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Trade: FIL/USDT/120/FWMA/LINREG/6731

Strategy
FIL/USDT/120/FWMA/LINREG/6731
Pair
FIL_USDT
Interval
2h
Score
408495
Daily Profit
0.334661
Profit Factor
1.817975
Profitability
43.693694
Streak
0.000000
Best Strategy
Training Data Length
1821.670000
Evaluation Time
2025-10-11 22:41
Expiration Time
2025-12-16 09:55

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 609642.0286 389521.2938 220120.7349 810370.3206 147837.5761 662532.7445
Total P&L (%) 609.642 389.5213 220.1207 810.3703 147.8376 662.5327
Avg Daily Profit (%) 0.3347 0.2138 0.1208 0.1213 0.0498 0.1116
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -159536 -91493 -83657 -1549727 -819211 -1104237
Profit Factor 1.818 1.9127 1.6911 1.1402 1.0478 1.2468
Total Trades 222 111 111 222 111 111
Winning Trades 97 40 57 97 40 57
Losing Trades 125 71 54 125 71 54
Profitability (%) 43.6937 36.036 51.3514 43.6937 36.036 51.3514
Ratio Avg Win / Avg Loss 2.3428 3.395 1.6021 1.4694 1.8598 1.1812
Largest Winning Trade 307861 307861 68847 667776 667776 303462
Largest Losing Trade -56166 -30454 -56166 -996770 -313345 -996770
Avg Bars in Trades 97 85 108 97 85 108
Avg Bars in Winners 145 131 155 145 131 155
Avg Bars in Losers 59 59 59 59 59 59
Bars Traded 21558 9462 12096 21558 9462 12096
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 408495 204539 -28572 -98208 -298914 -43942
Evaluation Data
{
    "trading_pair": "FIL_USDT",
    "interval": "2h",
    "packets": 25000,
    "actual_packets": 21860,
    "evaluation_days": 1821.67,
    "actual_first_datapoint_time": 1602777600000,
    "first_datapoint_time": 1604570400000,
    "last_datapoint_time": 1760205600000,
    "evaluation_time": 1760211680296,
    "expiration_time": 1765871712000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "fwma",
        "factors": {
            "length": 72,
            "offset": 178
        }
    },
    "second_band": {
        "type": "linreg",
        "factors": {
            "length": 230,
            "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": [
        [
            609642.028632086,
            389521.2937687774,
            220120.7348633084,
            810370.3205843016,
            147837.5760689313,
            662532.7445153709
        ],
        [
            609.642029,
            389.521294,
            220.120735,
            810.370321,
            147.837576,
            662.532745
        ],
        [
            0.334661,
            0.213826,
            0.120835,
            0.121318,
            0.049835,
            0.111579
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -159536,
            -91493,
            -83657,
            -1549727,
            -819211,
            -1104237
        ],
        [
            1.817975,
            1.912659,
            1.691099,
            1.14022,
            1.047773,
            1.246783
        ],
        [
            222,
            111,
            111,
            222,
            111,
            111
        ],
        [
            97,
            40,
            57,
            97,
            40,
            57
        ],
        [
            125,
            71,
            54,
            125,
            71,
            54
        ],
        [
            43.693694,
            36.036036,
            51.351351,
            43.693694,
            36.036036,
            51.351351
        ],
        [
            2.342751,
            3.394969,
            1.602093,
            1.469356,
            1.859797,
            1.181163
        ],
        [
            307861,
            307861,
            68847,
            667776,
            667776,
            303462
        ],
        [
            -56166,
            -30454,
            -56166,
            -996770,
            -313345,
            -996770
        ],
        [
            97,
            85,
            108,
            97,
            85,
            108
        ],
        [
            145,
            131,
            155,
            145,
            131,
            155
        ],
        [
            59,
            59,
            59,
            59,
            59,
            59
        ],
        [
            21558,
            9462,
            12096,
            21558,
            9462,
            12096
        ],
        [
            0,
            0,
            0,
            0,
            0,
            0
        ],
        [
            0,
            0,
            0,
            0,
            0,
            0
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            408495,
            204539,
            -28572,
            -98208,
            -298914,
            -43942
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "FIL_USDT",
    "interval": "2h",
    "packets": 25000,
    "actual_packets": 21860,
    "evaluation_days": 1821.67,
    "actual_first_datapoint_time": 1602777600000,
    "first_datapoint_time": 1604570400000,
    "last_datapoint_time": 1760205600000,
    "evaluation_time": 1760211680296,
    "expiration_time": 1765871712000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "fwma",
        "factors": {
            "length": 72,
            "offset": 178
        }
    },
    "second_band": {
        "type": "linreg",
        "factors": {
            "length": 230,
            "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)