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Trade: FIL/USDT/720/HWMA/MIDPRICE/8774

Strategy
FIL/USDT/720/HWMA/MIDPRICE/8774
Pair
FIL_USDT
Interval
12h
Score
473976
Daily Profit
0.382328
Profit Factor
2.096149
Profitability
45.744681
Streak
38.666789
Best Strategy
Training Data Length
1805.500000
Evaluation Time
2025-09-25 19:00
Expiration Time
2025-11-17 17:57

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 690292.8175 526328.6642 163964.1533 135652.3049 -982199.1278 1117851.4327
Total P&L (%) 690.2928 526.3287 163.9642 135.6523 -982.1991 1117.8514
Avg Daily Profit (%) 0.3823 0.2915 0.0908 0.0475 0 0.1385
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -181809 -181253 -99919 -3099634 -2702112 -966255
Profit Factor 2.0961 2.3428 1.6896 1.0245 0.7266 1.5738
Total Trades 94 47 47 94 47 47
Winning Trades 43 19 24 43 19 24
Losing Trades 51 28 23 51 28 23
Profitability (%) 45.7447 40.4255 51.0638 45.7447 40.4255 51.0638
Ratio Avg Win / Avg Loss 2.4861 3.4526 1.6192 1.2151 1.0707 1.5083
Largest Winning Trade 576078 576078 55231 889343 889343 504155
Largest Losing Trade -71321 -37226 -71321 -864742 -837872 -864742
Avg Bars in Trades 36 46 27 36 46 27
Avg Bars in Winners 43 59 31 43 59 31
Avg Bars in Losers 31 37 23 31 37 23
Bars Traded 3466 2175 1291 3466 2175 1291
Profit Streak 38.6668 38.6668 65.1668 38.6668 38.6668 65.1668
Trades During Streak 2 1 1 2 1 1
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 473976 366678 -67464 -323498 -582207 -3740

Evaluation Data

{
    "trading_pair": "FIL_USDT",
    "interval": "12h",
    "packets": 25000,
    "actual_packets": 3611,
    "evaluation_days": 1805.5,
    "actual_first_datapoint_time": 1602763200000,
    "first_datapoint_time": 1608206400000,
    "last_datapoint_time": 1758715200000,
    "evaluation_time": 1758816010544,
    "expiration_time": 1763395056000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}

Factors

{
    "first_band": {
        "type": "hwma",
        "factors": {
            "length": 0,
            "offset": 76,
            "na": 0.2,
            "nb": 0.1,
            "nc": 0.1
        }
    },
    "second_band": {
        "type": "midprice",
        "factors": {
            "length": 127,
            "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": [
        [
            690292.8174835866,
            526328.6641962598,
            163964.1532873262,
            135652.3048621732,
            -982199.1277942625,
            1117851.4326564344
        ],
        [
            690.292817,
            526.328664,
            163.964153,
            135.652305,
            -982.199128,
            1117.851433
        ],
        [
            0.382328,
            0.291514,
            0.090814,
            0.047488,
            0,
            0.138544
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -181809,
            -181253,
            -99919,
            -3099634,
            -2702112,
            -966255
        ],
        [
            2.096149,
            2.342802,
            1.689561,
            1.024485,
            0.726567,
            1.573831
        ],
        [
            94,
            47,
            47,
            94,
            47,
            47
        ],
        [
            43,
            19,
            24,
            43,
            19,
            24
        ],
        [
            51,
            28,
            23,
            51,
            28,
            23
        ],
        [
            45.744681,
            40.425532,
            51.06383,
            45.744681,
            40.425532,
            51.06383
        ],
        [
            2.48613,
            3.452551,
            1.619162,
            1.215087,
            1.07073,
            1.508254
        ],
        [
            576078,
            576078,
            55231,
            889343,
            889343,
            504155
        ],
        [
            -71321,
            -37226,
            -71321,
            -864742,
            -837872,
            -864742
        ],
        [
            36,
            46,
            27,
            36,
            46,
            27
        ],
        [
            43,
            59,
            31,
            43,
            59,
            31
        ],
        [
            31,
            37,
            23,
            31,
            37,
            23
        ],
        [
            3466,
            2175,
            1291,
            3466,
            2175,
            1291
        ],
        [
            38.666789,
            38.666789,
            65.166789,
            38.666789,
            38.666789,
            65.166789
        ],
        [
            2,
            1,
            1,
            2,
            1,
            1
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            473976,
            366678,
            -67464,
            -323498,
            -582207,
            -3740
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "FIL_USDT",
    "interval": "12h",
    "packets": 25000,
    "actual_packets": 3611,
    "evaluation_days": 1805.5,
    "actual_first_datapoint_time": 1602763200000,
    "first_datapoint_time": 1608206400000,
    "last_datapoint_time": 1758715200000,
    "evaluation_time": 1758816010544,
    "expiration_time": 1763395056000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "hwma",
        "factors": {
            "length": 0,
            "offset": 76,
            "na": 0.2,
            "nb": 0.1,
            "nc": 0.1
        }
    },
    "second_band": {
        "type": "midprice",
        "factors": {
            "length": 127,
            "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)