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Trade: FIL/USDT/720/LINREG/HWMA/4059

Strategy
FIL/USDT/720/LINREG/HWMA/4059
Pair
FIL_USDT
Interval
12h
Score
452436
Daily Profit
0.414502
Profit Factor
2.237942
Profitability
44.360902
Streak
0.000000
Best Strategy
Training Data Length
1812.000000
Evaluation Time
2025-10-01 13:36
Expiration Time
2025-11-24 10:38

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 751078.1618 577112.6467 173965.5152 587870.8668 -904698.238 1492569.1048
Total P&L (%) 751.0782 577.1126 173.9655 587.8709 -904.6982 1492.5691
Avg Daily Profit (%) 0.4145 0.3185 0.096 0.1065 0 0.1529
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -120675 -110375 -49387 -2321946 -1915899 -826607
Profit Factor 2.2379 2.4743 1.8081 1.0661 0.8449 1.4873
Total Trades 133 67 66 133 67 66
Winning Trades 59 24 35 59 24 35
Losing Trades 74 43 31 74 43 31
Profitability (%) 44.3609 35.8209 53.0303 44.3609 35.8209 53.0303
Ratio Avg Win / Avg Loss 2.8069 4.4332 1.6015 1.3371 1.5138 1.3173
Largest Winning Trade 595745 595745 72711 846471 846471 743208
Largest Losing Trade -28046 -28046 -27536 -524756 -524756 -498174
Avg Bars in Trades 25 28 22 25 28 22
Avg Bars in Winners 38 49 31 38 49 31
Avg Bars in Losers 14 16 12 14 16 12
Bars Traded 3387 1888 1499 3387 1888 1499
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 452436 -108428 -184876 -199809 -700194 -114646
Evaluation Data
{
    "trading_pair": "FIL_USDT",
    "interval": "12h",
    "packets": 25000,
    "actual_packets": 3624,
    "evaluation_days": 1812,
    "actual_first_datapoint_time": 1602763200000,
    "first_datapoint_time": 1611662400000,
    "last_datapoint_time": 1759276800000,
    "evaluation_time": 1759314989053,
    "expiration_time": 1763973504000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "linreg",
        "factors": {
            "length": 207,
            "offset": 0
        }
    },
    "second_band": {
        "type": "hwma",
        "factors": {
            "length": 0,
            "offset": 0,
            "na": 0.39445,
            "nb": 0.1,
            "nc": 0.49773
        }
    }
}
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": [
        [
            751078.1618420413,
            577112.6466548976,
            173965.5151871435,
            587870.8668161887,
            -904698.2380260155,
            1492569.1048422044
        ],
        [
            751.078162,
            577.112647,
            173.965515,
            587.870867,
            -904.698238,
            1492.569105
        ],
        [
            0.414502,
            0.318495,
            0.096007,
            0.106482,
            0,
            0.152872
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -120675,
            -110375,
            -49387,
            -2321946,
            -1915899,
            -826607
        ],
        [
            2.237942,
            2.474328,
            1.808112,
            1.066086,
            0.844886,
            1.487285
        ],
        [
            133,
            67,
            66,
            133,
            67,
            66
        ],
        [
            59,
            24,
            35,
            59,
            24,
            35
        ],
        [
            74,
            43,
            31,
            74,
            43,
            31
        ],
        [
            44.360902,
            35.820896,
            53.030303,
            44.360902,
            35.820896,
            53.030303
        ],
        [
            2.806911,
            4.433172,
            1.601471,
            1.337125,
            1.513754,
            1.31731
        ],
        [
            595745,
            595745,
            72711,
            846471,
            846471,
            743208
        ],
        [
            -28046,
            -28046,
            -27536,
            -524756,
            -524756,
            -498174
        ],
        [
            25,
            28,
            22,
            25,
            28,
            22
        ],
        [
            38,
            49,
            31,
            38,
            49,
            31
        ],
        [
            14,
            16,
            12,
            14,
            16,
            12
        ],
        [
            3387,
            1888,
            1499,
            3387,
            1888,
            1499
        ],
        [
            0,
            0,
            0,
            0,
            0,
            0
        ],
        [
            0,
            0,
            0,
            0,
            0,
            0
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            452436,
            -108428,
            -184876,
            -199809,
            -700194,
            -114646
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "FIL_USDT",
    "interval": "12h",
    "packets": 25000,
    "actual_packets": 3624,
    "evaluation_days": 1812,
    "actual_first_datapoint_time": 1602763200000,
    "first_datapoint_time": 1611662400000,
    "last_datapoint_time": 1759276800000,
    "evaluation_time": 1759314989053,
    "expiration_time": 1763973504000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "linreg",
        "factors": {
            "length": 207,
            "offset": 0
        }
    },
    "second_band": {
        "type": "hwma",
        "factors": {
            "length": 0,
            "offset": 0,
            "na": 0.39445,
            "nb": 0.1,
            "nc": 0.49773
        }
    }
}

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)