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Trade: FIL/USDT/720/T3/FWMA/5189

Strategy
FIL/USDT/720/T3/FWMA/5189
Pair
FIL_USDT
Interval
12h
Score
305984
Daily Profit
0.354542
Profit Factor
2.101088
Profitability
36.792453
Streak
0.000000
Best Strategy
Training Data Length
1805.500000
Evaluation Time
2025-09-27 01:19
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 640124.85 387401.3216 252723.5284 1756077.8987 -420382.2011 2176460.0998
Total P&L (%) 640.1249 387.4013 252.7235 1756.0779 -420.3822 2176.4601
Avg Daily Profit (%) 0.3545 0.2146 0.14 0.1619 0 0.1732
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -71052 -91383 -33699 -2442305 -2315622 -1077666
Profit Factor 2.1011 2.1082 2.0904 1.2064 0.9176 1.6396
Total Trades 106 53 53 106 53 53
Winning Trades 39 15 24 39 15 24
Losing Trades 67 38 29 67 38 29
Profitability (%) 36.7925 28.3019 45.283 36.7925 28.3019 45.283
Ratio Avg Win / Avg Loss 3.6096 5.3407 2.5259 2.0726 2.3247 1.9812
Largest Winning Trade 271848 271848 61692 1544438 1544438 904430
Largest Losing Trade -41248 -41248 -30676 -764909 -764909 -411279
Avg Bars in Trades 32 32 33 32 32 33
Avg Bars in Winners 56 56 55 56 56 55
Avg Bars in Losers 19 22 14 19 22 14
Bars Traded 3483 1716 1767 3483 1716 1767
Profit Streak 0 0 40.9302 0 0 40.9302
Trades During Streak 0 0 1 0 0 1
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 305984 -183840 -183540 125319 -773595 -170426

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": 1606564800000,
    "last_datapoint_time": 1758715200000,
    "evaluation_time": 1758925168670,
    "expiration_time": 1763395056000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}

Factors

{
    "first_band": {
        "type": "t3",
        "factors": {
            "length": 35,
            "offset": 0,
            "a": 0.7835
        }
    },
    "second_band": {
        "type": "fwma",
        "factors": {
            "length": 89,
            "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": [
        [
            640124.8499805534,
            387401.3215638361,
            252723.5284167174,
            1756077.8986639471,
            -420382.2010959898,
            2176460.0997599377
        ],
        [
            640.12485,
            387.401322,
            252.723528,
            1756.077899,
            -420.382201,
            2176.4601
        ],
        [
            0.354542,
            0.214567,
            0.139974,
            0.161917,
            0,
            0.173244
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -71052,
            -91383,
            -33699,
            -2442305,
            -2315622,
            -1077666
        ],
        [
            2.101088,
            2.108166,
            2.090412,
            1.206438,
            0.917631,
            1.639583
        ],
        [
            106,
            53,
            53,
            106,
            53,
            53
        ],
        [
            39,
            15,
            24,
            39,
            15,
            24
        ],
        [
            67,
            38,
            29,
            67,
            38,
            29
        ],
        [
            36.792453,
            28.301887,
            45.283019,
            36.792453,
            28.301887,
            45.283019
        ],
        [
            3.609561,
            5.340687,
            2.525914,
            2.072598,
            2.324665,
            1.981163
        ],
        [
            271848,
            271848,
            61692,
            1544438,
            1544438,
            904430
        ],
        [
            -41248,
            -41248,
            -30676,
            -764909,
            -764909,
            -411279
        ],
        [
            32,
            32,
            33,
            32,
            32,
            33
        ],
        [
            56,
            56,
            55,
            56,
            56,
            55
        ],
        [
            19,
            22,
            14,
            19,
            22,
            14
        ],
        [
            3483,
            1716,
            1767,
            3483,
            1716,
            1767
        ],
        [
            0,
            0,
            40.930193,
            0,
            0,
            40.930193
        ],
        [
            0,
            0,
            1,
            0,
            0,
            1
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            305984,
            -183840,
            -183540,
            125319,
            -773595,
            -170426
        ]
    ]
}
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": 1606564800000,
    "last_datapoint_time": 1758715200000,
    "evaluation_time": 1758925168670,
    "expiration_time": 1763395056000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "t3",
        "factors": {
            "length": 35,
            "offset": 0,
            "a": 0.7835
        }
    },
    "second_band": {
        "type": "fwma",
        "factors": {
            "length": 89,
            "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)