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Trade: FIL/USDT/720/SINWMA/HWMA/5875

Strategy
FIL/USDT/720/SINWMA/HWMA/5875
Pair
FIL_USDT
Interval
12h
Score
374755
Daily Profit
0.242075
Profit Factor
1.841903
Profitability
44.134078
Streak
0.000000
Best Strategy
Training Data Length
1812.500000
Evaluation Time
2025-10-02 02:12
Expiration Time
2025-11-24 23:00

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 438760.4132 237276.5945 201483.8187 604344.1886 -202194.2023 806538.3909
Total P&L (%) 438.7604 237.2766 201.4838 604.3442 -202.1942 806.5384
Avg Daily Profit (%) 0.2421 0.1309 0.1112 0.1078 0 0.1217
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -128886 -89666 -58546 -2256339 -1269545 -1162741
Profit Factor 1.8419 1.7836 1.9228 1.0989 0.9397 1.2927
Total Trades 179 90 89 179 90 89
Winning Trades 79 37 42 79 37 42
Losing Trades 100 53 47 100 53 47
Profitability (%) 44.1341 41.1111 47.191 44.1341 41.1111 47.191
Ratio Avg Win / Avg Loss 2.3315 2.5548 2.1517 1.391 1.3461 1.4466
Largest Winning Trade 277528 277528 62119 862353 862353 662497
Largest Losing Trade -23221 -23221 -19934 -298273 -298273 -279199
Avg Bars in Trades 18 12 25 18 12 25
Avg Bars in Winners 35 21 47 35 21 47
Avg Bars in Losers 5 6 5 5 6 5
Bars Traded 3379 1132 2247 3379 1132 2247
Profit Streak 0 0 14.4671 0 0 14.4671
Trades During Streak 0 0 1 0 0 1
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 374755 -18368 -41476 -161513 -582604 -30622
Evaluation Data
{
    "trading_pair": "FIL_USDT",
    "interval": "12h",
    "packets": 25000,
    "actual_packets": 3625,
    "evaluation_days": 1812.5,
    "actual_first_datapoint_time": 1602763200000,
    "first_datapoint_time": 1612008000000,
    "last_datapoint_time": 1759320000000,
    "evaluation_time": 1759360354166,
    "expiration_time": 1764018000000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "sinwma",
        "factors": {
            "length": 215,
            "offset": 0
        }
    },
    "second_band": {
        "type": "hwma",
        "factors": {
            "length": 0,
            "offset": 0,
            "na": 0.2,
            "nb": 0.93386,
            "nc": 0.97702
        }
    }
}
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": [
        [
            438760.4132154859,
            237276.5944882014,
            201483.8187272841,
            604344.1886245857,
            -202194.2022751029,
            806538.3908996882
        ],
        [
            438.760413,
            237.276594,
            201.483819,
            604.344189,
            -202.194202,
            806.538391
        ],
        [
            0.242075,
            0.130911,
            0.111163,
            0.10776,
            0,
            0.1217
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -128886,
            -89666,
            -58546,
            -2256339,
            -1269545,
            -1162741
        ],
        [
            1.841903,
            1.78356,
            1.922823,
            1.098899,
            0.939743,
            1.292738
        ],
        [
            179,
            90,
            89,
            179,
            90,
            89
        ],
        [
            79,
            37,
            42,
            79,
            37,
            42
        ],
        [
            100,
            53,
            47,
            100,
            53,
            47
        ],
        [
            44.134078,
            41.111111,
            47.191011,
            44.134078,
            41.111111,
            47.191011
        ],
        [
            2.331523,
            2.554829,
            2.151731,
            1.391012,
            1.346119,
            1.446636
        ],
        [
            277528,
            277528,
            62119,
            862353,
            862353,
            662497
        ],
        [
            -23221,
            -23221,
            -19934,
            -298273,
            -298273,
            -279199
        ],
        [
            18,
            12,
            25,
            18,
            12,
            25
        ],
        [
            35,
            21,
            47,
            35,
            21,
            47
        ],
        [
            5,
            6,
            5,
            5,
            6,
            5
        ],
        [
            3379,
            1132,
            2247,
            3379,
            1132,
            2247
        ],
        [
            0,
            0,
            14.467062,
            0,
            0,
            14.467062
        ],
        [
            0,
            0,
            1,
            0,
            0,
            1
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            374755,
            -18368,
            -41476,
            -161513,
            -582604,
            -30622
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "FIL_USDT",
    "interval": "12h",
    "packets": 25000,
    "actual_packets": 3625,
    "evaluation_days": 1812.5,
    "actual_first_datapoint_time": 1602763200000,
    "first_datapoint_time": 1612008000000,
    "last_datapoint_time": 1759320000000,
    "evaluation_time": 1759360354166,
    "expiration_time": 1764018000000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "sinwma",
        "factors": {
            "length": 215,
            "offset": 0
        }
    },
    "second_band": {
        "type": "hwma",
        "factors": {
            "length": 0,
            "offset": 0,
            "na": 0.2,
            "nb": 0.93386,
            "nc": 0.97702
        }
    }
}

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)