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Trade: FIL/USDT/360/PWMA/KCB/1565

Strategy
FIL/USDT/360/PWMA/KCB/1565
Pair
FIL_USDT
Interval
6h
Score
395696
Daily Profit
0.208532
Profit Factor
1.581507
Profitability
51.136364
Streak
0.000000
Best Strategy
Training Data Length
1814.250000
Evaluation Time
2025-10-03 20:50
Expiration Time
2025-11-27 00:15

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 378329.4597 252830.6611 125498.7986 22633.9272 -13829.4874 36463.4145
Total P&L (%) 378.3295 252.8307 125.4988 22.6339 -13.8295 36.4634
Avg Daily Profit (%) 0.2085 0.1394 0.0692 0.0112 -0.0082 0.0171
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -139731 -176706 -49504 -362041 -276604 -209336
Profit Factor 1.5815 1.63 1.5034 1.019 0.9801 1.0733
Total Trades 88 44 44 88 44 44
Winning Trades 45 17 28 45 17 28
Losing Trades 43 27 16 43 27 16
Profitability (%) 51.1364 38.6364 63.6364 51.1364 38.6364 63.6364
Ratio Avg Win / Avg Loss 1.5112 2.5888 0.8591 0.9737 1.5566 0.6133
Largest Winning Trade 225206 225206 49394 196293 196293 140012
Largest Losing Trade -49504 -46626 -49504 -209336 -147849 -209336
Avg Bars in Trades 79 101 56 79 101 56
Avg Bars in Winners 89 129 64 89 129 64
Avg Bars in Losers 68 83 43 68 83 43
Bars Traded 6956 4454 2502 6956 4454 2502
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 395696 -8270 -99087 -383864 -582360 -312200
Evaluation Data
{
    "trading_pair": "FIL_USDT",
    "interval": "6h",
    "packets": 25000,
    "actual_packets": 7257,
    "evaluation_days": 1814.25,
    "actual_first_datapoint_time": 1602763200000,
    "first_datapoint_time": 1607580000000,
    "last_datapoint_time": 1759492800000,
    "evaluation_time": 1759513851106,
    "expiration_time": 1764195336000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "pwma",
        "factors": {
            "length": 153,
            "offset": 0
        }
    },
    "second_band": {
        "type": "kcb",
        "factors": {
            "length": 224,
            "offset": 0,
            "scalar": 3
        }
    }
}
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": [
        [
            378329.4596536824,
            252830.6610770722,
            125498.7985766102,
            22633.927153758,
            -13829.4873945282,
            36463.4145482861
        ],
        [
            378.32946,
            252.830661,
            125.498799,
            22.633927,
            -13.829487,
            36.463415
        ],
        [
            0.208532,
            0.139358,
            0.069174,
            0.011247,
            -0.008204,
            0.017137
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -139731,
            -176706,
            -49504,
            -362041,
            -276604,
            -209336
        ],
        [
            1.581507,
            1.629998,
            1.503441,
            1.018991,
            0.98009,
            1.073328
        ],
        [
            88,
            44,
            44,
            88,
            44,
            44
        ],
        [
            45,
            17,
            28,
            45,
            17,
            28
        ],
        [
            43,
            27,
            16,
            43,
            27,
            16
        ],
        [
            51.136364,
            38.636364,
            63.636364,
            51.136364,
            38.636364,
            63.636364
        ],
        [
            1.511218,
            2.588821,
            0.859109,
            0.973702,
            1.556613,
            0.61333
        ],
        [
            225206,
            225206,
            49394,
            196293,
            196293,
            140012
        ],
        [
            -49504,
            -46626,
            -49504,
            -209336,
            -147849,
            -209336
        ],
        [
            79,
            101,
            56,
            79,
            101,
            56
        ],
        [
            89,
            129,
            64,
            89,
            129,
            64
        ],
        [
            68,
            83,
            43,
            68,
            83,
            43
        ],
        [
            6956,
            4454,
            2502,
            6956,
            4454,
            2502
        ],
        [
            0,
            0,
            0,
            0,
            0,
            0
        ],
        [
            0,
            0,
            0,
            0,
            0,
            0
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            395696,
            -8270,
            -99087,
            -383864,
            -582360,
            -312200
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "FIL_USDT",
    "interval": "6h",
    "packets": 25000,
    "actual_packets": 7257,
    "evaluation_days": 1814.25,
    "actual_first_datapoint_time": 1602763200000,
    "first_datapoint_time": 1607580000000,
    "last_datapoint_time": 1759492800000,
    "evaluation_time": 1759513851106,
    "expiration_time": 1764195336000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "pwma",
        "factors": {
            "length": 153,
            "offset": 0
        }
    },
    "second_band": {
        "type": "kcb",
        "factors": {
            "length": 224,
            "offset": 0,
            "scalar": 3
        }
    }
}

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)