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Trade: FIL/USDT/360/PWMA/KCB/3541

Strategy
FIL/USDT/360/PWMA/KCB/3541
Pair
FIL_USDT
Interval
6h
Score
313211
Daily Profit
0.290649
Profit Factor
1.411535
Profitability
37.681159
Streak
0.000000
Best Strategy
Training Data Length
1821.000000
Evaluation Time
2025-10-10 16:00
Expiration Time
2025-12-03 23:07

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 529271.0352 270165.9072 259105.128 1603570.3694 -319895.9704 1923466.3398
Total P&L (%) 529.271 270.1659 259.1051 1603.5704 -319.896 1923.4663
Avg Daily Profit (%) 0.2906 0.1484 0.1423 0.1558 0 0.1653
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -86417 -105821 -57819 -2316818 -2182328 -1072887
Profit Factor 1.4115 1.3998 1.4245 1.113 0.9575 1.2887
Total Trades 483 242 241 483 242 241
Winning Trades 182 89 93 182 89 93
Losing Trades 301 153 148 301 153 148
Profitability (%) 37.6812 36.7769 38.5892 37.6812 36.7769 38.5892
Ratio Avg Win / Avg Loss 2.3345 2.4064 2.2669 1.8407 1.6461 2.0509
Largest Winning Trade 95590 95590 51445 736229 736229 640801
Largest Losing Trade -16555 -13663 -16555 -321020 -321020 -316252
Avg Bars in Trades 14 14 15 14 14 15
Avg Bars in Winners 24 23 25 24 23 25
Avg Bars in Losers 9 9 9 9 9 9
Bars Traded 7236 3462 3774 7236 3462 3774
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 313211 95743 -4588 -89438 -582154 194862
Evaluation Data
{
    "trading_pair": "FIL_USDT",
    "interval": "6h",
    "packets": 25000,
    "actual_packets": 7284,
    "evaluation_days": 1821,
    "actual_first_datapoint_time": 1602763200000,
    "first_datapoint_time": 1603238400000,
    "last_datapoint_time": 1760076000000,
    "evaluation_time": 1760101218551,
    "expiration_time": 1764796032000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "pwma",
        "factors": {
            "length": 23,
            "offset": 0
        }
    },
    "second_band": {
        "type": "kcb",
        "factors": {
            "length": 8,
            "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": [
        [
            529271.0351906668,
            270165.9072193996,
            259105.1279712671,
            1603570.3694229606,
            -319895.970385235,
            1923466.3398081942
        ],
        [
            529.271035,
            270.165907,
            259.105128,
            1603.570369,
            -319.89597,
            1923.46634
        ],
        [
            0.290649,
            0.148361,
            0.142287,
            0.155822,
            0,
            0.165287
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -86417,
            -105821,
            -57819,
            -2316818,
            -2182328,
            -1072887
        ],
        [
            1.411535,
            1.399824,
            1.4245,
            1.113006,
            0.957507,
            1.288724
        ],
        [
            483,
            242,
            241,
            483,
            242,
            241
        ],
        [
            182,
            89,
            93,
            182,
            89,
            93
        ],
        [
            301,
            153,
            148,
            301,
            153,
            148
        ],
        [
            37.681159,
            36.77686,
            38.589212,
            37.681159,
            36.77686,
            38.589212
        ],
        [
            2.334462,
            2.406439,
            2.266947,
            1.84074,
            1.646052,
            2.050873
        ],
        [
            95590,
            95590,
            51445,
            736229,
            736229,
            640801
        ],
        [
            -16555,
            -13663,
            -16555,
            -321020,
            -321020,
            -316252
        ],
        [
            14,
            14,
            15,
            14,
            14,
            15
        ],
        [
            24,
            23,
            25,
            24,
            23,
            25
        ],
        [
            9,
            9,
            9,
            9,
            9,
            9
        ],
        [
            7236,
            3462,
            3774,
            7236,
            3462,
            3774
        ],
        [
            0,
            0,
            0,
            0,
            0,
            0
        ],
        [
            0,
            0,
            0,
            0,
            0,
            0
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            313211,
            95743,
            -4588,
            -89438,
            -582154,
            194862
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "FIL_USDT",
    "interval": "6h",
    "packets": 25000,
    "actual_packets": 7284,
    "evaluation_days": 1821,
    "actual_first_datapoint_time": 1602763200000,
    "first_datapoint_time": 1603238400000,
    "last_datapoint_time": 1760076000000,
    "evaluation_time": 1760101218551,
    "expiration_time": 1764796032000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "pwma",
        "factors": {
            "length": 23,
            "offset": 0
        }
    },
    "second_band": {
        "type": "kcb",
        "factors": {
            "length": 8,
            "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)