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Trade: FIL/USDT/720/EMA/HWMA/3211

Strategy
FIL/USDT/720/EMA/HWMA/3211
Pair
FIL_USDT
Interval
12h
Score
314964
Daily Profit
0.337502
Profit Factor
1.980989
Profitability
33.802817
Streak
47.476738
Best Strategy
Training Data Length
1815.500000
Evaluation Time
2025-10-05 02:26
Expiration Time
2025-11-28 01:09

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 612735.7558 361288.8467 251446.9092 1987773.0934 -209293.3593 2197066.4528
Total P&L (%) 612.7358 361.2888 251.4469 1987.7731 -209.2934 2197.0665
Avg Daily Profit (%) 0.3375 0.199 0.1385 0.1675 0 0.1728
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -64714 -61411 -37125 -1992887 -2440963 -988423
Profit Factor 1.981 2.0199 1.93 1.1664 0.9684 1.4131
Total Trades 142 71 71 142 71 71
Winning Trades 48 17 31 48 17 31
Losing Trades 94 54 40 94 54 40
Profitability (%) 33.8028 23.9437 43.662 33.8028 23.9437 43.662
Ratio Avg Win / Avg Loss 3.8794 6.4161 2.4904 2.2842 3.0762 1.8234
Largest Winning Trade 270673 270673 72680 1492596 1492596 1081942
Largest Losing Trade -18869 -16503 -18869 -562849 -373419 -562849
Avg Bars in Trades 25 19 30 25 19 30
Avg Bars in Winners 50 46 52 50 46 52
Avg Bars in Losers 12 11 13 12 11 13
Bars Traded 3582 1410 2172 3582 1410 2172
Profit Streak 47.4767 47.4767 56.9767 47.4767 47.4767 56.9767
Trades During Streak 3 1 2 3 1 2
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 314964 -109139 -92916 -32865 -698591 -78751
Evaluation Data
{
    "trading_pair": "FIL_USDT",
    "interval": "12h",
    "packets": 25000,
    "actual_packets": 3631,
    "evaluation_days": 1815.5,
    "actual_first_datapoint_time": 1602763200000,
    "first_datapoint_time": 1604318400000,
    "last_datapoint_time": 1759579200000,
    "evaluation_time": 1759620390205,
    "expiration_time": 1764284976000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "ema",
        "factors": {
            "length": 37,
            "offset": 0
        }
    },
    "second_band": {
        "type": "hwma",
        "factors": {
            "length": 0,
            "offset": 0,
            "na": 0.33332,
            "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": [
        [
            612735.7558464217,
            361288.8466948508,
            251446.9091515709,
            1987773.0934459916,
            -209293.3593494992,
            2197066.45279549
        ],
        [
            612.735756,
            361.288847,
            251.446909,
            1987.773093,
            -209.293359,
            2197.066453
        ],
        [
            0.337502,
            0.199002,
            0.1385,
            0.167515,
            0,
            0.172786
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -64714,
            -61411,
            -37125,
            -1992887,
            -2440963,
            -988423
        ],
        [
            1.980989,
            2.019877,
            1.930036,
            1.16638,
            0.968428,
            1.413125
        ],
        [
            142,
            71,
            71,
            142,
            71,
            71
        ],
        [
            48,
            17,
            31,
            48,
            17,
            31
        ],
        [
            94,
            54,
            40,
            94,
            54,
            40
        ],
        [
            33.802817,
            23.943662,
            43.661972,
            33.802817,
            23.943662,
            43.661972
        ],
        [
            3.879437,
            6.416079,
            2.490369,
            2.28416,
            3.076183,
            1.823387
        ],
        [
            270673,
            270673,
            72680,
            1492596,
            1492596,
            1081942
        ],
        [
            -18869,
            -16503,
            -18869,
            -562849,
            -373419,
            -562849
        ],
        [
            25,
            19,
            30,
            25,
            19,
            30
        ],
        [
            50,
            46,
            52,
            50,
            46,
            52
        ],
        [
            12,
            11,
            13,
            12,
            11,
            13
        ],
        [
            3582,
            1410,
            2172,
            3582,
            1410,
            2172
        ],
        [
            47.476738,
            47.476738,
            56.976738,
            47.476738,
            47.476738,
            56.976738
        ],
        [
            3,
            1,
            2,
            3,
            1,
            2
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            314964,
            -109139,
            -92916,
            -32865,
            -698591,
            -78751
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "FIL_USDT",
    "interval": "12h",
    "packets": 25000,
    "actual_packets": 3631,
    "evaluation_days": 1815.5,
    "actual_first_datapoint_time": 1602763200000,
    "first_datapoint_time": 1604318400000,
    "last_datapoint_time": 1759579200000,
    "evaluation_time": 1759620390205,
    "expiration_time": 1764284976000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "ema",
        "factors": {
            "length": 37,
            "offset": 0
        }
    },
    "second_band": {
        "type": "hwma",
        "factors": {
            "length": 0,
            "offset": 0,
            "na": 0.33332,
            "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)