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Trade: FIL/USDT/720/PWMA/HLC3/7490

Strategy
FIL/USDT/720/PWMA/HLC3/7490
Pair
FIL_USDT
Interval
12h
Score
305489
Daily Profit
0.479578
Profit Factor
4.007299
Profitability
30.120482
Streak
0.000000
Best Strategy
Training Data Length
1819.000000
Evaluation Time
2025-10-08 10:26
Expiration Time
2025-12-01 15:40

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 872352.578 629051.6836 243300.8944 3212688.7802 -319415.363 3532104.1431
Total P&L (%) 872.3526 629.0517 243.3009 3212.6888 -319.4154 3532.1041
Avg Daily Profit (%) 0.4796 0.3458 0.1338 0.1926 0 0.1977
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -46123 -46987 -45337 -1846417 -1695597 -1227261
Profit Factor 4.0073 5.27 2.7043 1.3711 0.9289 1.8482
Total Trades 83 42 41 83 42 41
Winning Trades 25 9 16 25 9 16
Losing Trades 58 33 25 58 33 25
Profitability (%) 30.1205 21.4286 39.0244 30.1205 21.4286 39.0244
Ratio Avg Win / Avg Loss 9.2969 19.3233 4.2254 3.181 3.406 2.8878
Largest Winning Trade 618773 618773 68133 1535900 906340 1535900
Largest Losing Trade -24465 -24465 -19204 -643469 -643469 -478320
Avg Bars in Trades 41 29 52 41 29 52
Avg Bars in Winners 101 83 111 101 83 111
Avg Bars in Losers 15 15 15 15 15 15
Bars Traded 3420 1251 2169 3420 1251 2169
Profit Streak 0 0 20.8102 0 0 20.8102
Trades During Streak 0 0 1 0 0 1
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 305489 -27957 -12986 21449 -623234 282432
Evaluation Data
{
    "trading_pair": "FIL_USDT",
    "interval": "12h",
    "packets": 25000,
    "actual_packets": 3638,
    "evaluation_days": 1819,
    "actual_first_datapoint_time": 1602763200000,
    "first_datapoint_time": 1608422400000,
    "last_datapoint_time": 1759881600000,
    "evaluation_time": 1759908404611,
    "expiration_time": 1764596448000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "pwma",
        "factors": {
            "length": 132,
            "offset": 0
        }
    },
    "second_band": {
        "type": "hlc3",
        "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": [
        [
            872352.5780281104,
            629051.683586695,
            243300.894441416,
            3212688.7801605677,
            -319415.3629539689,
            3532104.1431145347
        ],
        [
            872.352578,
            629.051684,
            243.300894,
            3212.68878,
            -319.415363,
            3532.104143
        ],
        [
            0.479578,
            0.345823,
            0.133755,
            0.192618,
            0,
            0.197688
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -46123,
            -46987,
            -45337,
            -1846417,
            -1695597,
            -1227261
        ],
        [
            4.007299,
            5.269986,
            2.704276,
            1.371133,
            0.928897,
            1.848216
        ],
        [
            83,
            42,
            41,
            83,
            42,
            41
        ],
        [
            25,
            9,
            16,
            25,
            9,
            16
        ],
        [
            58,
            33,
            25,
            58,
            33,
            25
        ],
        [
            30.120482,
            21.428571,
            39.02439,
            30.120482,
            21.428571,
            39.02439
        ],
        [
            9.296933,
            19.323282,
            4.225431,
            3.181029,
            3.405955,
            2.887838
        ],
        [
            618773,
            618773,
            68133,
            1535900,
            906340,
            1535900
        ],
        [
            -24465,
            -24465,
            -19204,
            -643469,
            -643469,
            -478320
        ],
        [
            41,
            29,
            52,
            41,
            29,
            52
        ],
        [
            101,
            83,
            111,
            101,
            83,
            111
        ],
        [
            15,
            15,
            15,
            15,
            15,
            15
        ],
        [
            3420,
            1251,
            2169,
            3420,
            1251,
            2169
        ],
        [
            0,
            0,
            20.810238,
            0,
            0,
            20.810239
        ],
        [
            0,
            0,
            1,
            0,
            0,
            1
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            305489,
            -27957,
            -12986,
            21449,
            -623234,
            282432
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "FIL_USDT",
    "interval": "12h",
    "packets": 25000,
    "actual_packets": 3638,
    "evaluation_days": 1819,
    "actual_first_datapoint_time": 1602763200000,
    "first_datapoint_time": 1608422400000,
    "last_datapoint_time": 1759881600000,
    "evaluation_time": 1759908404611,
    "expiration_time": 1764596448000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "pwma",
        "factors": {
            "length": 132,
            "offset": 0
        }
    },
    "second_band": {
        "type": "hlc3",
        "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)