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Trade: FIL/USDT/480/SINWMA/MIDPRICE/4272

Strategy
FIL/USDT/480/SINWMA/MIDPRICE/4272
Pair
FIL_USDT
Interval
8h
Score
368461
Daily Profit
0.276370
Profit Factor
1.729684
Profitability
43.333333
Streak
30.337882
Best Strategy
Training Data Length
1814.330000
Evaluation Time
2025-10-04 03:06
Expiration Time
2025-11-27 04:19

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 501425.7071 363332.9463 138092.7608 74419.9971 -275812.8998 350232.8969
Total P&L (%) 501.4257 363.3329 138.0928 74.42 -275.8129 350.2329
Avg Daily Profit (%) 0.2764 0.2003 0.0761 0.0307 0 0.083
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -194406 -210055 -59613 -1057292 -896487 -426892
Profit Factor 1.7297 1.7452 1.6919 1.0285 0.852 1.4656
Total Trades 120 60 60 120 60 60
Winning Trades 52 22 30 52 22 30
Losing Trades 68 38 30 68 38 30
Profitability (%) 43.3333 36.6667 50 43.3333 36.6667 50
Ratio Avg Win / Avg Loss 2.2619 3.0144 1.6919 1.3449 1.4716 1.4656
Largest Winning Trade 333227 333227 49881 540164 540164 353935
Largest Losing Trade -32815 -32815 -26712 -258477 -258477 -124732
Avg Bars in Trades 43 59 26 43 59 26
Avg Bars in Winners 54 83 34 54 83 34
Avg Bars in Losers 34 46 19 34 46 19
Bars Traded 5206 3599 1607 5206 3599 1607
Profit Streak 30.3379 39.3379 0 30.3379 39.3379 0
Trades During Streak 1 1 0 1 1 0
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 368461 -163164 -257020 -342882 -753207 -249995
Evaluation Data
{
    "trading_pair": "FIL_USDT",
    "interval": "8h",
    "packets": 25000,
    "actual_packets": 5443,
    "evaluation_days": 1814.33,
    "actual_first_datapoint_time": 1602777600000,
    "first_datapoint_time": 1605283200000,
    "last_datapoint_time": 1759507200000,
    "evaluation_time": 1759536393004,
    "expiration_time": 1764209952000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "sinwma",
        "factors": {
            "length": 86,
            "offset": 0
        }
    },
    "second_band": {
        "type": "midprice",
        "factors": {
            "length": 88,
            "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": [
        [
            501425.7070956228,
            363332.946317614,
            138092.7607780087,
            74419.9971197539,
            -275812.8997700888,
            350232.8968898431
        ],
        [
            501.425707,
            363.332946,
            138.092761,
            74.419997,
            -275.8129,
            350.232897
        ],
        [
            0.27637,
            0.200257,
            0.076112,
            0.030666,
            0,
            0.082963
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -194406,
            -210055,
            -59613,
            -1057292,
            -896487,
            -426892
        ],
        [
            1.729684,
            1.745163,
            1.691869,
            1.028452,
            0.851992,
            1.465641
        ],
        [
            120,
            60,
            60,
            120,
            60,
            60
        ],
        [
            52,
            22,
            30,
            52,
            22,
            30
        ],
        [
            68,
            38,
            30,
            68,
            38,
            30
        ],
        [
            43.333333,
            36.666667,
            50,
            43.333333,
            36.666667,
            50
        ],
        [
            2.261894,
            3.014372,
            1.691869,
            1.344898,
            1.471623,
            1.465641
        ],
        [
            333227,
            333227,
            49881,
            540164,
            540164,
            353935
        ],
        [
            -32815,
            -32815,
            -26712,
            -258477,
            -258477,
            -124732
        ],
        [
            43,
            59,
            26,
            43,
            59,
            26
        ],
        [
            54,
            83,
            34,
            54,
            83,
            34
        ],
        [
            34,
            46,
            19,
            34,
            46,
            19
        ],
        [
            5206,
            3599,
            1607,
            5206,
            3599,
            1607
        ],
        [
            30.337882,
            39.337882,
            0,
            30.337882,
            39.337882,
            0
        ],
        [
            1,
            1,
            0,
            1,
            1,
            0
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            368461,
            -163164,
            -257020,
            -342882,
            -753207,
            -249995
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "FIL_USDT",
    "interval": "8h",
    "packets": 25000,
    "actual_packets": 5443,
    "evaluation_days": 1814.33,
    "actual_first_datapoint_time": 1602777600000,
    "first_datapoint_time": 1605283200000,
    "last_datapoint_time": 1759507200000,
    "evaluation_time": 1759536393004,
    "expiration_time": 1764209952000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "sinwma",
        "factors": {
            "length": 86,
            "offset": 0
        }
    },
    "second_band": {
        "type": "midprice",
        "factors": {
            "length": 88,
            "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)