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Trade: FIL/USDT/480/WMA/HILO/3460

Strategy
FIL/USDT/480/WMA/HILO/3460
Pair
FIL_USDT
Interval
8h
Score
321985
Daily Profit
0.326408
Profit Factor
2.180719
Profitability
42.168675
Streak
0.000000
Best Strategy
Training Data Length
1806.000000
Evaluation Time
2025-09-25 17:02
Expiration Time
2025-11-18 14:19

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 589492.7198 451763.2364 137729.4834 181305.3445 -419919.9906 601225.3351
Total P&L (%) 589.4927 451.7632 137.7295 181.3053 -419.92 601.2253
Avg Daily Profit (%) 0.3264 0.2501 0.0763 0.0573 0 0.1079
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -117917 -88839 -60878 -1681985 -988404 -1211899
Profit Factor 2.1807 2.8312 1.5453 1.0399 0.7929 1.2392
Total Trades 83 42 41 83 42 41
Winning Trades 35 13 22 35 13 22
Losing Trades 48 29 19 48 29 19
Profitability (%) 42.1687 30.9524 53.6585 42.1687 30.9524 53.6585
Ratio Avg Win / Avg Loss 2.9907 6.3157 1.3346 1.4262 1.7687 1.0702
Largest Winning Trade 512296 512296 71418 817972 456515 817972
Largest Losing Trade -60878 -26469 -60878 -1127530 -362783 -1127530
Avg Bars in Trades 61 39 84 61 39 84
Avg Bars in Winners 106 82 121 106 82 121
Avg Bars in Losers 28 20 41 28 20 41
Bars Traded 5120 1676 3444 5120 1676 3444
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 321985 219233 -89030 -297360 -585364 -48298

Evaluation Data

{
    "trading_pair": "FIL_USDT",
    "interval": "8h",
    "packets": 25000,
    "actual_packets": 5418,
    "evaluation_days": 1806,
    "actual_first_datapoint_time": 1602777600000,
    "first_datapoint_time": 1608076800000,
    "last_datapoint_time": 1758787200000,
    "evaluation_time": 1758808933721,
    "expiration_time": 1763468352000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}

Factors

{
    "first_band": {
        "type": "wma",
        "factors": {
            "length": 185,
            "offset": 0
        }
    },
    "second_band": {
        "type": "hilo",
        "factors": {
            "length": 0,
            "offset": 0
        }
    }
}
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": [
        [
            589492.7197881716,
            451763.2364069773,
            137729.4833811941,
            181305.3444746659,
            -419919.9905955604,
            601225.3350702254
        ],
        [
            589.49272,
            451.763236,
            137.729483,
            181.305344,
            -419.919991,
            601.225335
        ],
        [
            0.326408,
            0.250146,
            0.076262,
            0.057285,
            0,
            0.107902
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -117917,
            -88839,
            -60878,
            -1681985,
            -988404,
            -1211899
        ],
        [
            2.180719,
            2.831179,
            1.545335,
            1.039924,
            0.792886,
            1.239176
        ],
        [
            83,
            42,
            41,
            83,
            42,
            41
        ],
        [
            35,
            13,
            22,
            35,
            13,
            22
        ],
        [
            48,
            29,
            19,
            48,
            29,
            19
        ],
        [
            42.168675,
            30.952381,
            53.658537,
            42.168675,
            30.952381,
            53.658537
        ],
        [
            2.9907,
            6.315706,
            1.334607,
            1.426182,
            1.768745,
            1.070197
        ],
        [
            512296,
            512296,
            71418,
            817972,
            456515,
            817972
        ],
        [
            -60878,
            -26469,
            -60878,
            -1127530,
            -362783,
            -1127530
        ],
        [
            61,
            39,
            84,
            61,
            39,
            84
        ],
        [
            106,
            82,
            121,
            106,
            82,
            121
        ],
        [
            28,
            20,
            41,
            28,
            20,
            41
        ],
        [
            5120,
            1676,
            3444,
            5120,
            1676,
            3444
        ],
        [
            0,
            0,
            0,
            0,
            0,
            0
        ],
        [
            0,
            0,
            0,
            0,
            0,
            0
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            321985,
            219233,
            -89030,
            -297360,
            -585364,
            -48298
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "FIL_USDT",
    "interval": "8h",
    "packets": 25000,
    "actual_packets": 5418,
    "evaluation_days": 1806,
    "actual_first_datapoint_time": 1602777600000,
    "first_datapoint_time": 1608076800000,
    "last_datapoint_time": 1758787200000,
    "evaluation_time": 1758808933721,
    "expiration_time": 1763468352000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "wma",
        "factors": {
            "length": 185,
            "offset": 0
        }
    },
    "second_band": {
        "type": "hilo",
        "factors": {
            "length": 0,
            "offset": 0
        }
    }
}

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)