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Trade: FIL/USDT/480/HILO/HWMA/9145

Strategy
FIL/USDT/480/HILO/HWMA/9145
Pair
FIL_USDT
Interval
8h
Score
395916
Daily Profit
0.455751
Profit Factor
1.972373
Profitability
36.864407
Streak
12.048270
Best Strategy
Training Data Length
1812.330000
Evaluation Time
2025-10-01 20:09
Expiration Time
2025-11-25 02:52

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 825970.916 504663.6273 321307.2887 5517501.0822 -161546.4544 5679047.5365
Total P&L (%) 825.9709 504.6636 321.3073 5517.5011 -161.5465 5679.0475
Avg Daily Profit (%) 0.4558 0.2785 0.1773 0.2225 0 0.2241
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -62239 -66319 -28688 -5804519 -5372124 -2437995
Profit Factor 1.9724 2.0922 1.8295 1.1924 0.989 1.4064
Total Trades 236 118 118 236 118 118
Winning Trades 87 34 53 87 34 53
Losing Trades 149 84 65 149 84 65
Profitability (%) 36.8644 28.8136 44.9153 36.8644 28.8136 44.9153
Ratio Avg Win / Avg Loss 3.378 5.1689 2.2437 2.0421 2.4435 1.7249
Largest Winning Trade 338922 338922 56675 3337973 3337973 2376261
Largest Losing Trade -24849 -24849 -17333 -1115963 -1047090 -1115963
Avg Bars in Trades 22 21 24 22 21 24
Avg Bars in Winners 40 42 38 40 42 38
Avg Bars in Losers 12 13 12 12 13 12
Bars Traded 5404 2554 2850 5404 2554 2850
Profit Streak 12.0483 0 14.0483 12.0483 0 14.0483
Trades During Streak 1 0 1 1 0 1
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 395916 -283 343938 -2544 -590969 314813
Evaluation Data
{
    "trading_pair": "FIL_USDT",
    "interval": "8h",
    "packets": 25000,
    "actual_packets": 5437,
    "evaluation_days": 1812.33,
    "actual_first_datapoint_time": 1602777600000,
    "first_datapoint_time": 1603382400000,
    "last_datapoint_time": 1759334400000,
    "evaluation_time": 1759338570522,
    "expiration_time": 1764031968000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "hilo",
        "factors": {
            "length": 0,
            "offset": 0
        }
    },
    "second_band": {
        "type": "hwma",
        "factors": {
            "length": 0,
            "offset": 0,
            "na": 0.2,
            "nb": 0.1,
            "nc": 0.1
        }
    }
}
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": [
        [
            825970.9159769627,
            504663.6272751568,
            321307.2887018057,
            5517501.082157054,
            -161546.4543865292,
            5679047.536543581
        ],
        [
            825.970916,
            504.663627,
            321.307289,
            5517.501082,
            -161.546454,
            5679.047537
        ],
        [
            0.455751,
            0.278461,
            0.17729,
            0.222529,
            0,
            0.224096
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -62239,
            -66319,
            -28688,
            -5804519,
            -5372124,
            -2437995
        ],
        [
            1.972373,
            2.092191,
            1.829452,
            1.192377,
            0.989016,
            1.406426
        ],
        [
            236,
            118,
            118,
            236,
            118,
            118
        ],
        [
            87,
            34,
            53,
            87,
            34,
            53
        ],
        [
            149,
            84,
            65,
            149,
            84,
            65
        ],
        [
            36.864407,
            28.813559,
            44.915254,
            36.864407,
            28.813559,
            44.915254
        ],
        [
            3.377973,
            5.168943,
            2.243668,
            2.042116,
            2.443452,
            1.724862
        ],
        [
            338922,
            338922,
            56675,
            3337973,
            3337973,
            2376261
        ],
        [
            -24849,
            -24849,
            -17333,
            -1115963,
            -1047090,
            -1115963
        ],
        [
            22,
            21,
            24,
            22,
            21,
            24
        ],
        [
            40,
            42,
            38,
            40,
            42,
            38
        ],
        [
            12,
            13,
            12,
            12,
            13,
            12
        ],
        [
            5404,
            2554,
            2850,
            5404,
            2554,
            2850
        ],
        [
            12.04827,
            0,
            14.04827,
            12.04827,
            0,
            14.04827
        ],
        [
            1,
            0,
            1,
            1,
            0,
            1
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            395916,
            -283,
            343938,
            -2544,
            -590969,
            314813
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "FIL_USDT",
    "interval": "8h",
    "packets": 25000,
    "actual_packets": 5437,
    "evaluation_days": 1812.33,
    "actual_first_datapoint_time": 1602777600000,
    "first_datapoint_time": 1603382400000,
    "last_datapoint_time": 1759334400000,
    "evaluation_time": 1759338570522,
    "expiration_time": 1764031968000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "hilo",
        "factors": {
            "length": 0,
            "offset": 0
        }
    },
    "second_band": {
        "type": "hwma",
        "factors": {
            "length": 0,
            "offset": 0,
            "na": 0.2,
            "nb": 0.1,
            "nc": 0.1
        }
    }
}

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)