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Trade: FIL/USDT/360/HMA/LINREG/2670

Strategy
FIL/USDT/360/HMA/LINREG/2670
Pair
FIL_USDT
Interval
6h
Score
427918
Daily Profit
0.305536
Profit Factor
1.717200
Profitability
44.378698
Streak
34.271301
Best Strategy
Training Data Length
1820.000000
Evaluation Time
2025-10-09 15:30
Expiration Time
2025-12-02 22:24

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 556074.909 334730.9782 221343.9308 824580.8762 -140752.1312 965333.0074
Total P&L (%) 556.0749 334.731 221.3439 824.5809 -140.7521 965.333
Avg Daily Profit (%) 0.3055 0.1839 0.1216 0.1223 0 0.1301
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -126198 -116284 -96498 -2855591 -1666305 -1971241
Profit Factor 1.7172 1.7451 1.6788 1.0773 0.9768 1.2096
Total Trades 169 84 85 169 84 85
Winning Trades 75 30 45 75 30 45
Losing Trades 94 54 40 94 54 40
Profitability (%) 44.3787 35.7143 52.9412 44.3787 35.7143 52.9412
Ratio Avg Win / Avg Loss 2.1522 3.1411 1.4923 1.3502 1.7582 1.0752
Largest Winning Trade 260497 260497 54030 1186686 1186686 594399
Largest Losing Trade -31769 -28041 -31769 -513867 -456793 -513867
Avg Bars in Trades 42 44 40 42 44 40
Avg Bars in Winners 57 63 53 57 63 53
Avg Bars in Losers 29 33 24 29 33 24
Bars Traded 7124 3723 3401 7124 3723 3401
Profit Streak 34.2713 35.5213 34.2713 34.2713 35.5213 34.2713
Trades During Streak 2 1 1 2 1 1
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 427918 196190 -27983 -165194 -583342 -18824
Evaluation Data
{
    "trading_pair": "FIL_USDT",
    "interval": "6h",
    "packets": 25000,
    "actual_packets": 7280,
    "evaluation_days": 1820,
    "actual_first_datapoint_time": 1602763200000,
    "first_datapoint_time": 1605268800000,
    "last_datapoint_time": 1759989600000,
    "evaluation_time": 1760013040441,
    "expiration_time": 1764707040000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "hma",
        "factors": {
            "length": 108,
            "offset": 0
        }
    },
    "second_band": {
        "type": "linreg",
        "factors": {
            "length": 54,
            "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": [
        [
            556074.9090037437,
            334730.9782274836,
            221343.93077626,
            824580.8761687465,
            -140752.131191458,
            965333.0073602041
        ],
        [
            556.074909,
            334.730978,
            221.343931,
            824.580876,
            -140.752131,
            965.333007
        ],
        [
            0.305536,
            0.183918,
            0.121618,
            0.122282,
            0,
            0.130078
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -126198,
            -116284,
            -96498,
            -2855591,
            -1666305,
            -1971241
        ],
        [
            1.7172,
            1.74508,
            1.678789,
            1.077261,
            0.976802,
            1.20962
        ],
        [
            169,
            84,
            85,
            169,
            84,
            85
        ],
        [
            75,
            30,
            45,
            75,
            30,
            45
        ],
        [
            94,
            54,
            40,
            94,
            54,
            40
        ],
        [
            44.378698,
            35.714286,
            52.941176,
            44.378698,
            35.714286,
            52.941176
        ],
        [
            2.152224,
            3.141144,
            1.492257,
            1.350168,
            1.758244,
            1.075218
        ],
        [
            260497,
            260497,
            54030,
            1186686,
            1186686,
            594399
        ],
        [
            -31769,
            -28041,
            -31769,
            -513867,
            -456793,
            -513867
        ],
        [
            42,
            44,
            40,
            42,
            44,
            40
        ],
        [
            57,
            63,
            53,
            57,
            63,
            53
        ],
        [
            29,
            33,
            24,
            29,
            33,
            24
        ],
        [
            7124,
            3723,
            3401,
            7124,
            3723,
            3401
        ],
        [
            34.271301,
            35.521301,
            34.271301,
            34.271301,
            35.521301,
            34.271301
        ],
        [
            2,
            1,
            1,
            2,
            1,
            1
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            427918,
            196190,
            -27983,
            -165194,
            -583342,
            -18824
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "FIL_USDT",
    "interval": "6h",
    "packets": 25000,
    "actual_packets": 7280,
    "evaluation_days": 1820,
    "actual_first_datapoint_time": 1602763200000,
    "first_datapoint_time": 1605268800000,
    "last_datapoint_time": 1759989600000,
    "evaluation_time": 1760013040441,
    "expiration_time": 1764707040000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "hma",
        "factors": {
            "length": 108,
            "offset": 0
        }
    },
    "second_band": {
        "type": "linreg",
        "factors": {
            "length": 54,
            "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)