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Trade: EGLD/USDT/360/PWMA/MIDPRICE/4512

Strategy
EGLD/USDT/360/PWMA/MIDPRICE/4512
Pair
EGLD_USDT
Interval
6h
Score
579465
Daily Profit
0.743547
Profit Factor
2.490211
Profitability
41.843972
Streak
28.544398
Best Strategy
Training Data Length
1847.750000
Evaluation Time
2025-09-28 04:03
Expiration Time
2025-11-19 00:22

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 1373888.1615 1496597.0286 -122708.8671 -84492.112 513421.4082 -597913.5202
Total P&L (%) 1373.8882 1496.597 -122.7089 -84.4921 513.4214 -597.9135
Avg Daily Profit (%) 0.7435 0.81 -0.0664 -0.1008 0.0982 0
Buy And Hold Return (%) 76.9323 76.9323 76.9323 76.9323 76.9323 76.9323
Max Trade Drawdown -336630 -202895 -153221 -1175774 -635891 -596089
Profit Factor 2.4902 4.0154 0.7117 0.9528 1.5696 0.3258
Total Trades 141 70 71 141 70 71
Winning Trades 59 24 35 59 24 35
Losing Trades 82 46 36 82 46 36
Profitability (%) 41.844 34.2857 49.2958 41.844 34.2857 49.2958
Ratio Avg Win / Avg Loss 3.461 7.6962 0.732 1.3242 3.0084 0.3352
Largest Winning Trade 1680123 1680123 26410 1106485 1106485 95035
Largest Losing Trade -37080 -37080 -33890 -355897 -336987 -355897
Avg Bars in Trades 50 61 40 50 61 40
Avg Bars in Winners 69 90 55 69 90 55
Avg Bars in Losers 37 45 26 37 45 26
Bars Traded 7165 4274 2891 7165 4274 2891
Profit Streak 28.5444 28.5444 39.2944 28.5444 28.5444 39.2944
Trades During Streak 3 1 2 3 1 2
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 579465 -79781 -667022 -580444 -158840 -667022
Evaluation Data
{
    "trading_pair": "EGLD_USDT",
    "interval": "6h",
    "packets": 25000,
    "actual_packets": 7391,
    "evaluation_days": 1847.75,
    "actual_first_datapoint_time": 1599091200000,
    "first_datapoint_time": 1602892800000,
    "last_datapoint_time": 1758715200000,
    "evaluation_time": 1759021435958,
    "expiration_time": 1763504568000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "pwma",
        "factors": {
            "length": 177,
            "offset": 0
        }
    },
    "second_band": {
        "type": "midprice",
        "factors": {
            "length": 141,
            "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": [
        [
            1373888.161477188,
            1496597.0285790456,
            -122708.8671018564,
            -84492.1120037109,
            513421.408163941,
            -597913.5201676515
        ],
        [
            1373.888161,
            1496.597029,
            -122.708867,
            -84.492112,
            513.421408,
            -597.91352
        ],
        [
            0.743547,
            0.809956,
            -0.06641,
            -0.100819,
            0.098215,
            0
        ],
        [
            76.932287,
            76.932287,
            76.932287,
            76.932287,
            76.932287,
            76.932287
        ],
        [
            -336630,
            -202895,
            -153221,
            -1175774,
            -635891,
            -596089
        ],
        [
            2.490211,
            4.015425,
            0.711699,
            0.952752,
            1.56961,
            0.325845
        ],
        [
            141,
            70,
            71,
            141,
            70,
            71
        ],
        [
            59,
            24,
            35,
            59,
            24,
            35
        ],
        [
            82,
            46,
            36,
            82,
            46,
            36
        ],
        [
            41.843972,
            34.285714,
            49.295775,
            41.843972,
            34.285714,
            49.295775
        ],
        [
            3.460971,
            7.696231,
            0.732034,
            1.324164,
            3.00842,
            0.335155
        ],
        [
            1680123,
            1680123,
            26410,
            1106485,
            1106485,
            95035
        ],
        [
            -37080,
            -37080,
            -33890,
            -355897,
            -336987,
            -355897
        ],
        [
            50,
            61,
            40,
            50,
            61,
            40
        ],
        [
            69,
            90,
            55,
            69,
            90,
            55
        ],
        [
            37,
            45,
            26,
            37,
            45,
            26
        ],
        [
            7165,
            4274,
            2891,
            7165,
            4274,
            2891
        ],
        [
            28.544398,
            28.544398,
            39.294398,
            28.544398,
            28.544398,
            39.294398
        ],
        [
            3,
            1,
            2,
            3,
            1,
            2
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            579465,
            -79781,
            -667022,
            -580444,
            -158840,
            -667022
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "EGLD_USDT",
    "interval": "6h",
    "packets": 25000,
    "actual_packets": 7391,
    "evaluation_days": 1847.75,
    "actual_first_datapoint_time": 1599091200000,
    "first_datapoint_time": 1602892800000,
    "last_datapoint_time": 1758715200000,
    "evaluation_time": 1759021435958,
    "expiration_time": 1763504568000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "pwma",
        "factors": {
            "length": 177,
            "offset": 0
        }
    },
    "second_band": {
        "type": "midprice",
        "factors": {
            "length": 141,
            "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)