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Trade: FIL/USDT/480/WMA/OHLC4/1440

Strategy
FIL/USDT/480/WMA/OHLC4/1440
Pair
FIL_USDT
Interval
8h
Score
301115
Daily Profit
0.293391
Profit Factor
1.386161
Profitability
33.601286
Streak
10.282757
Best Strategy
Training Data Length
1810.330000
Evaluation Time
2025-09-30 01:47
Expiration Time
2025-11-23 01:26

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 531134.3943 278952.8044 252181.5898 1331519.8475 -809627.4851 2141147.3325
Total P&L (%) 531.1344 278.9528 252.1816 1331.5198 -809.6275 2141.1473
Avg Daily Profit (%) 0.2934 0.1541 0.1393 0.1471 0 0.1719
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -125161 -104681 -64752 -3641567 -2894742 -1467363
Profit Factor 1.3862 1.3913 1.3806 1.0617 0.9267 1.2033
Total Trades 622 311 311 622 311 311
Winning Trades 209 96 113 209 96 113
Losing Trades 413 215 198 413 215 198
Profitability (%) 33.6013 30.8682 36.3344 33.6013 30.8682 36.3344
Ratio Avg Win / Avg Loss 2.7392 3.116 2.4191 2.098 2.0755 2.1085
Largest Winning Trade 109535 109535 51111 1100246 1026455 1100246
Largest Losing Trade -14385 -14294 -14385 -305975 -305975 -290201
Avg Bars in Trades 8 8 9 8 8 9
Avg Bars in Winners 17 16 17 17 16 17
Avg Bars in Losers 4 4 4 4 4 4
Bars Traded 5399 2495 2904 5399 2495 2904
Profit Streak 10.2828 0 13.2828 10.2828 0 13.2828
Trades During Streak 1 0 1 1 0 1
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 301115 104047 -8744 -149977 -584091 181481
Evaluation Data
{
    "trading_pair": "FIL_USDT",
    "interval": "8h",
    "packets": 25000,
    "actual_packets": 5431,
    "evaluation_days": 1810.33,
    "actual_first_datapoint_time": 1602777600000,
    "first_datapoint_time": 1603267200000,
    "last_datapoint_time": 1759161600000,
    "evaluation_time": 1759186030257,
    "expiration_time": 1763853984000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "wma",
        "factors": {
            "length": 18,
            "offset": 0
        }
    },
    "second_band": {
        "type": "ohlc4",
        "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": [
        [
            531134.394278693,
            278952.8044459002,
            252181.5898327932,
            1331519.8474613968,
            -809627.4850507082,
            2141147.3325121067
        ],
        [
            531.134394,
            278.952804,
            252.18159,
            1331.519847,
            -809.627485,
            2141.147333
        ],
        [
            0.293391,
            0.154089,
            0.139301,
            0.147116,
            0,
            0.171916
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -125161,
            -104681,
            -64752,
            -3641567,
            -2894742,
            -1467363
        ],
        [
            1.386161,
            1.391328,
            1.380602,
            1.061697,
            0.926736,
            1.203323
        ],
        [
            622,
            311,
            311,
            622,
            311,
            311
        ],
        [
            209,
            96,
            113,
            209,
            96,
            113
        ],
        [
            413,
            215,
            198,
            413,
            215,
            198
        ],
        [
            33.601286,
            30.868167,
            36.334405,
            33.601286,
            30.868167,
            36.334405
        ],
        [
            2.73916,
            3.115996,
            2.419107,
            2.097995,
            2.075501,
            2.108477
        ],
        [
            109535,
            109535,
            51111,
            1100246,
            1026455,
            1100246
        ],
        [
            -14385,
            -14294,
            -14385,
            -305975,
            -305975,
            -290201
        ],
        [
            8,
            8,
            9,
            8,
            8,
            9
        ],
        [
            17,
            16,
            17,
            17,
            16,
            17
        ],
        [
            4,
            4,
            4,
            4,
            4,
            4
        ],
        [
            5399,
            2495,
            2904,
            5399,
            2495,
            2904
        ],
        [
            10.282757,
            0,
            13.282757,
            10.282758,
            0,
            13.282758
        ],
        [
            1,
            0,
            1,
            1,
            0,
            1
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            301115,
            104047,
            -8744,
            -149977,
            -584091,
            181481
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "FIL_USDT",
    "interval": "8h",
    "packets": 25000,
    "actual_packets": 5431,
    "evaluation_days": 1810.33,
    "actual_first_datapoint_time": 1602777600000,
    "first_datapoint_time": 1603267200000,
    "last_datapoint_time": 1759161600000,
    "evaluation_time": 1759186030257,
    "expiration_time": 1763853984000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "wma",
        "factors": {
            "length": 18,
            "offset": 0
        }
    },
    "second_band": {
        "type": "ohlc4",
        "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)