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Trade: FIL/USDT/360/WMA/HILO/5609

Strategy
FIL/USDT/360/WMA/HILO/5609
Pair
FIL_USDT
Interval
6h
Score
406859
Daily Profit
0.301586
Profit Factor
1.644382
Profitability
45.205479
Streak
0.000000
Best Strategy
Training Data Length
1805.250000
Evaluation Time
2025-09-28 08:18
Expiration Time
2025-11-17 17:46

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 544437.4346 352607.3245 191830.1101 278048.5138 -1125562.4892 1403611.0029
Total P&L (%) 544.4374 352.6073 191.8301 278.0485 -1125.5625 1403.611
Avg Daily Profit (%) 0.3016 0.1953 0.1063 0.0737 0 0.1503
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -158419 -133904 -114250 -3009211 -2214637 -2148737
Profit Factor 1.6444 1.8644 1.439 1.0337 0.7213 1.3326
Total Trades 219 110 109 219 110 109
Winning Trades 99 38 61 99 38 61
Losing Trades 120 72 48 120 72 48
Profitability (%) 45.2055 34.5455 55.9633 45.2055 34.5455 55.9633
Ratio Avg Win / Avg Loss 1.9932 3.5326 1.1323 1.2529 1.3667 1.0486
Largest Winning Trade 329689 329689 65468 1067151 615986 1067151
Largest Losing Trade -57291 -28730 -57291 -1189398 -559490 -1189398
Avg Bars in Trades 32 22 42 32 22 42
Avg Bars in Winners 45 34 52 45 34 52
Avg Bars in Losers 21 16 28 21 16 28
Bars Traded 7102 2515 4587 7102 2515 4587
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 406859 184532 -49681 -278760 -585105 302569
Evaluation Data
{
    "trading_pair": "FIL_USDT",
    "interval": "6h",
    "packets": 25000,
    "actual_packets": 7221,
    "evaluation_days": 1805.25,
    "actual_first_datapoint_time": 1602763200000,
    "first_datapoint_time": 1604664000000,
    "last_datapoint_time": 1758715200000,
    "evaluation_time": 1759036692717,
    "expiration_time": 1763394408000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "wma",
        "factors": {
            "length": 89,
            "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": [
        [
            544437.4345577938,
            352607.324487369,
            191830.1100704241,
            278048.5137590865,
            -1125562.4891751884,
            1403611.0029342743
        ],
        [
            544.437435,
            352.607324,
            191.83011,
            278.048514,
            -1125.562489,
            1403.611003
        ],
        [
            0.301586,
            0.195323,
            0.106262,
            0.073693,
            0,
            0.150256
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -158419,
            -133904,
            -114250,
            -3009211,
            -2214637,
            -2148737
        ],
        [
            1.644382,
            1.864434,
            1.438977,
            1.033667,
            0.72131,
            1.332617
        ],
        [
            219,
            110,
            109,
            219,
            110,
            109
        ],
        [
            99,
            38,
            61,
            99,
            38,
            61
        ],
        [
            120,
            72,
            48,
            120,
            72,
            48
        ],
        [
            45.205479,
            34.545455,
            55.963303,
            45.205479,
            34.545455,
            55.963303
        ],
        [
            1.99319,
            3.532611,
            1.13231,
            1.25293,
            1.366692,
            1.048616
        ],
        [
            329689,
            329689,
            65468,
            1067151,
            615986,
            1067151
        ],
        [
            -57291,
            -28730,
            -57291,
            -1189398,
            -559490,
            -1189398
        ],
        [
            32,
            22,
            42,
            32,
            22,
            42
        ],
        [
            45,
            34,
            52,
            45,
            34,
            52
        ],
        [
            21,
            16,
            28,
            21,
            16,
            28
        ],
        [
            7102,
            2515,
            4587,
            7102,
            2515,
            4587
        ],
        [
            0,
            0,
            0,
            0,
            0,
            0
        ],
        [
            0,
            0,
            0,
            0,
            0,
            0
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            406859,
            184532,
            -49681,
            -278760,
            -585105,
            302569
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "FIL_USDT",
    "interval": "6h",
    "packets": 25000,
    "actual_packets": 7221,
    "evaluation_days": 1805.25,
    "actual_first_datapoint_time": 1602763200000,
    "first_datapoint_time": 1604664000000,
    "last_datapoint_time": 1758715200000,
    "evaluation_time": 1759036692717,
    "expiration_time": 1763394408000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "wma",
        "factors": {
            "length": 89,
            "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)