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Trade: FIL/USDT/120/WMA/BBM/3801

Strategy
FIL/USDT/120/WMA/BBM/3801
Pair
FIL_USDT
Interval
2h
Score
411254
Daily Profit
0.400006
Profit Factor
2.125037
Profitability
37.931034
Streak
48.639354
Best Strategy
Training Data Length
1814.670000
Evaluation Time
2025-10-04 22:20
Expiration Time
2025-12-09 03:52

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 725879.2138 423934.8581 301944.3557 5124528.0533 330465.5397 4794062.5135
Total P&L (%) 725.8792 423.9349 301.9444 5124.5281 330.4655 4794.0625
Avg Daily Profit (%) 0.4 0.2336 0.1664 0.2182 0.0805 0.2146
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -83149 -74428 -63316 -6487194 -5468912 -2314665
Profit Factor 2.125 2.1907 2.0441 1.2461 1.0298 1.4934
Total Trades 174 87 87 174 87 87
Winning Trades 66 25 41 66 25 41
Losing Trades 108 62 46 108 62 46
Profitability (%) 37.931 28.7356 47.1264 37.931 28.7356 47.1264
Ratio Avg Win / Avg Loss 3.4773 5.433 2.2934 2.0391 2.5538 1.6756
Largest Winning Trade 263128 263128 65508 3655394 3655394 2431866
Largest Losing Trade -18623 -17194 -18623 -1405710 -1057042 -1405710
Avg Bars in Trades 123 101 145 123 101 145
Avg Bars in Winners 223 198 238 223 198 238
Avg Bars in Losers 62 62 62 62 62 62
Bars Traded 21473 8825 12648 21473 8825 12648
Profit Streak 48.6394 48.6394 56.556 48.6394 48.6394 56.556
Trades During Streak 3 1 2 3 1 2
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 411254 -1033 387399 240993 -285309 362944
Evaluation Data
{
    "trading_pair": "FIL_USDT",
    "interval": "2h",
    "packets": 25000,
    "actual_packets": 21776,
    "evaluation_days": 1814.67,
    "actual_first_datapoint_time": 1602777600000,
    "first_datapoint_time": 1604368800000,
    "last_datapoint_time": 1759600800000,
    "evaluation_time": 1759605640214,
    "expiration_time": 1765245139200,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "wma",
        "factors": {
            "length": 222,
            "offset": 0
        }
    },
    "second_band": {
        "type": "bbm",
        "factors": {
            "length": 196,
            "offset": 0,
            "std": 3.33848
        }
    }
}
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": [
        [
            725879.2138279085,
            423934.8581423596,
            301944.3556855491,
            5124528.053251154,
            330465.5397122748,
            4794062.513538879
        ],
        [
            725.879214,
            423.934858,
            301.944356,
            5124.528053,
            330.46554,
            4794.062514
        ],
        [
            0.400006,
            0.233615,
            0.166391,
            0.218236,
            0.080471,
            0.214628
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -83149,
            -74428,
            -63316,
            -6487194,
            -5468912,
            -2314665
        ],
        [
            2.125037,
            2.190741,
            2.044146,
            1.246107,
            1.029753,
            1.493445
        ],
        [
            174,
            87,
            87,
            174,
            87,
            87
        ],
        [
            66,
            25,
            41,
            66,
            25,
            41
        ],
        [
            108,
            62,
            46,
            108,
            62,
            46
        ],
        [
            37.931034,
            28.735632,
            47.126437,
            37.931034,
            28.735632,
            47.126437
        ],
        [
            3.477334,
            5.433037,
            2.293432,
            2.039084,
            2.553788,
            1.675572
        ],
        [
            263128,
            263128,
            65508,
            3655394,
            3655394,
            2431866
        ],
        [
            -18623,
            -17194,
            -18623,
            -1405710,
            -1057042,
            -1405710
        ],
        [
            123,
            101,
            145,
            123,
            101,
            145
        ],
        [
            223,
            198,
            238,
            223,
            198,
            238
        ],
        [
            62,
            62,
            62,
            62,
            62,
            62
        ],
        [
            21473,
            8825,
            12648,
            21473,
            8825,
            12648
        ],
        [
            48.639354,
            48.639354,
            56.556021,
            48.639354,
            48.639354,
            56.556021
        ],
        [
            3,
            1,
            2,
            3,
            1,
            2
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            411254,
            -1033,
            387399,
            240993,
            -285309,
            362944
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "FIL_USDT",
    "interval": "2h",
    "packets": 25000,
    "actual_packets": 21776,
    "evaluation_days": 1814.67,
    "actual_first_datapoint_time": 1602777600000,
    "first_datapoint_time": 1604368800000,
    "last_datapoint_time": 1759600800000,
    "evaluation_time": 1759605640214,
    "expiration_time": 1765245139200,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "wma",
        "factors": {
            "length": 222,
            "offset": 0
        }
    },
    "second_band": {
        "type": "bbm",
        "factors": {
            "length": 196,
            "offset": 0,
            "std": 3.33848
        }
    }
}

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)