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Trade: FIL/USDT/720/SINWMA/HILO/2418

Strategy
FIL/USDT/720/SINWMA/HILO/2418
Pair
FIL_USDT
Interval
12h
Score
416008
Daily Profit
0.245191
Profit Factor
1.551981
Profitability
47.647059
Streak
18.872000
Best Strategy
Training Data Length
1823.000000
Evaluation Time
2025-10-12 11:55
Expiration Time
2025-12-05 18:33

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 446983.6972 288765.5049 158218.1923 9213.0056 124257.3577 -115044.3521
Total P&L (%) 446.9837 288.7655 158.2182 9.213 124.2574 -115.0444
Avg Daily Profit (%) 0.2452 0.1584 0.0868 0.0048 0.0443 0
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -151427 -123201 -119003 -2551144 -1631885 -2447931
Profit Factor 1.552 1.729 1.3825 1.0014 1.0479 0.9721
Total Trades 170 85 85 170 85 85
Winning Trades 81 32 49 81 32 49
Losing Trades 89 53 36 89 53 36
Profitability (%) 47.6471 37.6471 57.6471 47.6471 37.6471 57.6471
Ratio Avg Win / Avg Loss 1.7053 2.8637 1.0157 1.1003 1.7355 0.7142
Largest Winning Trade 295401 295401 71277 1096320 664487 1096320
Largest Losing Trade -81204 -31877 -81204 -1387732 -313031 -1387732
Avg Bars in Trades 21 15 27 21 15 27
Avg Bars in Winners 26 18 31 26 18 31
Avg Bars in Losers 16 13 21 16 13 21
Bars Traded 3586 1289 2297 3586 1289 2297
Profit Streak 18.872 0 30.872 18.872 0 30.872
Trades During Streak 1 0 1 1 0 1
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 416008 204839 -75016 -570345 -305351 -579295
Evaluation Data
{
    "trading_pair": "FIL_USDT",
    "interval": "12h",
    "packets": 25000,
    "actual_packets": 3646,
    "evaluation_days": 1823,
    "actual_first_datapoint_time": 1602763200000,
    "first_datapoint_time": 1604577600000,
    "last_datapoint_time": 1760227200000,
    "evaluation_time": 1760259340799,
    "expiration_time": 1764952416000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "sinwma",
        "factors": {
            "length": 43,
            "offset": 0
        }
    },
    "second_band": {
        "type": "hilo",
        "factors": {
            "length": 0,
            "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": [
        [
            446983.6971722363,
            288765.5048633817,
            158218.1923088552,
            9213.0056300269,
            124257.357747063,
            -115044.352117037
        ],
        [
            446.983697,
            288.765505,
            158.218192,
            9.213006,
            124.257358,
            -115.044352
        ],
        [
            0.245191,
            0.158401,
            0.08679,
            0.004834,
            0.044312,
            0
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -151427,
            -123201,
            -119003,
            -2551144,
            -1631885,
            -2447931
        ],
        [
            1.551981,
            1.729046,
            1.382452,
            1.00137,
            1.047856,
            0.972123
        ],
        [
            170,
            85,
            85,
            170,
            85,
            85
        ],
        [
            81,
            32,
            49,
            81,
            32,
            49
        ],
        [
            89,
            53,
            36,
            89,
            53,
            36
        ],
        [
            47.647059,
            37.647059,
            57.647059,
            47.647059,
            37.647059,
            57.647059
        ],
        [
            1.705263,
            2.863733,
            1.015679,
            1.100271,
            1.735511,
            0.714213
        ],
        [
            295401,
            295401,
            71277,
            1096320,
            664487,
            1096320
        ],
        [
            -81204,
            -31877,
            -81204,
            -1387732,
            -313031,
            -1387732
        ],
        [
            21,
            15,
            27,
            21,
            15,
            27
        ],
        [
            26,
            18,
            31,
            26,
            18,
            31
        ],
        [
            16,
            13,
            21,
            16,
            13,
            21
        ],
        [
            3586,
            1289,
            2297,
            3586,
            1289,
            2297
        ],
        [
            18.872,
            0,
            30.872,
            18.872,
            0,
            30.872
        ],
        [
            1,
            0,
            1,
            1,
            0,
            1
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            416008,
            204839,
            -75016,
            -570345,
            -305351,
            -579295
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "FIL_USDT",
    "interval": "12h",
    "packets": 25000,
    "actual_packets": 3646,
    "evaluation_days": 1823,
    "actual_first_datapoint_time": 1602763200000,
    "first_datapoint_time": 1604577600000,
    "last_datapoint_time": 1760227200000,
    "evaluation_time": 1760259340799,
    "expiration_time": 1764952416000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "sinwma",
        "factors": {
            "length": 43,
            "offset": 0
        }
    },
    "second_band": {
        "type": "hilo",
        "factors": {
            "length": 0,
            "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)