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Trade: FIL/USDT/360/WMA/PWMA/6479

Strategy
FIL/USDT/360/WMA/PWMA/6479
Pair
FIL_USDT
Interval
6h
Score
459589
Daily Profit
0.431969
Profit Factor
2.680451
Profitability
45.454545
Streak
3.271260
Best Strategy
Training Data Length
1820.000000
Evaluation Time
2025-10-09 15:30
Expiration Time
2025-12-02 22:24

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 786183.4672 536008.155 250175.3122 2529831.9326 -1488772.8458 4018604.7784
Total P&L (%) 786.1835 536.0082 250.1753 2529.8319 -1488.7728 4018.6048
Avg Daily Profit (%) 0.432 0.2945 0.1375 0.1798 0 0.2045
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -113164 -87388 -43675 -7671067 -6227356 -2671825
Profit Factor 2.6805 3.0063 2.2466 1.1205 0.8808 1.4722
Total Trades 110 55 55 110 55 55
Winning Trades 50 19 31 50 19 31
Losing Trades 60 36 24 60 36 24
Profitability (%) 45.4545 34.5455 56.3636 45.4545 34.5455 56.3636
Ratio Avg Win / Avg Loss 3.2165 5.6962 1.7393 1.3446 1.6689 1.1398
Largest Winning Trade 483861 483861 68857 2581480 2581480 2133771
Largest Losing Trade -40734 -26290 -40734 -1380838 -1160036 -1380838
Avg Bars in Trades 64 44 83 64 44 83
Avg Bars in Winners 101 78 116 101 78 116
Avg Bars in Losers 32 27 40 32 27 40
Bars Traded 7054 2467 4587 7054 2467 4587
Profit Streak 3.2713 0 4.2713 3.2713 0 4.2713
Trades During Streak 1 0 1 1 0 1
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 459589 -171755 -184449 -82509 -764343 -169985
Evaluation Data
{
    "trading_pair": "FIL_USDT",
    "interval": "6h",
    "packets": 25000,
    "actual_packets": 7280,
    "evaluation_days": 1820,
    "actual_first_datapoint_time": 1602763200000,
    "first_datapoint_time": 1607493600000,
    "last_datapoint_time": 1759989600000,
    "evaluation_time": 1760013036861,
    "expiration_time": 1764707040000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "wma",
        "factors": {
            "length": 220,
            "offset": 0
        }
    },
    "second_band": {
        "type": "pwma",
        "factors": {
            "length": 20,
            "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": [
        [
            786183.4672410421,
            536008.1550453118,
            250175.3121957305,
            2529831.9326276784,
            -1488772.8457700994,
            4018604.7783977813
        ],
        [
            786.183467,
            536.008155,
            250.175312,
            2529.831933,
            -1488.772846,
            4018.604778
        ],
        [
            0.431969,
            0.29451,
            0.137459,
            0.179805,
            0,
            0.2045
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -113164,
            -87388,
            -43675,
            -7671067,
            -6227356,
            -2671825
        ],
        [
            2.680451,
            3.006328,
            2.246626,
            1.120473,
            0.880787,
            1.47218
        ],
        [
            110,
            55,
            55,
            110,
            55,
            55
        ],
        [
            50,
            19,
            31,
            50,
            19,
            31
        ],
        [
            60,
            36,
            24,
            60,
            36,
            24
        ],
        [
            45.454545,
            34.545455,
            56.363636,
            45.454545,
            34.545455,
            56.363636
        ],
        [
            3.216541,
            5.6962,
            1.739323,
            1.344568,
            1.66886,
            1.139753
        ],
        [
            483861,
            483861,
            68857,
            2581480,
            2581480,
            2133771
        ],
        [
            -40734,
            -26290,
            -40734,
            -1380838,
            -1160036,
            -1380838
        ],
        [
            64,
            44,
            83,
            64,
            44,
            83
        ],
        [
            101,
            78,
            116,
            101,
            78,
            116
        ],
        [
            32,
            27,
            40,
            32,
            27,
            40
        ],
        [
            7054,
            2467,
            4587,
            7054,
            2467,
            4587
        ],
        [
            3.27126,
            0,
            4.27126,
            3.27126,
            0,
            4.27126
        ],
        [
            1,
            0,
            1,
            1,
            0,
            1
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            459589,
            -171755,
            -184449,
            -82509,
            -764343,
            -169985
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "FIL_USDT",
    "interval": "6h",
    "packets": 25000,
    "actual_packets": 7280,
    "evaluation_days": 1820,
    "actual_first_datapoint_time": 1602763200000,
    "first_datapoint_time": 1607493600000,
    "last_datapoint_time": 1759989600000,
    "evaluation_time": 1760013036861,
    "expiration_time": 1764707040000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "wma",
        "factors": {
            "length": 220,
            "offset": 0
        }
    },
    "second_band": {
        "type": "pwma",
        "factors": {
            "length": 20,
            "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)