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Trade: FIL/USDT/480/HL2/HWMA/9420

Strategy
FIL/USDT/480/HL2/HWMA/9420
Pair
FIL_USDT
Interval
8h
Score
322401
Daily Profit
0.338816
Profit Factor
1.569077
Profitability
33.944954
Streak
15.844699
Best Strategy
Training Data Length
1816.000000
Evaluation Time
2025-10-05 15:16
Expiration Time
2025-11-28 21:31

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 615289.8792 374223.9989 241065.8803 1000405.0737 49702.1534 950702.9203
Total P&L (%) 615.2899 374.224 241.0659 1000.4051 49.7022 950.7029
Avg Daily Profit (%) 0.3388 0.2061 0.1327 0.1322 0.0222 0.1296
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -68802 -69068 -46231 -1340392 -1522748 -911509
Profit Factor 1.5691 1.6672 1.4633 1.0745 1.0073 1.1429
Total Trades 436 218 218 436 218 218
Winning Trades 148 64 84 148 64 84
Losing Trades 288 154 134 288 154 134
Profitability (%) 33.945 29.3578 38.5321 33.945 29.3578 38.5321
Ratio Avg Win / Avg Loss 3.0533 4.0117 2.3343 2.0908 2.4239 1.8232
Largest Winning Trade 297681 297681 55218 1056622 1056622 484415
Largest Losing Trade -21716 -19404 -21716 -262210 -262210 -240305
Avg Bars in Trades 12 11 13 12 11 13
Avg Bars in Winners 23 23 24 23 23 24
Avg Bars in Losers 6 6 6 6 6 6
Bars Traded 5406 2475 2931 5406 2475 2931
Profit Streak 15.8447 0 18.8447 15.8447 0 18.8447
Trades During Streak 1 0 1 1 0 1
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 322401 39093 -16654 -156808 -385640 -84830
Evaluation Data
{
    "trading_pair": "FIL_USDT",
    "interval": "8h",
    "packets": 25000,
    "actual_packets": 5448,
    "evaluation_days": 1816,
    "actual_first_datapoint_time": 1602777600000,
    "first_datapoint_time": 1603353600000,
    "last_datapoint_time": 1759651200000,
    "evaluation_time": 1759666582041,
    "expiration_time": 1764358272000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "hl2",
        "factors": {
            "length": 0,
            "offset": 20
        }
    },
    "second_band": {
        "type": "hwma",
        "factors": {
            "length": 0,
            "offset": 0,
            "na": 0.54599,
            "nb": 0.26928,
            "nc": 0.25382
        }
    }
}
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": [
        [
            615289.8791795885,
            374223.9988995771,
            241065.8802800117,
            1000405.0737491872,
            49702.1534312335,
            950702.9203179537
        ],
        [
            615.289879,
            374.223999,
            241.06588,
            1000.405074,
            49.702153,
            950.70292
        ],
        [
            0.338816,
            0.20607,
            0.132746,
            0.13215,
            0.02222,
            0.129602
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -68802,
            -69068,
            -46231,
            -1340392,
            -1522748,
            -911509
        ],
        [
            1.569077,
            1.667195,
            1.463306,
            1.074459,
            1.007327,
            1.142917
        ],
        [
            436,
            218,
            218,
            436,
            218,
            218
        ],
        [
            148,
            64,
            84,
            148,
            64,
            84
        ],
        [
            288,
            154,
            134,
            288,
            154,
            134
        ],
        [
            33.944954,
            29.357798,
            38.53211,
            33.944954,
            29.357798,
            38.53211
        ],
        [
            3.053338,
            4.011689,
            2.334322,
            2.09084,
            2.423881,
            1.823225
        ],
        [
            297681,
            297681,
            55218,
            1056622,
            1056622,
            484415
        ],
        [
            -21716,
            -19404,
            -21716,
            -262210,
            -262210,
            -240305
        ],
        [
            12,
            11,
            13,
            12,
            11,
            13
        ],
        [
            23,
            23,
            24,
            23,
            23,
            24
        ],
        [
            6,
            6,
            6,
            6,
            6,
            6
        ],
        [
            5406,
            2475,
            2931,
            5406,
            2475,
            2931
        ],
        [
            15.844699,
            0,
            18.844699,
            15.8447,
            0,
            18.8447
        ],
        [
            1,
            0,
            1,
            1,
            0,
            1
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            322401,
            39093,
            -16654,
            -156808,
            -385640,
            -84830
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "FIL_USDT",
    "interval": "8h",
    "packets": 25000,
    "actual_packets": 5448,
    "evaluation_days": 1816,
    "actual_first_datapoint_time": 1602777600000,
    "first_datapoint_time": 1603353600000,
    "last_datapoint_time": 1759651200000,
    "evaluation_time": 1759666582041,
    "expiration_time": 1764358272000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "hl2",
        "factors": {
            "length": 0,
            "offset": 20
        }
    },
    "second_band": {
        "type": "hwma",
        "factors": {
            "length": 0,
            "offset": 0,
            "na": 0.54599,
            "nb": 0.26928,
            "nc": 0.25382
        }
    }
}

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)