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Trade: FIL/USDT/720/HWMA/SINWMA/8948

Strategy
FIL/USDT/720/HWMA/SINWMA/8948
Pair
FIL_USDT
Interval
12h
Score
539078
Daily Profit
0.345018
Profit Factor
1.809162
Profitability
60.504202
Streak
43.851029
Best Strategy
Training Data Length
1809.500000
Evaluation Time
2025-09-28 23:25
Expiration Time
2025-11-21 20:50

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 624309.2299 426528.423 197780.807 -807795.0701 311408.9194 -1119203.9895
Total P&L (%) 624.3092 426.5284 197.7808 -807.7951 311.4089 -1119.204
Avg Daily Profit (%) 0.345 0.2357 0.1093 0 0.0782 0
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -141758 -109803 -126734 -1772965 -522924 -2001317
Profit Factor 1.8092 2.1288 1.5024 0.8497 1.1473 0.6567
Total Trades 119 59 60 119 59 60
Winning Trades 72 29 43 48 31 17
Losing Trades 47 30 17 71 28 43
Profitability (%) 60.5042 49.1525 71.6667 40.3361 52.5424 28.3333
Ratio Avg Win / Avg Loss 1.181 2.2022 0.594 1.2568 1.0362 1.661
Largest Winning Trade 292647 292647 55882 963200 302542 963200
Largest Losing Trade -126734 -33047 -126734 -514446 -390332 -514446
Avg Bars in Trades 29 31 26 29 31 26
Avg Bars in Winners 30 33 27 29 32 25
Avg Bars in Losers 27 29 23 28 30 27
Bars Traded 3459 1856 1603 3459 1856 1603
Profit Streak 43.851 43.851 301.851 0 0 0
Trades During Streak 3 1 10 0 0 0
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 539078 -164481 -212016 -582275 -323431 -762304
Evaluation Data
{
    "trading_pair": "FIL_USDT",
    "interval": "12h",
    "packets": 25000,
    "actual_packets": 3619,
    "evaluation_days": 1809.5,
    "actual_first_datapoint_time": 1602763200000,
    "first_datapoint_time": 1609243200000,
    "last_datapoint_time": 1759060800000,
    "evaluation_time": 1759091128894,
    "expiration_time": 1763751024000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "hwma",
        "factors": {
            "length": 0,
            "offset": 73,
            "na": 0.2,
            "nb": 0.1,
            "nc": 0.1
        }
    },
    "second_band": {
        "type": "sinwma",
        "factors": {
            "length": 151,
            "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": [
        [
            624309.2299322915,
            426528.4229819506,
            197780.8069503409,
            -807795.0701313729,
            311408.919395902,
            -1119203.9895272746
        ],
        [
            624.30923,
            426.528423,
            197.780807,
            -807.79507,
            311.408919,
            -1119.20399
        ],
        [
            0.345018,
            0.235716,
            0.109301,
            0,
            0.078197,
            0
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -141758,
            -109803,
            -126734,
            -1772965,
            -522924,
            -2001317
        ],
        [
            1.809162,
            2.128751,
            1.502397,
            0.849694,
            1.147264,
            0.656656
        ],
        [
            119,
            59,
            60,
            119,
            59,
            60
        ],
        [
            72,
            29,
            43,
            48,
            31,
            17
        ],
        [
            47,
            30,
            17,
            71,
            28,
            43
        ],
        [
            60.504202,
            49.152542,
            71.666667,
            40.336134,
            52.542373,
            28.333333
        ],
        [
            1.18098,
            2.202156,
            0.593971,
            1.256839,
            1.036239,
            1.660953
        ],
        [
            292647,
            292647,
            55882,
            963200,
            302542,
            963200
        ],
        [
            -126734,
            -33047,
            -126734,
            -514446,
            -390332,
            -514446
        ],
        [
            29,
            31,
            26,
            29,
            31,
            26
        ],
        [
            30,
            33,
            27,
            29,
            32,
            25
        ],
        [
            27,
            29,
            23,
            28,
            30,
            27
        ],
        [
            3459,
            1856,
            1603,
            3459,
            1856,
            1603
        ],
        [
            43.851029,
            43.851029,
            301.851029,
            0,
            0,
            0
        ],
        [
            3,
            1,
            10,
            0,
            0,
            0
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            539078,
            -164481,
            -212016,
            -582275,
            -323431,
            -762304
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "FIL_USDT",
    "interval": "12h",
    "packets": 25000,
    "actual_packets": 3619,
    "evaluation_days": 1809.5,
    "actual_first_datapoint_time": 1602763200000,
    "first_datapoint_time": 1609243200000,
    "last_datapoint_time": 1759060800000,
    "evaluation_time": 1759091128894,
    "expiration_time": 1763751024000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "hwma",
        "factors": {
            "length": 0,
            "offset": 73,
            "na": 0.2,
            "nb": 0.1,
            "nc": 0.1
        }
    },
    "second_band": {
        "type": "sinwma",
        "factors": {
            "length": 151,
            "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)