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Trade: STX/USDT/720/HWMA/WMA/1203

Strategy
STX/USDT/720/HWMA/WMA/1203
Pair
STX_USDT
Interval
12h
Score
456548
Daily Profit
0.167284
Profit Factor
2.079215
Profitability
53.846154
Streak
53.837319
Best Strategy
Training Data Length
2171.000000
Evaluation Time
2025-10-03 23:05
Expiration Time
2025-12-07 17:07

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L -841841.4923 123793.1592 -965634.6515 -44397.8426 3666417.1678 -3710815.0104
Total P&L (%) -841.8415 123.7932 -965.6347 -44.3978 3666.4172 -3710.815
Avg Daily Profit (%) -0.3878 0.057 -0.4448 -0.027 0.1673 0
Buy And Hold Return (%) 536.5482 536.5482 536.5482 536.5482 536.5482 536.5482
Max Trade Drawdown -1096515 -121055 -1106494 -5187146 -2399154 -5690705
Profit Factor 0.4695 1.4284 0.2561 0.9969 2.0792 0.6649
Total Trades 79 39 40 79 39 40
Winning Trades 49 22 27 45 21 24
Losing Trades 30 17 13 34 18 16
Profitability (%) 62.0253 56.4103 67.5 56.962 53.8462 60
Ratio Avg Win / Avg Loss 0.2875 1.1038 0.1233 0.7532 1.7822 0.4433
Largest Winning Trade 63505 63505 56462 2631252 2333665 2631252
Largest Losing Trade -757108 -64823 -757108 -4606323 -712981 -4606323
Avg Bars in Trades 52 54 50 52 54 50
Avg Bars in Winners 23 25 21 44 55 35
Avg Bars in Losers 100 92 110 62 53 72
Bars Traded 4140 2123 2017 4140 2123 2017
Profit Streak 53.8373 53.8373 65.3373 53.8373 53.8373 65.3373
Trades During Streak 3 1 2 3 1 2
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score -608812 -280273 -577509 -609468 456548 -578481
Evaluation Data
{
    "trading_pair": "STX_USDT",
    "interval": "12h",
    "packets": 25000,
    "actual_packets": 4342,
    "evaluation_days": 2171,
    "actual_first_datapoint_time": 1571961600000,
    "first_datapoint_time": 1579176000000,
    "last_datapoint_time": 1759492800000,
    "evaluation_time": 1759521944379,
    "expiration_time": 1765120032000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "hwma",
        "factors": {
            "length": 0,
            "offset": 0,
            "na": 0.2,
            "nb": 0.0938,
            "nc": 0.11561
        }
    },
    "second_band": {
        "type": "wma",
        "factors": {
            "length": 168,
            "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": [
        [
            -841841.4922943277,
            123793.1591697879,
            -965634.6514641161,
            -44397.8425807939,
            3666417.1677984213,
            -3710815.0103792152
        ],
        [
            -841.841492,
            123.793159,
            -965.634651,
            -44.397843,
            3666.417168,
            -3710.81501
        ],
        [
            -0.387767,
            0.057021,
            -0.444788,
            -0.027032,
            0.167284,
            0
        ],
        [
            536.548223,
            536.548223,
            536.548223,
            536.548223,
            536.548223,
            536.548223
        ],
        [
            -1096515,
            -121055,
            -1106494,
            -5187146,
            -2399154,
            -5690705
        ],
        [
            0.469535,
            1.428389,
            0.256068,
            0.996932,
            2.079215,
            0.664928
        ],
        [
            79,
            39,
            40,
            79,
            39,
            40
        ],
        [
            49,
            22,
            27,
            45,
            21,
            24
        ],
        [
            30,
            17,
            13,
            34,
            18,
            16
        ],
        [
            62.025316,
            56.410256,
            67.5,
            56.962025,
            53.846154,
            60
        ],
        [
            0.287471,
            1.103755,
            0.123292,
            0.753238,
            1.782184,
            0.443285
        ],
        [
            63505,
            63505,
            56462,
            2631252,
            2333665,
            2631252
        ],
        [
            -757108,
            -64823,
            -757108,
            -4606323,
            -712981,
            -4606323
        ],
        [
            52,
            54,
            50,
            52,
            54,
            50
        ],
        [
            23,
            25,
            21,
            44,
            55,
            35
        ],
        [
            100,
            92,
            110,
            62,
            53,
            72
        ],
        [
            4140,
            2123,
            2017,
            4140,
            2123,
            2017
        ],
        [
            53.837319,
            53.837319,
            65.337319,
            53.837319,
            53.837319,
            65.337319
        ],
        [
            3,
            1,
            2,
            3,
            1,
            2
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            -608812,
            -280273,
            -577509,
            -609468,
            456548,
            -578481
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "STX_USDT",
    "interval": "12h",
    "packets": 25000,
    "actual_packets": 4342,
    "evaluation_days": 2171,
    "actual_first_datapoint_time": 1571961600000,
    "first_datapoint_time": 1579176000000,
    "last_datapoint_time": 1759492800000,
    "evaluation_time": 1759521944379,
    "expiration_time": 1765120032000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "hwma",
        "factors": {
            "length": 0,
            "offset": 0,
            "na": 0.2,
            "nb": 0.0938,
            "nc": 0.11561
        }
    },
    "second_band": {
        "type": "wma",
        "factors": {
            "length": 168,
            "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)