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Trade: FIL/USDT/360/PWMA/EMA/4499

Strategy
FIL/USDT/360/PWMA/EMA/4499
Pair
FIL_USDT
Interval
6h
Score
453554
Daily Profit
0.313295
Profit Factor
1.654256
Profitability
46.285714
Streak
40.443995
Best Strategy
Training Data Length
1809.250000
Evaluation Time
2025-09-28 19:39
Expiration Time
2025-11-21 20:39

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 566828.2085 382903.4489 183924.7596 268355.8642 -229217.6835 497573.5477
Total P&L (%) 566.8282 382.9034 183.9248 268.3559 -229.2177 497.5735
Avg Daily Profit (%) 0.3133 0.2116 0.1017 0.0721 0 0.0989
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -126735 -156574 -65325 -1605059 -1332641 -709211
Profit Factor 1.6543 1.7912 1.4809 1.0452 0.9297 1.1857
Total Trades 175 88 87 175 88 87
Winning Trades 81 33 48 81 33 48
Losing Trades 94 55 39 94 55 39
Profitability (%) 46.2857 37.5 55.1724 46.2857 37.5 55.1724
Ratio Avg Win / Avg Loss 1.9198 2.9854 1.2033 1.2129 1.5495 0.9634
Largest Winning Trade 354119 354119 53187 653790 653790 358743
Largest Losing Trade -46156 -32879 -46156 -490644 -307707 -490644
Avg Bars in Trades 40 42 38 40 42 38
Avg Bars in Winners 53 56 50 53 56 50
Avg Bars in Losers 29 34 23 29 34 23
Bars Traded 7105 3754 3350 7105 3754 3350
Profit Streak 40.444 40.444 110.444 40.444 40.444 110.444
Trades During Streak 2 1 3 2 1 3
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 453554 233506 -54370 -267061 -582631 -77186
Evaluation Data
{
    "trading_pair": "FIL_USDT",
    "interval": "6h",
    "packets": 25000,
    "actual_packets": 7237,
    "evaluation_days": 1809.25,
    "actual_first_datapoint_time": 1602763200000,
    "first_datapoint_time": 1604577600000,
    "last_datapoint_time": 1759060800000,
    "evaluation_time": 1759077561203,
    "expiration_time": 1763750376000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "pwma",
        "factors": {
            "length": 85,
            "offset": 0
        }
    },
    "second_band": {
        "type": "ema",
        "factors": {
            "length": 70,
            "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": [
        [
            566828.2084825912,
            382903.4488560641,
            183924.7596265269,
            268355.8642154232,
            -229217.6834972473,
            497573.5477126696
        ],
        [
            566.828208,
            382.903449,
            183.92476,
            268.355864,
            -229.217683,
            497.573548
        ],
        [
            0.313295,
            0.211637,
            0.101658,
            0.072093,
            0,
            0.098858
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -126735,
            -156574,
            -65325,
            -1605059,
            -1332641,
            -709211
        ],
        [
            1.654256,
            1.791217,
            1.480939,
            1.045171,
            0.929728,
            1.185728
        ],
        [
            175,
            88,
            87,
            175,
            88,
            87
        ],
        [
            81,
            33,
            48,
            81,
            33,
            48
        ],
        [
            94,
            55,
            39,
            94,
            55,
            39
        ],
        [
            46.285714,
            37.5,
            55.172414,
            46.285714,
            37.5,
            55.172414
        ],
        [
            1.919754,
            2.985362,
            1.203263,
            1.212914,
            1.549546,
            0.963404
        ],
        [
            354119,
            354119,
            53187,
            653790,
            653790,
            358743
        ],
        [
            -46156,
            -32879,
            -46156,
            -490644,
            -307707,
            -490644
        ],
        [
            40,
            42,
            38,
            40,
            42,
            38
        ],
        [
            53,
            56,
            50,
            53,
            56,
            50
        ],
        [
            29,
            34,
            23,
            29,
            34,
            23
        ],
        [
            7105,
            3754,
            3350,
            7105,
            3754,
            3350
        ],
        [
            40.443995,
            40.443995,
            110.443995,
            40.443995,
            40.443995,
            110.443995
        ],
        [
            2,
            1,
            3,
            2,
            1,
            3
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            453554,
            233506,
            -54370,
            -267061,
            -582631,
            -77186
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "FIL_USDT",
    "interval": "6h",
    "packets": 25000,
    "actual_packets": 7237,
    "evaluation_days": 1809.25,
    "actual_first_datapoint_time": 1602763200000,
    "first_datapoint_time": 1604577600000,
    "last_datapoint_time": 1759060800000,
    "evaluation_time": 1759077561203,
    "expiration_time": 1763750376000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "pwma",
        "factors": {
            "length": 85,
            "offset": 0
        }
    },
    "second_band": {
        "type": "ema",
        "factors": {
            "length": 70,
            "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)