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Trade: FIL/USDT/720/HILO/FWMA/4444

Strategy
FIL/USDT/720/HILO/FWMA/4444
Pair
FIL_USDT
Interval
12h
Score
301474
Daily Profit
0.315357
Profit Factor
1.698945
Profitability
35.148515
Streak
16.871461
Best Strategy
Training Data Length
1817.000000
Evaluation Time
2025-10-06 11:54
Expiration Time
2025-11-29 14:14

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 573003.034 359076.041 213926.993 887964.3422 -155586.1952 1043550.5375
Total P&L (%) 573.003 359.076 213.927 887.9643 -155.5862 1043.5505
Avg Daily Profit (%) 0.3154 0.1976 0.1177 0.1261 0 0.1342
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -70145 -108719 -54394 -1080776 -1002471 -729586
Profit Factor 1.6989 1.7583 1.6178 1.1072 0.9671 1.2941
Total Trades 202 101 101 202 101 101
Winning Trades 71 27 44 71 27 44
Losing Trades 131 74 57 131 74 57
Profitability (%) 35.1485 26.7327 43.5644 35.1485 26.7327 43.5644
Ratio Avg Win / Avg Loss 3.1347 4.8191 2.0958 2.0428 2.6507 1.6764
Largest Winning Trade 285094 285094 54549 648631 648631 355070
Largest Losing Trade -21965 -18602 -21965 -200184 -200184 -194562
Avg Bars in Trades 17 16 17 17 16 17
Avg Bars in Winners 31 34 29 31 34 29
Avg Bars in Losers 9 9 8 9 9 8
Bars Traded 3437 1648 1789 3437 1648 1789
Profit Streak 16.8715 0 19.8715 16.8715 0 19.8715
Trades During Streak 1 0 1 1 0 1
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 301474 -11250 -34716 -129579 -600185 -14255
Evaluation Data
{
    "trading_pair": "FIL_USDT",
    "interval": "12h",
    "packets": 25000,
    "actual_packets": 3634,
    "evaluation_days": 1817,
    "actual_first_datapoint_time": 1602763200000,
    "first_datapoint_time": 1610452800000,
    "last_datapoint_time": 1759708800000,
    "evaluation_time": 1759740894217,
    "expiration_time": 1764418464000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "hilo",
        "factors": {
            "length": 0,
            "offset": 0
        }
    },
    "second_band": {
        "type": "fwma",
        "factors": {
            "length": 179,
            "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": [
        [
            573003.033968857,
            359076.0409883157,
            213926.9929805408,
            887964.3422453006,
            -155586.1952322877,
            1043550.5374775876
        ],
        [
            573.003034,
            359.076041,
            213.926993,
            887.964342,
            -155.586195,
            1043.550537
        ],
        [
            0.315357,
            0.19762,
            0.117736,
            0.126138,
            0,
            0.134197
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -70145,
            -108719,
            -54394,
            -1080776,
            -1002471,
            -729586
        ],
        [
            1.698945,
            1.758304,
            1.617775,
            1.107192,
            0.967145,
            1.294093
        ],
        [
            202,
            101,
            101,
            202,
            101,
            101
        ],
        [
            71,
            27,
            44,
            71,
            27,
            44
        ],
        [
            131,
            74,
            57,
            131,
            74,
            57
        ],
        [
            35.148515,
            26.732673,
            43.564356,
            35.148515,
            26.732673,
            43.564356
        ],
        [
            3.134673,
            4.819056,
            2.095754,
            2.042848,
            2.650692,
            1.676438
        ],
        [
            285094,
            285094,
            54549,
            648631,
            648631,
            355070
        ],
        [
            -21965,
            -18602,
            -21965,
            -200184,
            -200184,
            -194562
        ],
        [
            17,
            16,
            17,
            17,
            16,
            17
        ],
        [
            31,
            34,
            29,
            31,
            34,
            29
        ],
        [
            9,
            9,
            8,
            9,
            9,
            8
        ],
        [
            3437,
            1648,
            1789,
            3437,
            1648,
            1789
        ],
        [
            16.871461,
            0,
            19.871461,
            16.871461,
            0,
            19.871461
        ],
        [
            1,
            0,
            1,
            1,
            0,
            1
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            301474,
            -11250,
            -34716,
            -129579,
            -600185,
            -14255
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "FIL_USDT",
    "interval": "12h",
    "packets": 25000,
    "actual_packets": 3634,
    "evaluation_days": 1817,
    "actual_first_datapoint_time": 1602763200000,
    "first_datapoint_time": 1610452800000,
    "last_datapoint_time": 1759708800000,
    "evaluation_time": 1759740894217,
    "expiration_time": 1764418464000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "hilo",
        "factors": {
            "length": 0,
            "offset": 0
        }
    },
    "second_band": {
        "type": "fwma",
        "factors": {
            "length": 179,
            "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)