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Trade: EGLD/USDT/720/WMA/HILO/4882

Strategy
EGLD/USDT/720/WMA/HILO/4882
Pair
EGLD_USDT
Interval
12h
Score
637638
Daily Profit
0.784844
Profit Factor
9.295577
Profitability
36.666667
Streak
68.547806
Best Strategy
Training Data Length
1864.500000
Evaluation Time
2025-10-11 16:08
Expiration Time
2025-12-06 00:26

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 1593487.0775 1463341.6133 130145.4642 2786843.5523 1018177.1832 1768666.3691
Total P&L (%) 1593.4871 1463.3416 130.1455 2786.8436 1018.1772 1768.6664
Avg Daily Profit (%) 0.8546 0.7848 0.0698 0.1805 0.1296 0.1572
Buy And Hold Return (%) 30.4348 30.4348 30.4348 30.4348 30.4348 30.4348
Max Trade Drawdown -72314 -81347 -38403 -2256076 -1992008 -1089131
Profit Factor 5.2992 9.2956 1.67 1.3157 1.2422 1.3825
Total Trades 59 30 29 59 30 29
Winning Trades 26 11 15 26 11 15
Losing Trades 33 19 14 33 19 14
Profitability (%) 44.0678 36.6667 51.7241 44.0678 36.6667 51.7241
Ratio Avg Win / Avg Loss 6.7259 16.056 1.5587 1.6699 2.1456 1.2904
Largest Winning Trade 1319493 1319493 65216 1692674 1692674 1238921
Largest Losing Trade -33176 -23900 -33176 -895008 -526638 -895008
Avg Bars in Trades 60 44 76 60 44 76
Avg Bars in Winners 93 73 108 93 73 108
Avg Bars in Losers 33 27 42 33 27 42
Bars Traded 3545 1326 2219 3545 1326 2219
Profit Streak 57.0478 68.5478 57.0478 57.0478 68.5478 57.0478
Trades During Streak 5 3 2 5 3 2
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score -159058 637638 -97401 -171124 -22639 338701
Evaluation Data
{
    "trading_pair": "EGLD_USDT",
    "interval": "12h",
    "packets": 25000,
    "actual_packets": 3729,
    "evaluation_days": 1864.5,
    "actual_first_datapoint_time": 1599091200000,
    "first_datapoint_time": 1605312000000,
    "last_datapoint_time": 1760140800000,
    "evaluation_time": 1760188130485,
    "expiration_time": 1764973584000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "wma",
        "factors": {
            "length": 145,
            "offset": 0
        }
    },
    "second_band": {
        "type": "hilo",
        "factors": {
            "length": 0,
            "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": [
        [
            1593487.0774874883,
            1463341.6133132782,
            130145.4641742098,
            2786843.552338403,
            1018177.1831935842,
            1768666.369144819
        ],
        [
            1593.487077,
            1463.341613,
            130.145464,
            2786.843552,
            1018.177183,
            1768.666369
        ],
        [
            0.854646,
            0.784844,
            0.069802,
            0.180519,
            0.129571,
            0.157153
        ],
        [
            30.434783,
            30.434783,
            30.434783,
            30.434783,
            30.434783,
            30.434783
        ],
        [
            -72314,
            -81347,
            -38403,
            -2256076,
            -1992008,
            -1089131
        ],
        [
            5.299209,
            9.295577,
            1.670002,
            1.315684,
            1.242178,
            1.382521
        ],
        [
            59,
            30,
            29,
            59,
            30,
            29
        ],
        [
            26,
            11,
            15,
            26,
            11,
            15
        ],
        [
            33,
            19,
            14,
            33,
            19,
            14
        ],
        [
            44.067797,
            36.666667,
            51.724138,
            44.067797,
            36.666667,
            51.724138
        ],
        [
            6.725919,
            16.055997,
            1.558669,
            1.669906,
            2.14558,
            1.290353
        ],
        [
            1319493,
            1319493,
            65216,
            1692674,
            1692674,
            1238921
        ],
        [
            -33176,
            -23900,
            -33176,
            -895008,
            -526638,
            -895008
        ],
        [
            60,
            44,
            76,
            60,
            44,
            76
        ],
        [
            93,
            73,
            108,
            93,
            73,
            108
        ],
        [
            33,
            27,
            42,
            33,
            27,
            42
        ],
        [
            3545,
            1326,
            2219,
            3545,
            1326,
            2219
        ],
        [
            57.047806,
            68.547806,
            57.047806,
            57.047807,
            68.547807,
            57.047807
        ],
        [
            5,
            3,
            2,
            5,
            3,
            2
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            -159058,
            637638,
            -97401,
            -171124,
            -22639,
            338701
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "EGLD_USDT",
    "interval": "12h",
    "packets": 25000,
    "actual_packets": 3729,
    "evaluation_days": 1864.5,
    "actual_first_datapoint_time": 1599091200000,
    "first_datapoint_time": 1605312000000,
    "last_datapoint_time": 1760140800000,
    "evaluation_time": 1760188130485,
    "expiration_time": 1764973584000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "wma",
        "factors": {
            "length": 145,
            "offset": 0
        }
    },
    "second_band": {
        "type": "hilo",
        "factors": {
            "length": 0,
            "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)