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Trade: FIL/USDT/120/MIDPOINT/HMA/6296

Strategy
FIL/USDT/120/MIDPOINT/HMA/6296
Pair
FIL_USDT
Interval
2h
Score
375003
Daily Profit
0.230168
Profit Factor
1.428149
Profitability
48.290598
Streak
0.000000
Best Strategy
Training Data Length
1817.920000
Evaluation Time
2025-10-08 05:10
Expiration Time
2025-12-12 12:40

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 418426.9121 237574.5224 180852.3898 140371.2024 -79631.8086 220003.011
Total P&L (%) 418.4269 237.5745 180.8524 140.3712 -79.6318 220.003
Avg Daily Profit (%) 0.2302 0.1307 0.0995 0.0483 -0.0875 0.064
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -142796 -146756 -92283 -536713 -525015 -406104
Profit Factor 1.4281 1.4538 1.3985 1.0518 0.9448 1.1738
Total Trades 234 117 117 234 117 117
Winning Trades 113 49 64 113 49 64
Losing Trades 121 68 53 121 68 53
Profitability (%) 48.2906 41.8803 54.7009 48.2906 41.8803 54.7009
Ratio Avg Win / Avg Loss 1.5293 2.0176 1.1581 1.1263 1.3111 0.972
Largest Winning Trade 104185 104185 61457 205314 205314 191408
Largest Losing Trade -73632 -27479 -73632 -270548 -115825 -270548
Avg Bars in Trades 92 71 112 92 71 112
Avg Bars in Winners 114 77 142 114 77 142
Avg Bars in Losers 71 66 77 71 66 77
Bars Traded 21576 8372 13204 21576 8372 13204
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 375003 -19825 -59110 -291422 -582512 -138160
Evaluation Data
{
    "trading_pair": "FIL_USDT",
    "interval": "2h",
    "packets": 25000,
    "actual_packets": 21815,
    "evaluation_days": 1817.92,
    "actual_first_datapoint_time": 1602777600000,
    "first_datapoint_time": 1604059200000,
    "last_datapoint_time": 1759881600000,
    "evaluation_time": 1759889436273,
    "expiration_time": 1765536048000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "midpoint",
        "factors": {
            "length": 174,
            "offset": 0
        }
    },
    "second_band": {
        "type": "hma",
        "factors": {
            "length": 168,
            "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": [
        [
            418426.9121227843,
            237574.5223725207,
            180852.3897502638,
            140371.2023564973,
            -79631.8086374045,
            220003.0109939015
        ],
        [
            418.426912,
            237.574522,
            180.85239,
            140.371202,
            -79.631809,
            220.003011
        ],
        [
            0.230168,
            0.130685,
            0.099483,
            0.048254,
            -0.08749,
            0.064003
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -142796,
            -146756,
            -92283,
            -536713,
            -525015,
            -406104
        ],
        [
            1.428149,
            1.453849,
            1.398506,
            1.05183,
            0.944783,
            1.17376
        ],
        [
            234,
            117,
            117,
            234,
            117,
            117
        ],
        [
            113,
            49,
            64,
            113,
            49,
            64
        ],
        [
            121,
            68,
            53,
            121,
            68,
            53
        ],
        [
            48.290598,
            41.880342,
            54.700855,
            48.290598,
            41.880342,
            54.700855
        ],
        [
            1.529257,
            2.017586,
            1.158138,
            1.126296,
            1.311127,
            0.97202
        ],
        [
            104185,
            104185,
            61457,
            205314,
            205314,
            191408
        ],
        [
            -73632,
            -27479,
            -73632,
            -270548,
            -115825,
            -270548
        ],
        [
            92,
            71,
            112,
            92,
            71,
            112
        ],
        [
            114,
            77,
            142,
            114,
            77,
            142
        ],
        [
            71,
            66,
            77,
            71,
            66,
            77
        ],
        [
            21576,
            8372,
            13204,
            21576,
            8372,
            13204
        ],
        [
            0,
            0,
            0,
            0,
            0,
            0
        ],
        [
            0,
            0,
            0,
            0,
            0,
            0
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            375003,
            -19825,
            -59110,
            -291422,
            -582512,
            -138160
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "FIL_USDT",
    "interval": "2h",
    "packets": 25000,
    "actual_packets": 21815,
    "evaluation_days": 1817.92,
    "actual_first_datapoint_time": 1602777600000,
    "first_datapoint_time": 1604059200000,
    "last_datapoint_time": 1759881600000,
    "evaluation_time": 1759889436273,
    "expiration_time": 1765536048000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "midpoint",
        "factors": {
            "length": 174,
            "offset": 0
        }
    },
    "second_band": {
        "type": "hma",
        "factors": {
            "length": 168,
            "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)