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Trade: FIL/USDT/240/SWMA/HMA/5455

Strategy
FIL/USDT/240/SWMA/HMA/5455
Pair
FIL_USDT
Interval
4h
Score
401313
Daily Profit
0.157720
Profit Factor
1.623956
Profitability
61.764706
Streak
0.000000
Best Strategy
Training Data Length
1815.330000
Evaluation Time
2025-10-05 02:37
Expiration Time
2025-11-28 09:02

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 543826.1852 307475.7723 236350.4129 1269578.1124 -378105.7524 1647683.8648
Total P&L (%) 543.8262 307.4758 236.3504 1269.5781 -378.1058 1647.6839
Avg Daily Profit (%) 0.2996 0.1694 0.1302 0.1443 0 0.1577
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -91973 -75952 -57875 -1748331 -1127478 -1443181
Profit Factor 2.3851 2.4165 2.3463 1.2246 0.8745 1.624
Total Trades 69 35 34 69 35 34
Winning Trades 34 13 21 34 13 21
Losing Trades 35 22 13 35 22 13
Profitability (%) 49.2754 37.1429 61.7647 49.2754 37.1429 61.7647
Ratio Avg Win / Avg Loss 2.4553 4.0895 1.4524 1.2606 1.4799 1.0053
Largest Winning Trade 247718 247718 68750 792455 718991 792455
Largest Losing Trade -56537 -20793 -56537 -1398175 -445925 -1398175
Avg Bars in Trades 153 120 186 153 120 186
Avg Bars in Winners 226 194 246 226 194 246
Avg Bars in Losers 81 77 89 81 77 89
Bars Traded 10566 4228 6338 10566 4228 6338
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 -93127 250334 -14345 -106966 -584121 401313
Evaluation Data
{
    "trading_pair": "FIL_USDT",
    "interval": "4h",
    "packets": 25000,
    "actual_packets": 10892,
    "evaluation_days": 1815.33,
    "actual_first_datapoint_time": 1602777600000,
    "first_datapoint_time": 1605772800000,
    "last_datapoint_time": 1759608000000,
    "evaluation_time": 1759621076846,
    "expiration_time": 1764313344000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "swma",
        "factors": {
            "length": 168,
            "offset": 0
        }
    },
    "second_band": {
        "type": "hma",
        "factors": {
            "length": 196,
            "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": [
        [
            543826.1852377731,
            307475.7723174666,
            236350.4129203063,
            1269578.1124097283,
            -378105.7523985734,
            1647683.8648083007
        ],
        [
            543.826185,
            307.475772,
            236.350413,
            1269.578112,
            -378.105752,
            1647.683865
        ],
        [
            0.299574,
            0.169377,
            0.130197,
            0.14427,
            0,
            0.15772
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -91973,
            -75952,
            -57875,
            -1748331,
            -1127478,
            -1443181
        ],
        [
            2.385114,
            2.41654,
            2.34626,
            1.224567,
            0.874498,
            1.623956
        ],
        [
            69,
            35,
            34,
            69,
            35,
            34
        ],
        [
            34,
            13,
            21,
            34,
            13,
            21
        ],
        [
            35,
            22,
            13,
            35,
            22,
            13
        ],
        [
            49.275362,
            37.142857,
            61.764706,
            49.275362,
            37.142857,
            61.764706
        ],
        [
            2.455264,
            4.089529,
            1.452447,
            1.260584,
            1.479919,
            1.005306
        ],
        [
            247718,
            247718,
            68750,
            792455,
            718991,
            792455
        ],
        [
            -56537,
            -20793,
            -56537,
            -1398175,
            -445925,
            -1398175
        ],
        [
            153,
            120,
            186,
            153,
            120,
            186
        ],
        [
            226,
            194,
            246,
            226,
            194,
            246
        ],
        [
            81,
            77,
            89,
            81,
            77,
            89
        ],
        [
            10566,
            4228,
            6338,
            10566,
            4228,
            6338
        ],
        [
            0,
            0,
            0,
            0,
            0,
            0
        ],
        [
            0,
            0,
            0,
            0,
            0,
            0
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            -93127,
            250334,
            -14345,
            -106966,
            -584121,
            401313
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "FIL_USDT",
    "interval": "4h",
    "packets": 25000,
    "actual_packets": 10892,
    "evaluation_days": 1815.33,
    "actual_first_datapoint_time": 1602777600000,
    "first_datapoint_time": 1605772800000,
    "last_datapoint_time": 1759608000000,
    "evaluation_time": 1759621076846,
    "expiration_time": 1764313344000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "swma",
        "factors": {
            "length": 168,
            "offset": 0
        }
    },
    "second_band": {
        "type": "hma",
        "factors": {
            "length": 196,
            "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)