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Trade: FIL/USDT/480/T3/FWMA/3534

Strategy
FIL/USDT/480/T3/FWMA/3534
Pair
FIL_USDT
Interval
8h
Score
378866
Daily Profit
0.456789
Profit Factor
3.264707
Profitability
34.117647
Streak
0.000000
Best Strategy
Training Data Length
1816.000000
Evaluation Time
2025-10-05 15:16
Expiration Time
2025-11-28 21:31

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 829528.3508 570483.5365 259044.8144 3382685.1486 -1081127.3318 4463812.4804
Total P&L (%) 829.5284 570.4835 259.0448 3382.6851 -1081.1273 4463.8125
Avg Daily Profit (%) 0.4568 0.3141 0.1426 0.1957 0 0.2106
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -81172 -69811 -30221 -4975111 -5945454 -1919827
Profit Factor 3.2647 3.3003 3.1901 1.199 0.9034 1.769
Total Trades 85 43 42 85 43 42
Winning Trades 29 11 18 29 11 18
Losing Trades 56 32 24 56 32 24
Profitability (%) 34.1176 25.5814 42.8571 34.1176 25.5814 42.8571
Ratio Avg Win / Avg Loss 6.3043 9.6009 4.2535 2.3153 2.6281 2.3587
Largest Winning Trade 518920 518920 69533 2612659 2336092 2612659
Largest Losing Trade -27403 -27403 -15950 -2316513 -2316513 -978858
Avg Bars in Trades 60 56 63 60 56 63
Avg Bars in Winners 132 143 126 132 143 126
Avg Bars in Losers 22 26 16 22 26 16
Bars Traded 5105 2440 2665 5105 2440 2665
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 378866 -11878 27028 55356 -605201 314944
Evaluation Data
{
    "trading_pair": "FIL_USDT",
    "interval": "8h",
    "packets": 25000,
    "actual_packets": 5448,
    "evaluation_days": 1816,
    "actual_first_datapoint_time": 1602777600000,
    "first_datapoint_time": 1608940800000,
    "last_datapoint_time": 1759651200000,
    "evaluation_time": 1759666580687,
    "expiration_time": 1764358272000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "t3",
        "factors": {
            "length": 107,
            "offset": 0,
            "a": 0.78453
        }
    },
    "second_band": {
        "type": "fwma",
        "factors": {
            "length": 215,
            "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": [
        [
            829528.3508452154,
            570483.5364618016,
            259044.8143834136,
            3382685.1485928195,
            -1081127.3317775934,
            4463812.4803704135
        ],
        [
            829.528351,
            570.483536,
            259.044814,
            3382.685149,
            -1081.127332,
            4463.81248
        ],
        [
            0.456789,
            0.314143,
            0.142646,
            0.195697,
            0,
            0.210615
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -81172,
            -69811,
            -30221,
            -4975111,
            -5945454,
            -1919827
        ],
        [
            3.264707,
            3.300294,
            3.190091,
            1.199002,
            0.903416,
            1.769007
        ],
        [
            85,
            43,
            42,
            85,
            43,
            42
        ],
        [
            29,
            11,
            18,
            29,
            11,
            18
        ],
        [
            56,
            32,
            24,
            56,
            32,
            24
        ],
        [
            34.117647,
            25.581395,
            42.857143,
            34.117647,
            25.581395,
            42.857143
        ],
        [
            6.304263,
            9.600855,
            4.253455,
            2.315314,
            2.628118,
            2.358676
        ],
        [
            518920,
            518920,
            69533,
            2612659,
            2336092,
            2612659
        ],
        [
            -27403,
            -27403,
            -15950,
            -2316513,
            -2316513,
            -978858
        ],
        [
            60,
            56,
            63,
            60,
            56,
            63
        ],
        [
            132,
            143,
            126,
            132,
            143,
            126
        ],
        [
            22,
            26,
            16,
            22,
            26,
            16
        ],
        [
            5105,
            2440,
            2665,
            5105,
            2440,
            2665
        ],
        [
            0,
            0,
            0,
            0,
            0,
            0
        ],
        [
            0,
            0,
            0,
            0,
            0,
            0
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            378866,
            -11878,
            27028,
            55356,
            -605201,
            314944
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "FIL_USDT",
    "interval": "8h",
    "packets": 25000,
    "actual_packets": 5448,
    "evaluation_days": 1816,
    "actual_first_datapoint_time": 1602777600000,
    "first_datapoint_time": 1608940800000,
    "last_datapoint_time": 1759651200000,
    "evaluation_time": 1759666580687,
    "expiration_time": 1764358272000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "t3",
        "factors": {
            "length": 107,
            "offset": 0,
            "a": 0.78453
        }
    },
    "second_band": {
        "type": "fwma",
        "factors": {
            "length": 215,
            "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)