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Trade: FIL/USDT/480/HILO/PWMA/6410

Strategy
FIL/USDT/480/HILO/PWMA/6410
Pair
FIL_USDT
Interval
8h
Score
466916
Daily Profit
0.246644
Profit Factor
1.250136
Profitability
50.355619
Streak
5.622010
Best Strategy
Training Data Length
1817.330000
Evaluation Time
2025-10-07 01:55
Expiration Time
2025-11-30 06:28

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 448233.9934 255717.6726 192516.3209 191686.6223 -924512.9961 1116199.6184
Total P&L (%) 448.234 255.7177 192.5163 191.6866 -924.513 1116.1996
Avg Daily Profit (%) 0.2466 0.1407 0.1059 0.0589 0 0.1376
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -209467 -175932 -67714 -2214677 -1736798 -589250
Profit Factor 1.2501 1.2467 1.2548 1.0211 0.8364 1.327
Total Trades 703 351 352 703 351 352
Winning Trades 354 164 190 354 164 190
Losing Trades 349 187 162 349 187 162
Profitability (%) 50.3556 46.7236 53.9773 50.3556 46.7236 53.9773
Ratio Avg Win / Avg Loss 1.2325 1.4216 1.0699 1.0067 0.9537 1.1314
Largest Winning Trade 95926 95926 30339 369097 325021 369097
Largest Losing Trade -55566 -50509 -55566 -539176 -539176 -252444
Avg Bars in Trades 7 9 5 7 9 5
Avg Bars in Winners 7 10 5 7 10 5
Avg Bars in Losers 7 9 5 7 9 5
Bars Traded 5415 3403 2012 5415 3403 2012
Profit Streak 5.622 6.622 5.622 5.622 6.622 5.622
Trades During Streak 2 1 1 2 1 1
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 466916 -4461 -48970 -306337 -579806 -5937
Evaluation Data
{
    "trading_pair": "FIL_USDT",
    "interval": "8h",
    "packets": 25000,
    "actual_packets": 5452,
    "evaluation_days": 1817.33,
    "actual_first_datapoint_time": 1602777600000,
    "first_datapoint_time": 1603382400000,
    "last_datapoint_time": 1759766400000,
    "evaluation_time": 1759791341707,
    "expiration_time": 1764476928000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "hilo",
        "factors": {
            "length": 0,
            "offset": 0
        }
    },
    "second_band": {
        "type": "pwma",
        "factors": {
            "length": 21,
            "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": [
        [
            448233.9934261981,
            255717.6725737104,
            192516.3208524872,
            191686.622275712,
            -924512.996134582,
            1116199.6184102944
        ],
        [
            448.233993,
            255.717673,
            192.516321,
            191.686622,
            -924.512996,
            1116.199618
        ],
        [
            0.246644,
            0.140711,
            0.105934,
            0.058923,
            0,
            0.137566
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -209467,
            -175932,
            -67714,
            -2214677,
            -1736798,
            -589250
        ],
        [
            1.250136,
            1.246728,
            1.254812,
            1.021146,
            0.83641,
            1.326983
        ],
        [
            703,
            351,
            352,
            703,
            351,
            352
        ],
        [
            354,
            164,
            190,
            354,
            164,
            190
        ],
        [
            349,
            187,
            162,
            349,
            187,
            162
        ],
        [
            50.355619,
            46.723647,
            53.977273,
            50.355619,
            46.723647,
            53.977273
        ],
        [
            1.232479,
            1.421574,
            1.069892,
            1.006723,
            0.953711,
            1.131427
        ],
        [
            95926,
            95926,
            30339,
            369097,
            325021,
            369097
        ],
        [
            -55566,
            -50509,
            -55566,
            -539176,
            -539176,
            -252444
        ],
        [
            7,
            9,
            5,
            7,
            9,
            5
        ],
        [
            7,
            10,
            5,
            7,
            10,
            5
        ],
        [
            7,
            9,
            5,
            7,
            9,
            5
        ],
        [
            5415,
            3403,
            2012,
            5415,
            3403,
            2012
        ],
        [
            5.62201,
            6.62201,
            5.62201,
            5.62201,
            6.62201,
            5.62201
        ],
        [
            2,
            1,
            1,
            2,
            1,
            1
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            466916,
            -4461,
            -48970,
            -306337,
            -579806,
            -5937
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "FIL_USDT",
    "interval": "8h",
    "packets": 25000,
    "actual_packets": 5452,
    "evaluation_days": 1817.33,
    "actual_first_datapoint_time": 1602777600000,
    "first_datapoint_time": 1603382400000,
    "last_datapoint_time": 1759766400000,
    "evaluation_time": 1759791341707,
    "expiration_time": 1764476928000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "hilo",
        "factors": {
            "length": 0,
            "offset": 0
        }
    },
    "second_band": {
        "type": "pwma",
        "factors": {
            "length": 21,
            "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)