -85227 -724849
Profit Factor 1.9634 4.7655 1.4232 1.3699 2.6214 1.123
Total Trades 95 48 47 95 48 47
Winning Trades 40 26 14 40 26 14
Losing Trades 55 22 33 55 22 33
Profitability (%) 42.1053 54.1667 29.7872 42.1053 54.1667 29.7872
Ratio Avg Win / Avg Loss 2.6996 4.0324 3.3546 1.8837 2.2181 2.6472
Largest Winning Trade 76604 65079 76604 322015 128696 322015
Largest Losing Trade -42272 -8873 -42272 -272995 -49393 -272995
Avg Bars in Trades 51 3 100 51 3 100
Avg Bars in Winners 102 3 287 102 3 287
Avg Bars in Losers 13 2 21 13 2 21
Bars Traded 4871 144 4727 4871 144 4727
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 309740 -8892 -97255 -46957 -60438 -210755
Evaluation Data
{
    "trading_pair": "FIL_USDT",
    "interval": "8h",
    "packets": 25000,
    "actual_packets": 5452,
    "evaluation_days": 1817.33,
    "actual_first_datapoint_time": 1602777600000,
    "first_datapoint_time": 1606406400000,
    "last_datapoint_time": 1759766400000,
    "evaluation_time": 1759795904127,
    "expiration_time": 1764476928000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "dcu",
        "factors": {
            "length": 127,
            "offset": 0
        }
    },
    "second_band": {
        "type": "hwma",
        "factors": {
            "length": 0,
            "offset": 0,
            "na": 0.46342,
            "nb": 0.52223,
            "nc": 0.90741
        }
    }
}
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": [
        [
            378397.2246044548,
            239047.8746734004,
            139349.3499310543,
            636996.0097764109,
            460047.9211423667,
            176948.0886340442
        ],
        [
            378.397225,
            239.047875,
            139.34935,
            636.99601,
            460.047921,
            176.948089
        ],
        [
            0.208216,
            0.131538,
            0.076678,
            0.10997,
            0.094846,
            0.056068
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -97758,
            -11751,
            -104475,
            -742242,
            -85227,
            -724849
        ],
        [
            1.963365,
            4.765546,
            1.423163,
            1.369945,
            2.621415,
            1.12304
        ],
        [
            95,
            48,
            47,
            95,
            48,
            47
        ],
        [
            40,
            26,
            14,
            40,
            26,
            14
        ],
        [
            55,
            22,
            33,
            55,
            22,
            33
        ],
        [
            42.105263,
            54.166667,
            29.787234,
            42.105263,
            54.166667,
            29.787234
        ],
        [
            2.699627,
            4.032385,
            3.354599,
            1.883675,
            2.218121,
            2.647166
        ],
        [
            76604,
            65079,
            76604,
            322015,
            128696,
            322015
        ],
        [
            -42272,
            -8873,
            -42272,
            -272995,
            -49393,
            -272995
        ],
        [
            51,
            3,
            100,
            51,
            3,
            100
        ],
        [
            102,
            3,
            287,
            102,
            3,
            287
        ],
        [
            13,
            2,
            21,
            13,
            2,
            21
        ],
        [
            4871,
            144,
            4727,
            4871,
            144,
            4727
        ],
        [
            0,
            0,
            0,
            0,
            0,
            0
        ],
        [
            0,
            0,
            0,
            0,
            0,
            0
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            309740,
            -8892,
            -97255,
            -46957,
            -60438,
            -210755
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "FIL_USDT",
    "interval": "8h",
    "packets": 25000,
    "actual_packets": 5452,
    "evaluation_days": 1817.33,
    "actual_first_datapoint_time": 1602777600000,
    "first_datapoint_time": 1606406400000,
    "last_datapoint_time": 1759766400000,
    "evaluation_time": 1759795904127,
    "expiration_time": 1764476928000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "dcu",
        "factors": {
            "length": 127,
            "offset": 0
        }
    },
    "second_band": {
        "type": "hwma",
        "factors": {
            "length": 0,
            "offset": 0,
            "na": 0.46342,
            "nb": 0.52223,
            "nc": 0.90741
        }
    }
}

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)