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Trade: FIL/USDT/360/PWMA/MIDPRICE/7368

Strategy
FIL/USDT/360/PWMA/MIDPRICE/7368
Pair
FIL_USDT
Interval
6h
Score
477084
Daily Profit
0.348887
Profit Factor
1.880905
Profitability
48.591549
Streak
24.781015
Best Strategy
Training Data Length
1811.250000
Evaluation Time
2025-09-30 21:44
Expiration Time
2025-11-23 22:06

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 631920.8613 402337.4615 229583.3998 640597.5794 223430.9352 417166.6442
Total P&L (%) 631.9209 402.3375 229.5834 640.5976 223.4309 417.1666
Avg Daily Profit (%) 0.3489 0.2221 0.1268 0.1106 0.0648 0.0908
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -154525 -161652 -75127 -855039 -668557 -679832
Profit Factor 1.8809 1.8295 1.9882 1.1921 1.115 1.2996
Total Trades 142 71 71 142 71 71
Winning Trades 69 27 42 69 27 42
Losing Trades 73 44 29 73 44 29
Profitability (%) 48.5915 38.0282 59.1549 48.5915 38.0282 59.1549
Ratio Avg Win / Avg Loss 1.9899 2.9815 1.3728 1.2612 1.8171 0.8973
Largest Winning Trade 317460 317460 44904 459398 459398 241636
Largest Losing Trade -67371 -31981 -67371 -624058 -228644 -624058
Avg Bars in Trades 49 63 35 49 63 35
Avg Bars in Winners 58 85 40 58 85 40
Avg Bars in Losers 41 50 28 41 50 28
Bars Traded 7063 4529 2534 7063 4529 2534
Profit Streak 24.781 26.281 0 24.781 26.281 0
Trades During Streak 1 1 0 1 1 0
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 477084 -79790 -106628 -53779 -290337 -158867
Evaluation Data
{
    "trading_pair": "FIL_USDT",
    "interval": "6h",
    "packets": 25000,
    "actual_packets": 7245,
    "evaluation_days": 1811.25,
    "actual_first_datapoint_time": 1602763200000,
    "first_datapoint_time": 1605463200000,
    "last_datapoint_time": 1759233600000,
    "evaluation_time": 1759257879674,
    "expiration_time": 1763928360000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "pwma",
        "factors": {
            "length": 107,
            "offset": 0
        }
    },
    "second_band": {
        "type": "midprice",
        "factors": {
            "length": 126,
            "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": [
        [
            631920.8613288052,
            402337.4615033779,
            229583.3998254267,
            640597.5793850005,
            223430.9352246453,
            417166.644160355
        ],
        [
            631.920861,
            402.337462,
            229.5834,
            640.597579,
            223.430935,
            417.166644
        ],
        [
            0.348887,
            0.222132,
            0.126754,
            0.110608,
            0.064828,
            0.090763
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -154525,
            -161652,
            -75127,
            -855039,
            -668557,
            -679832
        ],
        [
            1.880905,
            1.829531,
            1.98815,
            1.19208,
            1.115018,
            1.299587
        ],
        [
            142,
            71,
            71,
            142,
            71,
            71
        ],
        [
            69,
            27,
            42,
            69,
            27,
            42
        ],
        [
            73,
            44,
            29,
            73,
            44,
            29
        ],
        [
            48.591549,
            38.028169,
            59.15493,
            48.591549,
            38.028169,
            59.15493
        ],
        [
            1.989943,
            2.981459,
            1.37277,
            1.261186,
            1.817066,
            0.897334
        ],
        [
            317460,
            317460,
            44904,
            459398,
            459398,
            241636
        ],
        [
            -67371,
            -31981,
            -67371,
            -624058,
            -228644,
            -624058
        ],
        [
            49,
            63,
            35,
            49,
            63,
            35
        ],
        [
            58,
            85,
            40,
            58,
            85,
            40
        ],
        [
            41,
            50,
            28,
            41,
            50,
            28
        ],
        [
            7063,
            4529,
            2534,
            7063,
            4529,
            2534
        ],
        [
            24.781015,
            26.281015,
            0,
            24.781015,
            26.281015,
            0
        ],
        [
            1,
            1,
            0,
            1,
            1,
            0
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            477084,
            -79790,
            -106628,
            -53779,
            -290337,
            -158867
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "FIL_USDT",
    "interval": "6h",
    "packets": 25000,
    "actual_packets": 7245,
    "evaluation_days": 1811.25,
    "actual_first_datapoint_time": 1602763200000,
    "first_datapoint_time": 1605463200000,
    "last_datapoint_time": 1759233600000,
    "evaluation_time": 1759257879674,
    "expiration_time": 1763928360000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "pwma",
        "factors": {
            "length": 107,
            "offset": 0
        }
    },
    "second_band": {
        "type": "midprice",
        "factors": {
            "length": 126,
            "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)