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Trade: FIL/USDT/720/TEMA/HWMA/1122

Strategy
FIL/USDT/720/TEMA/HWMA/1122
Pair
FIL_USDT
Interval
12h
Score
427163
Daily Profit
0.313336
Profit Factor
1.888104
Profitability
44.859813
Streak
37.305417
Best Strategy
Training Data Length
1805.500000
Evaluation Time
2025-09-27 22:19
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 565728.4443 340698.4085 225030.0358 707776.4188 138093.1039 569683.3149
Total P&L (%) 565.7284 340.6984 225.03 707.7764 138.0931 569.6833
Avg Daily Profit (%) 0.3133 0.1887 0.1246 0.1158 0.0481 0.1054
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -148646 -168696 -49057 -1071992 -715923 -588309
Profit Factor 1.8881 1.8284 1.9969 1.2028 1.068 1.3905
Total Trades 107 54 53 107 54 53
Winning Trades 48 17 31 48 17 31
Losing Trades 59 37 22 59 37 22
Profitability (%) 44.8598 31.4815 58.4906 44.8598 31.4815 58.4906
Ratio Avg Win / Avg Loss 2.3208 3.9795 1.4171 1.4785 2.3245 0.9868
Largest Winning Trade 252648 252648 52936 507764 507764 308717
Largest Losing Trade -48492 -30885 -48492 -575602 -235440 -575602
Avg Bars in Trades 32 35 30 32 35 30
Avg Bars in Winners 39 47 35 39 47 35
Avg Bars in Losers 27 29 24 27 29 24
Bars Traded 3517 1898 1619 3517 1898 1619
Profit Streak 37.3054 37.3054 48.3054 37.3054 37.3054 48.3054
Trades During Streak 2 1 1 2 1 1
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 427163 -175996 -202335 -39257 -460320 -231305
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": 1605744000000,
    "last_datapoint_time": 1758715200000,
    "evaluation_time": 1759000788041,
    "expiration_time": 1763395056000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "tema",
        "factors": {
            "length": 70,
            "offset": 0
        }
    },
    "second_band": {
        "type": "hwma",
        "factors": {
            "length": 0,
            "offset": 0,
            "na": 0.18964,
            "nb": 0.1,
            "nc": 0.09843
        }
    }
}
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": [
        [
            565728.4442892951,
            340698.4085354249,
            225030.0357538706,
            707776.4187901987,
            138093.1038678511,
            569683.3149223477
        ],
        [
            565.728444,
            340.698409,
            225.030036,
            707.776419,
            138.093104,
            569.683315
        ],
        [
            0.313336,
            0.1887,
            0.124636,
            0.115775,
            0.048059,
            0.10538
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -148646,
            -168696,
            -49057,
            -1071992,
            -715923,
            -588309
        ],
        [
            1.888104,
            1.828413,
            1.996852,
            1.202844,
            1.068012,
            1.390506
        ],
        [
            107,
            54,
            53,
            107,
            54,
            53
        ],
        [
            48,
            17,
            31,
            48,
            17,
            31
        ],
        [
            59,
            37,
            22,
            59,
            37,
            22
        ],
        [
            44.859813,
            31.481481,
            58.490566,
            44.859813,
            31.481481,
            58.490566
        ],
        [
            2.320795,
            3.979488,
            1.417121,
            1.478496,
            2.324496,
            0.986811
        ],
        [
            252648,
            252648,
            52936,
            507764,
            507764,
            308717
        ],
        [
            -48492,
            -30885,
            -48492,
            -575602,
            -235440,
            -575602
        ],
        [
            32,
            35,
            30,
            32,
            35,
            30
        ],
        [
            39,
            47,
            35,
            39,
            47,
            35
        ],
        [
            27,
            29,
            24,
            27,
            29,
            24
        ],
        [
            3517,
            1898,
            1619,
            3517,
            1898,
            1619
        ],
        [
            37.305417,
            37.305417,
            48.305417,
            37.305417,
            37.305417,
            48.305417
        ],
        [
            2,
            1,
            1,
            2,
            1,
            1
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            427163,
            -175996,
            -202335,
            -39257,
            -460320,
            -231305
        ]
    ]
}
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": 1605744000000,
    "last_datapoint_time": 1758715200000,
    "evaluation_time": 1759000788041,
    "expiration_time": 1763395056000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "tema",
        "factors": {
            "length": 70,
            "offset": 0
        }
    },
    "second_band": {
        "type": "hwma",
        "factors": {
            "length": 0,
            "offset": 0,
            "na": 0.18964,
            "nb": 0.1,
            "nc": 0.09843
        }
    }
}

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)