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Trade: FIL/USDT/720/HWMA/BBL/9714

Strategy
FIL/USDT/720/HWMA/BBL/9714
Pair
FIL_USDT
Interval
12h
Score
513932
Daily Profit
0.306526
Profit Factor
1.833578
Profitability
60.000000
Streak
58.117284
Best Strategy
Training Data Length
1821.500000
Evaluation Time
2025-10-10 17:48
Expiration Time
2025-12-04 05:28

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 558336.4769 332482.0295 225854.4475 822867.5342 325273.0818 497594.4524
Total P&L (%) 558.3365 332.482 225.8544 822.8675 325.2731 497.5945
Avg Daily Profit (%) 0.3065 0.1825 0.124 0.1221 0.0795 0.0982
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -166471 -174724 -72858 -515772 -501304 -268866
Profit Factor 1.8336 2.0331 1.6491 1.4646 1.3901 1.5309
Total Trades 100 50 50 100 50 50
Winning Trades 60 27 33 60 27 33
Losing Trades 40 23 17 40 23 17
Profitability (%) 60 54 66 60 54 66
Ratio Avg Win / Avg Loss 1.2224 1.7319 0.8495 0.9764 1.1842 0.7887
Largest Winning Trade 188442 188442 45783 188826 188826 119630
Largest Losing Trade -50439 -47027 -50439 -219720 -123949 -219720
Avg Bars in Trades 34 34 34 34 34 34
Avg Bars in Winners 34 34 34 34 34 34
Avg Bars in Losers 34 34 34 34 34 34
Bars Traded 3474 1736 1738 3474 1736 1738
Profit Streak 58.1173 58.1173 75.1173 58.1173 58.1173 75.1173
Trades During Streak 3 1 2 3 1 2
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 513932 -167640 -204151 -27234 -265144 -239067
Evaluation Data
{
    "trading_pair": "FIL_USDT",
    "interval": "12h",
    "packets": 25000,
    "actual_packets": 3643,
    "evaluation_days": 1821.5,
    "actual_first_datapoint_time": 1602763200000,
    "first_datapoint_time": 1608768000000,
    "last_datapoint_time": 1760097600000,
    "evaluation_time": 1760107733337,
    "expiration_time": 1764818928000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "hwma",
        "factors": {
            "length": 0,
            "offset": 0,
            "na": 0.02041,
            "nb": 0.1,
            "nc": 0.46446
        }
    },
    "second_band": {
        "type": "bbl",
        "factors": {
            "length": 140,
            "offset": 145,
            "std": 3.61553
        }
    }
}
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": [
        [
            558336.4769292725,
            332482.0294534779,
            225854.4474757946,
            822867.5341978789,
            325273.0817973462,
            497594.4524005323
        ],
        [
            558.336477,
            332.482029,
            225.854447,
            822.867534,
            325.273082,
            497.594452
        ],
        [
            0.306526,
            0.182532,
            0.123994,
            0.122079,
            0.079502,
            0.098195
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -166471,
            -174724,
            -72858,
            -515772,
            -501304,
            -268866
        ],
        [
            1.833578,
            2.033068,
            1.649067,
            1.464634,
            1.390131,
            1.530909
        ],
        [
            100,
            50,
            50,
            100,
            50,
            50
        ],
        [
            60,
            27,
            33,
            60,
            27,
            33
        ],
        [
            40,
            23,
            17,
            40,
            23,
            17
        ],
        [
            60,
            54,
            66,
            60,
            54,
            66
        ],
        [
            1.222385,
            1.731873,
            0.849519,
            0.976422,
            1.184186,
            0.78865
        ],
        [
            188442,
            188442,
            45783,
            188826,
            188826,
            119630
        ],
        [
            -50439,
            -47027,
            -50439,
            -219720,
            -123949,
            -219720
        ],
        [
            34,
            34,
            34,
            34,
            34,
            34
        ],
        [
            34,
            34,
            34,
            34,
            34,
            34
        ],
        [
            34,
            34,
            34,
            34,
            34,
            34
        ],
        [
            3474,
            1736,
            1738,
            3474,
            1736,
            1738
        ],
        [
            58.117284,
            58.117284,
            75.117284,
            58.117284,
            58.117284,
            75.117284
        ],
        [
            3,
            1,
            2,
            3,
            1,
            2
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            513932,
            -167640,
            -204151,
            -27234,
            -265144,
            -239067
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "FIL_USDT",
    "interval": "12h",
    "packets": 25000,
    "actual_packets": 3643,
    "evaluation_days": 1821.5,
    "actual_first_datapoint_time": 1602763200000,
    "first_datapoint_time": 1608768000000,
    "last_datapoint_time": 1760097600000,
    "evaluation_time": 1760107733337,
    "expiration_time": 1764818928000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "hwma",
        "factors": {
            "length": 0,
            "offset": 0,
            "na": 0.02041,
            "nb": 0.1,
            "nc": 0.46446
        }
    },
    "second_band": {
        "type": "bbl",
        "factors": {
            "length": 140,
            "offset": 145,
            "std": 3.61553
        }
    }
}

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)