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Trade: FIL/USDT/120/PWMA/KCB/4829

Strategy
FIL/USDT/120/PWMA/KCB/4829
Pair
FIL_USDT
Interval
2h
Score
392437
Daily Profit
0.252902
Profit Factor
1.486319
Profitability
45.531915
Streak
30.335747
Best Strategy
Training Data Length
1817.500000
Evaluation Time
2025-10-07 19:03
Expiration Time
2025-12-12 02:19

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 459650.1918 307937.665 151712.5268 103274.7803 68770.3962 34504.3841
Total P&L (%) 459.6502 307.9377 151.7125 103.2748 68.7704 34.5044
Avg Daily Profit (%) 0.2529 0.1694 0.0835 0.039 0.0288 0.0163
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -157441 -118129 -105370 -963813 -842718 -903975
Profit Factor 1.4863 1.5977 1.3529 1.0236 1.0311 1.0159
Total Trades 235 117 118 235 117 118
Winning Trades 107 47 60 107 47 60
Losing Trades 128 70 58 128 70 58
Profitability (%) 45.5319 40.1709 50.8475 45.5319 40.1709 50.8475
Ratio Avg Win / Avg Loss 1.778 2.3795 1.3078 1.2245 1.5357 0.982
Largest Winning Trade 306866 306866 56992 483308 483308 308080
Largest Losing Trade -55877 -28041 -55877 -450209 -151696 -450209
Avg Bars in Trades 91 91 91 91 91 91
Avg Bars in Winners 122 118 125 122 118 125
Avg Bars in Losers 65 72 57 65 72 57
Bars Traded 21518 10667 10851 21518 10667 10851
Profit Streak 30.3357 31.4191 30.3357 30.3357 31.4191 30.3357
Trades During Streak 2 1 1 2 1 1
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 392437 246544 -80692 -334838 -343173 -378060
Evaluation Data
{
    "trading_pair": "FIL_USDT",
    "interval": "2h",
    "packets": 25000,
    "actual_packets": 21810,
    "evaluation_days": 1817.5,
    "actual_first_datapoint_time": 1602777600000,
    "first_datapoint_time": 1604404800000,
    "last_datapoint_time": 1759845600000,
    "evaluation_time": 1759853008548,
    "expiration_time": 1765498752000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "pwma",
        "factors": {
            "length": 227,
            "offset": 0
        }
    },
    "second_band": {
        "type": "kcb",
        "factors": {
            "length": 149,
            "offset": 0,
            "scalar": 3
        }
    }
}
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": [
        [
            459650.1918447915,
            307937.6650325694,
            151712.5268122224,
            103274.7802823263,
            68770.3962055694,
            34504.3840767562
        ],
        [
            459.650192,
            307.937665,
            151.712527,
            103.27478,
            68.770396,
            34.504384
        ],
        [
            0.252902,
            0.169429,
            0.083473,
            0.039039,
            0.0288,
            0.016311
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -157441,
            -118129,
            -105370,
            -963813,
            -842718,
            -903975
        ],
        [
            1.486319,
            1.597665,
            1.352879,
            1.02359,
            1.031142,
            1.015903
        ],
        [
            235,
            117,
            118,
            235,
            117,
            118
        ],
        [
            107,
            47,
            60,
            107,
            47,
            60
        ],
        [
            128,
            70,
            58,
            128,
            70,
            58
        ],
        [
            45.531915,
            40.17094,
            50.847458,
            45.531915,
            40.17094,
            50.847458
        ],
        [
            1.778026,
            2.379501,
            1.307783,
            1.224481,
            1.535743,
            0.98204
        ],
        [
            306866,
            306866,
            56992,
            483308,
            483308,
            308080
        ],
        [
            -55877,
            -28041,
            -55877,
            -450209,
            -151696,
            -450209
        ],
        [
            91,
            91,
            91,
            91,
            91,
            91
        ],
        [
            122,
            118,
            125,
            122,
            118,
            125
        ],
        [
            65,
            72,
            57,
            65,
            72,
            57
        ],
        [
            21518,
            10667,
            10851,
            21518,
            10667,
            10851
        ],
        [
            30.335747,
            31.41908,
            30.335747,
            30.335747,
            31.41908,
            30.335747
        ],
        [
            2,
            1,
            1,
            2,
            1,
            1
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            392437,
            246544,
            -80692,
            -334838,
            -343173,
            -378060
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "FIL_USDT",
    "interval": "2h",
    "packets": 25000,
    "actual_packets": 21810,
    "evaluation_days": 1817.5,
    "actual_first_datapoint_time": 1602777600000,
    "first_datapoint_time": 1604404800000,
    "last_datapoint_time": 1759845600000,
    "evaluation_time": 1759853008548,
    "expiration_time": 1765498752000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "pwma",
        "factors": {
            "length": 227,
            "offset": 0
        }
    },
    "second_band": {
        "type": "kcb",
        "factors": {
            "length": 149,
            "offset": 0,
            "scalar": 3
        }
    }
}

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)