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Trade: FIL/USDT/240/HMA/SMA/7076

Strategy
FIL/USDT/240/HMA/SMA/7076
Pair
FIL_USDT
Interval
4h
Score
370420
Daily Profit
0.400786
Profit Factor
1.945767
Profitability
37.229437
Streak
13.914483
Best Strategy
Training Data Length
1813.830000
Evaluation Time
2025-10-03 12:56
Expiration Time
2025-11-26 19:57

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 726958.3429 381426.2948 345532.0481 11209012.2335 3140634.9268 8068377.3068
Total P&L (%) 726.9583 381.4263 345.532 11209.0122 3140.6349 8068.3773
Avg Daily Profit (%) 0.4008 0.2103 0.1905 0.261 0.192 0.243
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -59115 -102304 -62816 -6068302 -6626427 -5647279
Profit Factor 1.9458 1.9236 1.9715 1.2556 1.142 1.3713
Total Trades 231 115 116 231 115 116
Winning Trades 86 38 48 86 38 48
Losing Trades 145 77 68 145 77 68
Profitability (%) 37.2294 33.0435 41.3793 37.2294 33.0435 41.3793
Ratio Avg Win / Avg Loss 3.2807 3.8978 2.793 2.117 2.314 1.9427
Largest Winning Trade 101277 101277 55189 4484048 4484048 3444176
Largest Losing Trade -23655 -23655 -21622 -2403471 -1366014 -2403471
Avg Bars in Trades 45 48 42 45 48 42
Avg Bars in Winners 76 79 73 76 79 73
Avg Bars in Losers 27 33 20 27 33 20
Bars Traded 10572 5608 4964 10572 5608 4964
Profit Streak 13.9145 0 16.0812 13.9145 0 16.0812
Trades During Streak 1 0 1 1 0 1
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 370420 162688 297507 227627 -62110 252546
Evaluation Data
{
    "trading_pair": "FIL_USDT",
    "interval": "4h",
    "packets": 25000,
    "actual_packets": 10883,
    "evaluation_days": 1813.83,
    "actual_first_datapoint_time": 1602777600000,
    "first_datapoint_time": 1605902400000,
    "last_datapoint_time": 1759478400000,
    "evaluation_time": 1759485411339,
    "expiration_time": 1764179856000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "hma",
        "factors": {
            "length": 205,
            "offset": 0
        }
    },
    "second_band": {
        "type": "sma",
        "factors": {
            "length": 8,
            "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": [
        [
            726958.342922026,
            381426.2947829683,
            345532.0481390574,
            11209012.233548833,
            3140634.926751501,
            8068377.306797328
        ],
        [
            726.958343,
            381.426295,
            345.532048,
            11209.012234,
            3140.634927,
            8068.377307
        ],
        [
            0.400786,
            0.210288,
            0.190499,
            0.261014,
            0.191952,
            0.243033
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -59115,
            -102304,
            -62816,
            -6068302,
            -6626427,
            -5647279
        ],
        [
            1.945767,
            1.923572,
            1.971539,
            1.25562,
            1.141981,
            1.371298
        ],
        [
            231,
            115,
            116,
            231,
            115,
            116
        ],
        [
            86,
            38,
            48,
            86,
            38,
            48
        ],
        [
            145,
            77,
            68,
            145,
            77,
            68
        ],
        [
            37.229437,
            33.043478,
            41.37931,
            37.229437,
            33.043478,
            41.37931
        ],
        [
            3.280653,
            3.897765,
            2.793014,
            2.117034,
            2.314014,
            1.942672
        ],
        [
            101277,
            101277,
            55189,
            4484048,
            4484048,
            3444176
        ],
        [
            -23655,
            -23655,
            -21622,
            -2403471,
            -1366014,
            -2403471
        ],
        [
            45,
            48,
            42,
            45,
            48,
            42
        ],
        [
            76,
            79,
            73,
            76,
            79,
            73
        ],
        [
            27,
            33,
            20,
            27,
            33,
            20
        ],
        [
            10572,
            5608,
            4964,
            10572,
            5608,
            4964
        ],
        [
            13.914483,
            0,
            16.08115,
            13.914483,
            0,
            16.08115
        ],
        [
            1,
            0,
            1,
            1,
            0,
            1
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            370420,
            162688,
            297507,
            227627,
            -62110,
            252546
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "FIL_USDT",
    "interval": "4h",
    "packets": 25000,
    "actual_packets": 10883,
    "evaluation_days": 1813.83,
    "actual_first_datapoint_time": 1602777600000,
    "first_datapoint_time": 1605902400000,
    "last_datapoint_time": 1759478400000,
    "evaluation_time": 1759485411339,
    "expiration_time": 1764179856000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "hma",
        "factors": {
            "length": 205,
            "offset": 0
        }
    },
    "second_band": {
        "type": "sma",
        "factors": {
            "length": 8,
            "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)