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Trade: FIL/USDT/120/HMA/KCB/2112

Strategy
FIL/USDT/120/HMA/KCB/2112
Pair
FIL_USDT
Interval
2h
Score
373509
Daily Profit
0.198945
Profit Factor
1.335769
Profitability
49.063670
Streak
39.694451
Best Strategy
Training Data Length
1818.420000
Evaluation Time
2025-10-08 15:40
Expiration Time
2025-12-13 01:06

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 361765.9537 202924.0321 158841.9216 124052.4449 -480499.655 604552.0999
Total P&L (%) 361.766 202.924 158.8419 124.0524 -480.4997 604.5521
Avg Daily Profit (%) 0.1989 0.1116 0.0874 0.0444 0 0.1074
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -173566 -177864 -90214 -1298536 -1505562 -719350
Profit Factor 1.3358 1.3282 1.346 1.0203 0.8717 1.2547
Total Trades 267 133 134 267 133 134
Winning Trades 131 60 71 131 60 71
Losing Trades 136 73 63 136 73 63
Profitability (%) 49.0637 45.1128 52.9851 49.0637 45.1128 52.9851
Ratio Avg Win / Avg Loss 1.3868 1.616 1.1943 1.0592 1.0605 1.1133
Largest Winning Trade 88386 88386 56926 342948 342948 322218
Largest Losing Trade -43271 -43271 -35023 -343269 -343269 -219717
Avg Bars in Trades 80 89 71 80 89 71
Avg Bars in Winners 97 113 83 97 113 83
Avg Bars in Losers 64 70 57 64 70 57
Bars Traded 21502 11949 9553 21502 11949 9553
Profit Streak 39.6945 39.6945 45.6111 39.6945 39.6945 45.6111
Trades During Streak 3 1 3 3 1 3
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 373509 -44201 -74364 -329404 -580665 -47742
Evaluation Data
{
    "trading_pair": "FIL_USDT",
    "interval": "2h",
    "packets": 25000,
    "actual_packets": 21821,
    "evaluation_days": 1818.42,
    "actual_first_datapoint_time": 1602777600000,
    "first_datapoint_time": 1604203200000,
    "last_datapoint_time": 1759924800000,
    "evaluation_time": 1759927200545,
    "expiration_time": 1765580803200,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "hma",
        "factors": {
            "length": 98,
            "offset": 80
        }
    },
    "second_band": {
        "type": "kcb",
        "factors": {
            "length": 199,
            "offset": 0,
            "scalar": 4
        }
    }
}
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": [
        [
            361765.9536756996,
            202924.0321221881,
            158841.9215535118,
            124052.4449477533,
            -480499.6549749885,
            604552.0999227414
        ],
        [
            361.765954,
            202.924032,
            158.841922,
            124.052445,
            -480.499655,
            604.5521
        ],
        [
            0.198945,
            0.111594,
            0.087352,
            0.044373,
            0,
            0.107425
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -173566,
            -177864,
            -90214,
            -1298536,
            -1505562,
            -719350
        ],
        [
            1.335769,
            1.328186,
            1.345982,
            1.020277,
            0.871663,
            1.254674
        ],
        [
            267,
            133,
            134,
            267,
            133,
            134
        ],
        [
            131,
            60,
            71,
            131,
            60,
            71
        ],
        [
            136,
            73,
            63,
            136,
            73,
            63
        ],
        [
            49.06367,
            45.112782,
            52.985075,
            49.06367,
            45.112782,
            52.985075
        ],
        [
            1.386753,
            1.61596,
            1.194322,
            1.059219,
            1.060523,
            1.113303
        ],
        [
            88386,
            88386,
            56926,
            342948,
            342948,
            322218
        ],
        [
            -43271,
            -43271,
            -35023,
            -343269,
            -343269,
            -219717
        ],
        [
            80,
            89,
            71,
            80,
            89,
            71
        ],
        [
            97,
            113,
            83,
            97,
            113,
            83
        ],
        [
            64,
            70,
            57,
            64,
            70,
            57
        ],
        [
            21502,
            11949,
            9553,
            21502,
            11949,
            9553
        ],
        [
            39.694451,
            39.694451,
            45.611117,
            39.694451,
            39.694451,
            45.611117
        ],
        [
            3,
            1,
            3,
            3,
            1,
            3
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            373509,
            -44201,
            -74364,
            -329404,
            -580665,
            -47742
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "FIL_USDT",
    "interval": "2h",
    "packets": 25000,
    "actual_packets": 21821,
    "evaluation_days": 1818.42,
    "actual_first_datapoint_time": 1602777600000,
    "first_datapoint_time": 1604203200000,
    "last_datapoint_time": 1759924800000,
    "evaluation_time": 1759927200545,
    "expiration_time": 1765580803200,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "hma",
        "factors": {
            "length": 98,
            "offset": 80
        }
    },
    "second_band": {
        "type": "kcb",
        "factors": {
            "length": 199,
            "offset": 0,
            "scalar": 4
        }
    }
}

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)