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Trade: FIL/USDT/480/DCM/HWMA/6448

Strategy
FIL/USDT/480/DCM/HWMA/6448
Pair
FIL_USDT
Interval
8h
Score
459319
Daily Profit
0.347750
Profit Factor
1.815433
Profitability
42.718447
Streak
89.745574
Best Strategy
Training Data Length
1818.330000
Evaluation Time
2025-10-08 04:53
Expiration Time
2025-12-01 07:12

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 632324.5309 346002.3169 286322.214 2796197.5218 -1124722.1368 3920919.6586
Total P&L (%) 632.3245 346.0023 286.3222 2796.1975 -1124.7221 3920.9197
Avg Daily Profit (%) 0.3478 0.1903 0.1575 0.1853 0 0.2034
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -140933 -129412 -81570 -5244761 -3916784 -3550222
Profit Factor 1.8154 1.785 1.8556 1.1403 0.8951 1.426
Total Trades 206 103 103 206 103 103
Winning Trades 88 33 55 88 33 55
Losing Trades 118 70 48 118 70 48
Profitability (%) 42.7184 32.0388 53.3981 42.7184 32.0388 53.3981
Ratio Avg Win / Avg Loss 2.4343 3.7863 1.6194 1.529 1.8988 1.2445
Largest Winning Trade 185655 185655 56992 2006477 1906075 2006477
Largest Losing Trade -36746 -18120 -36746 -1218517 -563311 -1218517
Avg Bars in Trades 26 23 29 26 23 29
Avg Bars in Winners 38 36 39 38 36 39
Avg Bars in Losers 17 17 17 17 17 17
Bars Traded 5402 2411 2991 5402 2411 2991
Profit Streak 89.7456 115.7456 89.7456 89.7456 115.7456 89.7456
Trades During Streak 6 4 3 6 4 3
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 459319 191692 452836 -57157 -583598 385922
Evaluation Data
{
    "trading_pair": "FIL_USDT",
    "interval": "8h",
    "packets": 25000,
    "actual_packets": 5455,
    "evaluation_days": 1818.33,
    "actual_first_datapoint_time": 1602777600000,
    "first_datapoint_time": 1603699200000,
    "last_datapoint_time": 1759852800000,
    "evaluation_time": 1759888417615,
    "expiration_time": 1764565920000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "dcm",
        "factors": {
            "length": 33,
            "offset": 0
        }
    },
    "second_band": {
        "type": "hwma",
        "factors": {
            "length": 0,
            "offset": 0,
            "na": 0.2,
            "nb": 0.1,
            "nc": 0.1
        }
    }
}
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": [
        [
            632324.5308894651,
            346002.3168633644,
            286322.2140261005,
            2796197.5217546606,
            -1124722.1368377984,
            3920919.6585924625
        ],
        [
            632.324531,
            346.002317,
            286.322214,
            2796.197522,
            -1124.722137,
            3920.919659
        ],
        [
            0.34775,
            0.190286,
            0.157464,
            0.185285,
            0,
            0.203365
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -140933,
            -129412,
            -81570,
            -5244761,
            -3916784,
            -3550222
        ],
        [
            1.815433,
            1.784963,
            1.855568,
            1.140302,
            0.895137,
            1.425993
        ],
        [
            206,
            103,
            103,
            206,
            103,
            103
        ],
        [
            88,
            33,
            55,
            88,
            33,
            55
        ],
        [
            118,
            70,
            48,
            118,
            70,
            48
        ],
        [
            42.718447,
            32.038835,
            53.398058,
            42.718447,
            32.038835,
            53.398058
        ],
        [
            2.434331,
            3.786284,
            1.619404,
            1.529042,
            1.898776,
            1.244503
        ],
        [
            185655,
            185655,
            56992,
            2006477,
            1906075,
            2006477
        ],
        [
            -36746,
            -18120,
            -36746,
            -1218517,
            -563311,
            -1218517
        ],
        [
            26,
            23,
            29,
            26,
            23,
            29
        ],
        [
            38,
            36,
            39,
            38,
            36,
            39
        ],
        [
            17,
            17,
            17,
            17,
            17,
            17
        ],
        [
            5402,
            2411,
            2991,
            5402,
            2411,
            2991
        ],
        [
            89.745574,
            115.745574,
            89.745574,
            89.745574,
            115.745574,
            89.745574
        ],
        [
            6,
            4,
            3,
            6,
            4,
            3
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            459319,
            191692,
            452836,
            -57157,
            -583598,
            385922
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "FIL_USDT",
    "interval": "8h",
    "packets": 25000,
    "actual_packets": 5455,
    "evaluation_days": 1818.33,
    "actual_first_datapoint_time": 1602777600000,
    "first_datapoint_time": 1603699200000,
    "last_datapoint_time": 1759852800000,
    "evaluation_time": 1759888417615,
    "expiration_time": 1764565920000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "dcm",
        "factors": {
            "length": 33,
            "offset": 0
        }
    },
    "second_band": {
        "type": "hwma",
        "factors": {
            "length": 0,
            "offset": 0,
            "na": 0.2,
            "nb": 0.1,
            "nc": 0.1
        }
    }
}

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)