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Trade: FIL/USDT/240/MIDPRICE/HMA/9237

Strategy
FIL/USDT/240/MIDPRICE/HMA/9237
Pair
FIL_USDT
Interval
4h
Score
408537
Daily Profit
0.215815
Profit Factor
1.653709
Profitability
51.515152
Streak
0.000000
Best Strategy
Training Data Length
1812.170000
Evaluation Time
2025-10-01 21:06
Expiration Time
2025-11-25 02:45

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 391094.2865 166117.552 224976.7346 479843.6109 -503256.6826 983100.2935
Total P&L (%) 391.0943 166.1176 224.9767 479.8436 -503.2567 983.1003
Avg Daily Profit (%) 0.2158 0.0917 0.1241 0.097 0 0.1316
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -104717 -117363 -64862 -869527 -753668 -451427
Profit Factor 1.6537 1.4544 1.9668 1.1385 0.7785 1.8248
Total Trades 99 50 49 99 50 49
Winning Trades 51 23 28 51 23 28
Losing Trades 48 27 21 48 27 21
Profitability (%) 51.5152 46 57.1429 51.5152 46 57.1429
Ratio Avg Win / Avg Loss 1.5564 1.7074 1.4751 1.0715 0.9139 1.3686
Largest Winning Trade 81515 81515 52297 282108 236162 282108
Largest Losing Trade -35290 -30874 -35290 -288618 -288618 -204051
Avg Bars in Trades 102 66 138 102 66 138
Avg Bars in Winners 125 76 165 125 76 165
Avg Bars in Losers 77 58 101 77 58 101
Bars Traded 10111 3343 6768 10111 3343 6768
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 408537 -250054 -23628 -131132 -762388 -13611
Evaluation Data
{
    "trading_pair": "FIL_USDT",
    "interval": "4h",
    "packets": 25000,
    "actual_packets": 10873,
    "evaluation_days": 1812.17,
    "actual_first_datapoint_time": 1602777600000,
    "first_datapoint_time": 1605816000000,
    "last_datapoint_time": 1759334400000,
    "evaluation_time": 1759342012760,
    "expiration_time": 1764031536000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "midprice",
        "factors": {
            "length": 178,
            "offset": 0
        }
    },
    "second_band": {
        "type": "hma",
        "factors": {
            "length": 199,
            "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": [
        [
            391094.2865422953,
            166117.5519745339,
            224976.7345677614,
            479843.6109333759,
            -503256.6825975741,
            983100.2935309501
        ],
        [
            391.094287,
            166.117552,
            224.976735,
            479.843611,
            -503.256683,
            983.100294
        ],
        [
            0.215815,
            0.091668,
            0.124148,
            0.097035,
            0,
            0.131554
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -104717,
            -117363,
            -64862,
            -869527,
            -753668,
            -451427
        ],
        [
            1.653709,
            1.454422,
            1.966763,
            1.13851,
            0.778529,
            1.824755
        ],
        [
            99,
            50,
            49,
            99,
            50,
            49
        ],
        [
            51,
            23,
            28,
            51,
            23,
            28
        ],
        [
            48,
            27,
            21,
            48,
            27,
            21
        ],
        [
            51.515152,
            46,
            57.142857,
            51.515152,
            46,
            57.142857
        ],
        [
            1.556432,
            1.707365,
            1.475072,
            1.071539,
            0.913925,
            1.368566
        ],
        [
            81515,
            81515,
            52297,
            282108,
            236162,
            282108
        ],
        [
            -35290,
            -30874,
            -35290,
            -288618,
            -288618,
            -204051
        ],
        [
            102,
            66,
            138,
            102,
            66,
            138
        ],
        [
            125,
            76,
            165,
            125,
            76,
            165
        ],
        [
            77,
            58,
            101,
            77,
            58,
            101
        ],
        [
            10111,
            3343,
            6768,
            10111,
            3343,
            6768
        ],
        [
            0,
            0,
            0,
            0,
            0,
            0
        ],
        [
            0,
            0,
            0,
            0,
            0,
            0
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            408537,
            -250054,
            -23628,
            -131132,
            -762388,
            -13611
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "FIL_USDT",
    "interval": "4h",
    "packets": 25000,
    "actual_packets": 10873,
    "evaluation_days": 1812.17,
    "actual_first_datapoint_time": 1602777600000,
    "first_datapoint_time": 1605816000000,
    "last_datapoint_time": 1759334400000,
    "evaluation_time": 1759342012760,
    "expiration_time": 1764031536000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "midprice",
        "factors": {
            "length": 178,
            "offset": 0
        }
    },
    "second_band": {
        "type": "hma",
        "factors": {
            "length": 199,
            "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)