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Trade: FIL/USDT/480/PWMA/SSF/3625

Strategy
FIL/USDT/480/PWMA/SSF/3625
Pair
FIL_USDT
Interval
8h
Score
401371
Daily Profit
0.337509
Profit Factor
1.992115
Profitability
44.554455
Streak
0.000000
Best Strategy
Training Data Length
1817.330000
Evaluation Time
2025-10-07 01:55
Expiration Time
2025-11-30 06:28

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 613364.6223 403902.5979 209462.0244 339054.3744 36681.3354 302373.039
Total P&L (%) 613.3646 403.9026 209.462 339.0544 36.6813 302.373
Avg Daily Profit (%) 0.3375 0.2223 0.1153 0.0814 0.0172 0.0766
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -183000 -110036 -104308 -1870598 -945075 -1476028
Profit Factor 1.9921 2.1454 1.7886 1.0776 1.016 1.1458
Total Trades 101 51 50 101 51 50
Winning Trades 45 16 29 45 16 29
Losing Trades 56 35 21 56 35 21
Profitability (%) 44.5545 31.3725 58 44.5545 31.3725 58
Ratio Avg Win / Avg Loss 2.4791 4.693 1.2952 1.341 2.2225 0.8297
Largest Winning Trade 352144 352144 71068 606596 606596 463245
Largest Losing Trade -80939 -33802 -80939 -1395483 -357252 -1395483
Avg Bars in Trades 52 44 60 52 44 60
Avg Bars in Winners 78 78 78 78 78 78
Avg Bars in Losers 31 28 35 31 28 35
Bars Traded 5284 2267 3017 5284 2267 3017
Profit Streak 0 0 53.622 0 0 53.622
Trades During Streak 0 0 1 0 0 1
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 401371 -175685 -215303 -221237 -561812 -330878
Evaluation Data
{
    "trading_pair": "FIL_USDT",
    "interval": "8h",
    "packets": 25000,
    "actual_packets": 5452,
    "evaluation_days": 1817.33,
    "actual_first_datapoint_time": 1602777600000,
    "first_datapoint_time": 1605484800000,
    "last_datapoint_time": 1759766400000,
    "evaluation_time": 1759791342450,
    "expiration_time": 1764476928000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "pwma",
        "factors": {
            "length": 95,
            "offset": 0
        }
    },
    "second_band": {
        "type": "ssf",
        "factors": {
            "length": 40,
            "offset": 0,
            "poles": 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": [
        [
            613364.6222889104,
            403902.5978756982,
            209462.0244132117,
            339054.374423956,
            36681.3354406865,
            302373.03898327
        ],
        [
            613.364622,
            403.902598,
            209.462024,
            339.054374,
            36.681335,
            302.373039
        ],
        [
            0.337509,
            0.222251,
            0.115258,
            0.081441,
            0.017196,
            0.076637
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -183000,
            -110036,
            -104308,
            -1870598,
            -945075,
            -1476028
        ],
        [
            1.992115,
            2.145385,
            1.788623,
            1.077597,
            1.015978,
            1.145813
        ],
        [
            101,
            51,
            50,
            101,
            51,
            50
        ],
        [
            45,
            16,
            29,
            45,
            16,
            29
        ],
        [
            56,
            35,
            21,
            56,
            35,
            21
        ],
        [
            44.554455,
            31.372549,
            58,
            44.554455,
            31.372549,
            58
        ],
        [
            2.479076,
            4.69303,
            1.29521,
            1.34101,
            2.222452,
            0.829727
        ],
        [
            352144,
            352144,
            71068,
            606596,
            606596,
            463245
        ],
        [
            -80939,
            -33802,
            -80939,
            -1395483,
            -357252,
            -1395483
        ],
        [
            52,
            44,
            60,
            52,
            44,
            60
        ],
        [
            78,
            78,
            78,
            78,
            78,
            78
        ],
        [
            31,
            28,
            35,
            31,
            28,
            35
        ],
        [
            5284,
            2267,
            3017,
            5284,
            2267,
            3017
        ],
        [
            0,
            0,
            53.622019,
            0,
            0,
            53.622019
        ],
        [
            0,
            0,
            1,
            0,
            0,
            1
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            401371,
            -175685,
            -215303,
            -221237,
            -561812,
            -330878
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "FIL_USDT",
    "interval": "8h",
    "packets": 25000,
    "actual_packets": 5452,
    "evaluation_days": 1817.33,
    "actual_first_datapoint_time": 1602777600000,
    "first_datapoint_time": 1605484800000,
    "last_datapoint_time": 1759766400000,
    "evaluation_time": 1759791342450,
    "expiration_time": 1764476928000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "pwma",
        "factors": {
            "length": 95,
            "offset": 0
        }
    },
    "second_band": {
        "type": "ssf",
        "factors": {
            "length": 40,
            "offset": 0,
            "poles": 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)