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Trade: FIL/USDT/720/SSF/HWMA/6496

Strategy
FIL/USDT/720/SSF/HWMA/6496
Pair
FIL_USDT
Interval
12h
Score
455554
Daily Profit
0.392705
Profit Factor
1.944560
Profitability
41.208791
Streak
78.374501
Best Strategy
Training Data Length
1805.500000
Evaluation Time
2025-09-25 23:59
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 709028.4559 439036.676 269991.78 2538276.118 312098.6598 2226177.4582
Total P&L (%) 709.0285 439.0367 269.9918 2538.2761 312.0987 2226.1775
Avg Daily Profit (%) 0.3927 0.2432 0.1495 0.1814 0.0785 0.1744
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -88568 -84988 -62467 -1679576 -1264593 -1559729
Profit Factor 1.9446 2.0823 1.7826 1.2324 1.0547 1.4265
Total Trades 182 91 91 182 91 91
Winning Trades 75 28 47 75 28 47
Losing Trades 107 63 44 107 63 44
Profitability (%) 41.2088 30.7692 51.6484 41.2088 30.7692 51.6484
Ratio Avg Win / Avg Loss 2.7742 4.6852 1.6688 1.7583 2.3732 1.3355
Largest Winning Trade 308143 308143 58055 993550 993550 801295
Largest Losing Trade -41271 -16503 -41271 -648114 -389959 -648114
Avg Bars in Trades 19 19 20 19 19 20
Avg Bars in Winners 29 31 27 29 31 27
Avg Bars in Losers 12 13 12 12 13 12
Bars Traded 3584 1742 1842 3584 1742 1842
Profit Streak 78.3745 102.8745 78.3745 78.3745 102.8745 78.3745
Trades During Streak 5 4 2 5 4 2
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 455554 209933 399737 285745 -253500 353535

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": 1602763200000,
    "last_datapoint_time": 1758715200000,
    "evaluation_time": 1758833956890,
    "expiration_time": 1763395056000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}

Factors

{
    "first_band": {
        "type": "ssf",
        "factors": {
            "length": 41,
            "offset": 0,
            "poles": 3
        }
    },
    "second_band": {
        "type": "hwma",
        "factors": {
            "length": 0,
            "offset": 0,
            "na": 0.2,
            "nb": 0.26067,
            "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": [
        [
            709028.4559058449,
            439036.675953254,
            269991.7799525904,
            2538276.118001443,
            312098.6598353541,
            2226177.4581660875
        ],
        [
            709.028456,
            439.036676,
            269.99178,
            2538.276118,
            312.09866,
            2226.177458
        ],
        [
            0.392705,
            0.243166,
            0.149539,
            0.181428,
            0.078463,
            0.174442
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -88568,
            -84988,
            -62467,
            -1679576,
            -1264593,
            -1559729
        ],
        [
            1.94456,
            2.08229,
            1.782611,
            1.232442,
            1.054747,
            1.426526
        ],
        [
            182,
            91,
            91,
            182,
            91,
            91
        ],
        [
            75,
            28,
            47,
            75,
            28,
            47
        ],
        [
            107,
            63,
            44,
            107,
            63,
            44
        ],
        [
            41.208791,
            30.769231,
            51.648352,
            41.208791,
            30.769231,
            51.648352
        ],
        [
            2.774239,
            4.685151,
            1.668827,
            1.758284,
            2.373181,
            1.335471
        ],
        [
            308143,
            308143,
            58055,
            993550,
            993550,
            801295
        ],
        [
            -41271,
            -16503,
            -41271,
            -648114,
            -389959,
            -648114
        ],
        [
            19,
            19,
            20,
            19,
            19,
            20
        ],
        [
            29,
            31,
            27,
            29,
            31,
            27
        ],
        [
            12,
            13,
            12,
            12,
            13,
            12
        ],
        [
            3584,
            1742,
            1842,
            3584,
            1742,
            1842
        ],
        [
            78.374501,
            102.874501,
            78.374501,
            78.374501,
            102.874501,
            78.374501
        ],
        [
            5,
            4,
            2,
            5,
            4,
            2
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            455554,
            209933,
            399737,
            285745,
            -253500,
            353535
        ]
    ]
}
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": 1602763200000,
    "last_datapoint_time": 1758715200000,
    "evaluation_time": 1758833956890,
    "expiration_time": 1763395056000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "ssf",
        "factors": {
            "length": 41,
            "offset": 0,
            "poles": 3
        }
    },
    "second_band": {
        "type": "hwma",
        "factors": {
            "length": 0,
            "offset": 0,
            "na": 0.2,
            "nb": 0.26067,
            "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)