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Trade: FIL/USDT/360/SINWMA/HILO/6668

Strategy
FIL/USDT/360/SINWMA/HILO/6668
Pair
FIL_USDT
Interval
6h
Score
400962
Daily Profit
0.337730
Profit Factor
2.274773
Profitability
43.157895
Streak
0.000000
Best Strategy
Training Data Length
1812.250000
Evaluation Time
2025-10-01 17:21
Expiration Time
2025-11-24 22:49

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 612051.2317 442987.2734 169063.9583 378060.3749 -216571.3227 594631.6976
Total P&L (%) 612.0512 442.9873 169.064 378.0604 -216.5713 594.6317
Avg Daily Profit (%) 0.3377 0.2444 0.0933 0.0864 0 0.107
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -90827 -69780 -66839 -1924135 -1050086 -1489668
Profit Factor 2.2748 2.9091 1.6815 1.0736 0.897 1.1961
Total Trades 95 48 47 95 48 47
Winning Trades 41 16 25 41 16 25
Losing Trades 54 32 22 54 32 22
Profitability (%) 43.1579 33.3333 53.1915 43.1579 33.3333 53.1915
Ratio Avg Win / Avg Loss 2.996 5.8181 1.4797 1.414 1.794 1.0525
Largest Winning Trade 475050 475050 70838 992003 622475 992003
Largest Losing Trade -60448 -24062 -60448 -1393323 -357492 -1393323
Avg Bars in Trades 73 48 100 73 48 100
Avg Bars in Winners 119 87 140 119 87 140
Avg Bars in Losers 38 28 54 38 28 54
Bars Traded 7015 2314 4701 7015 2314 4701
Profit Streak 0 0 50.8482 0 0 50.8482
Trades During Streak 0 0 2 0 0 2
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 400962 257856 -64861 -219607 -584392 -53096
Evaluation Data
{
    "trading_pair": "FIL_USDT",
    "interval": "6h",
    "packets": 25000,
    "actual_packets": 7249,
    "evaluation_days": 1812.25,
    "actual_first_datapoint_time": 1602763200000,
    "first_datapoint_time": 1606456800000,
    "last_datapoint_time": 1759320000000,
    "evaluation_time": 1759328486819,
    "expiration_time": 1764017352000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "sinwma",
        "factors": {
            "length": 172,
            "offset": 0
        }
    },
    "second_band": {
        "type": "hilo",
        "factors": {
            "length": 0,
            "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": [
        [
            612051.2316678573,
            442987.2733775672,
            169063.9582902901,
            378060.3749077009,
            -216571.322672894,
            594631.6975805952
        ],
        [
            612.051232,
            442.987273,
            169.063958,
            378.060375,
            -216.571323,
            594.631698
        ],
        [
            0.33773,
            0.24444,
            0.09329,
            0.08637,
            0,
            0.107008
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -90827,
            -69780,
            -66839,
            -1924135,
            -1050086,
            -1489668
        ],
        [
            2.274773,
            2.909051,
            1.681491,
            1.073612,
            0.89701,
            1.196054
        ],
        [
            95,
            48,
            47,
            95,
            48,
            47
        ],
        [
            41,
            16,
            25,
            41,
            16,
            25
        ],
        [
            54,
            32,
            22,
            54,
            32,
            22
        ],
        [
            43.157895,
            33.333333,
            53.191489,
            43.157895,
            33.333333,
            53.191489
        ],
        [
            2.996043,
            5.818101,
            1.479712,
            1.414026,
            1.79402,
            1.052527
        ],
        [
            475050,
            475050,
            70838,
            992003,
            622475,
            992003
        ],
        [
            -60448,
            -24062,
            -60448,
            -1393323,
            -357492,
            -1393323
        ],
        [
            73,
            48,
            100,
            73,
            48,
            100
        ],
        [
            119,
            87,
            140,
            119,
            87,
            140
        ],
        [
            38,
            28,
            54,
            38,
            28,
            54
        ],
        [
            7015,
            2314,
            4701,
            7015,
            2314,
            4701
        ],
        [
            0,
            0,
            50.848227,
            0,
            0,
            50.848227
        ],
        [
            0,
            0,
            2,
            0,
            0,
            2
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            400962,
            257856,
            -64861,
            -219607,
            -584392,
            -53096
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "FIL_USDT",
    "interval": "6h",
    "packets": 25000,
    "actual_packets": 7249,
    "evaluation_days": 1812.25,
    "actual_first_datapoint_time": 1602763200000,
    "first_datapoint_time": 1606456800000,
    "last_datapoint_time": 1759320000000,
    "evaluation_time": 1759328486819,
    "expiration_time": 1764017352000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "sinwma",
        "factors": {
            "length": 172,
            "offset": 0
        }
    },
    "second_band": {
        "type": "hilo",
        "factors": {
            "length": 0,
            "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)