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Trade: FIL/USDT/240/PWMA/SWMA/3267

Strategy
FIL/USDT/240/PWMA/SWMA/3267
Pair
FIL_USDT
Interval
4h
Score
403531
Daily Profit
0.307494
Profit Factor
1.734467
Profitability
45.222930
Streak
0.000000
Best Strategy
Training Data Length
1812.170000
Evaluation Time
2025-10-01 21:06
Expiration Time
2025-11-25 02:45

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 557231.9862 354358.6114 202873.3747 290995.7334 398789.5583 -107793.825
Total P&L (%) 557.232 354.3586 202.8734 290.9957 398.7896 -107.7938
Avg Daily Profit (%) 0.3075 0.1955 0.112 0.0753 0.0887 0
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -149439 -80380 -101031 -2342372 -906715 -2067231
Profit Factor 1.7345 1.8417 1.6008 1.046 1.1362 0.9683
Total Trades 157 79 78 157 79 78
Winning Trades 71 29 42 71 29 42
Losing Trades 86 50 36 86 50 36
Profitability (%) 45.2229 36.7089 53.8462 45.2229 36.7089 53.8462
Ratio Avg Win / Avg Loss 2.1009 3.1753 1.3721 1.267 1.959 0.83
Largest Winning Trade 300346 300346 60080 932130 932130 471256
Largest Losing Trade -76137 -27046 -76137 -1976196 -407131 -1976196
Avg Bars in Trades 67 61 74 67 61 74
Avg Bars in Winners 93 92 94 93 92 94
Avg Bars in Losers 46 43 50 46 43 50
Bars Traded 10645 4845 5800 10645 4845 5800
Profit Streak 0 0 0 0 0 0
Trades During Streak 0 0 0 0 0 0
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 403531 -21049 -75579 -263423 -176210 -614737
Evaluation Data
{
    "trading_pair": "FIL_USDT",
    "interval": "4h",
    "packets": 25000,
    "actual_packets": 10873,
    "evaluation_days": 1812.17,
    "actual_first_datapoint_time": 1602777600000,
    "first_datapoint_time": 1605038400000,
    "last_datapoint_time": 1759334400000,
    "evaluation_time": 1759342017143,
    "expiration_time": 1764031536000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "pwma",
        "factors": {
            "length": 158,
            "offset": 0
        }
    },
    "second_band": {
        "type": "swma",
        "factors": {
            "length": 80,
            "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": [
        [
            557231.9861507711,
            354358.6114119808,
            202873.3747387909,
            290995.7333523222,
            398789.5583218053,
            -107793.824969483
        ],
        [
            557.231986,
            354.358611,
            202.873375,
            290.995733,
            398.789558,
            -107.793825
        ],
        [
            0.307494,
            0.195544,
            0.111951,
            0.075271,
            0.088718,
            0
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -149439,
            -80380,
            -101031,
            -2342372,
            -906715,
            -2067231
        ],
        [
            1.734467,
            1.841667,
            1.600806,
            1.045985,
            1.136226,
            0.968302
        ],
        [
            157,
            79,
            78,
            157,
            79,
            78
        ],
        [
            71,
            29,
            42,
            71,
            29,
            42
        ],
        [
            86,
            50,
            36,
            86,
            50,
            36
        ],
        [
            45.22293,
            36.708861,
            53.846154,
            45.22293,
            36.708861,
            53.846154
        ],
        [
            2.100904,
            3.175288,
            1.372119,
            1.266968,
            1.95901,
            0.829973
        ],
        [
            300346,
            300346,
            60080,
            932130,
            932130,
            471256
        ],
        [
            -76137,
            -27046,
            -76137,
            -1976196,
            -407131,
            -1976196
        ],
        [
            67,
            61,
            74,
            67,
            61,
            74
        ],
        [
            93,
            92,
            94,
            93,
            92,
            94
        ],
        [
            46,
            43,
            50,
            46,
            43,
            50
        ],
        [
            10645,
            4845,
            5800,
            10645,
            4845,
            5800
        ],
        [
            0,
            0,
            0,
            0,
            0,
            0
        ],
        [
            0,
            0,
            0,
            0,
            0,
            0
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            403531,
            -21049,
            -75579,
            -263423,
            -176210,
            -614737
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "FIL_USDT",
    "interval": "4h",
    "packets": 25000,
    "actual_packets": 10873,
    "evaluation_days": 1812.17,
    "actual_first_datapoint_time": 1602777600000,
    "first_datapoint_time": 1605038400000,
    "last_datapoint_time": 1759334400000,
    "evaluation_time": 1759342017143,
    "expiration_time": 1764031536000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "pwma",
        "factors": {
            "length": 158,
            "offset": 0
        }
    },
    "second_band": {
        "type": "swma",
        "factors": {
            "length": 80,
            "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)