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Trade: FIL/USDT/720/WMA/MIDPOINT/6116

Strategy
FIL/USDT/720/WMA/MIDPOINT/6116
Pair
FIL_USDT
Interval
12h
Score
407192
Daily Profit
0.156830
Profit Factor
1.724937
Profitability
53.125000
Streak
0.000000
Best Strategy
Training Data Length
1813.000000
Evaluation Time
2025-10-02 07:47
Expiration Time
2025-11-25 11:21

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 669231.4894 452388.3451 216843.1442 928552.0897 -684905.2447 1613457.3344
Total P&L (%) 669.2315 452.3883 216.8431 928.5521 -684.9052 1613.4573
Avg Daily Profit (%) 0.3691 0.2495 0.1196 0.1286 0 0.1568
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -62288 -87013 -40246 -1397522 -1442873 -756531
Profit Factor 2.7596 2.9452 2.4674 1.1641 0.8005 1.7249
Total Trades 63 31 32 63 31 32
Winning Trades 30 13 17 30 13 17
Losing Trades 33 18 15 33 18 15
Profitability (%) 47.619 41.9355 53.125 47.619 41.9355 53.125
Ratio Avg Win / Avg Loss 3.0355 4.078 2.1771 1.2805 1.1084 1.522
Largest Winning Trade 492591 492591 63042 591966 591966 563804
Largest Losing Trade -30089 -30089 -25818 -418067 -409836 -418067
Avg Bars in Trades 55 47 63 55 47 63
Avg Bars in Winners 84 64 99 84 64 99
Avg Bars in Losers 28 35 21 28 35 21
Bars Traded 3492 1476 2016 3492 1476 2016
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 -137176 377730 -28258 -212833 -582287 407192
Evaluation Data
{
    "trading_pair": "FIL_USDT",
    "interval": "12h",
    "packets": 25000,
    "actual_packets": 3626,
    "evaluation_days": 1813,
    "actual_first_datapoint_time": 1602763200000,
    "first_datapoint_time": 1607731200000,
    "last_datapoint_time": 1759363200000,
    "evaluation_time": 1759380433390,
    "expiration_time": 1764062496000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "wma",
        "factors": {
            "length": 116,
            "offset": 0
        }
    },
    "second_band": {
        "type": "midpoint",
        "factors": {
            "length": 47,
            "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": [
        [
            669231.4893830437,
            452388.3451443311,
            216843.1442387123,
            928552.0897004652,
            -684905.244732274,
            1613457.3344327388
        ],
        [
            669.231489,
            452.388345,
            216.843144,
            928.55209,
            -684.905245,
            1613.457334
        ],
        [
            0.369129,
            0.249525,
            0.119605,
            0.12864,
            0,
            0.15683
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -62288,
            -87013,
            -40246,
            -1397522,
            -1442873,
            -756531
        ],
        [
            2.759557,
            2.945203,
            2.467391,
            1.164081,
            0.800521,
            1.724937
        ],
        [
            63,
            31,
            32,
            63,
            31,
            32
        ],
        [
            30,
            13,
            17,
            30,
            13,
            17
        ],
        [
            33,
            18,
            15,
            33,
            18,
            15
        ],
        [
            47.619048,
            41.935484,
            53.125,
            47.619048,
            41.935484,
            53.125
        ],
        [
            3.035513,
            4.077973,
            2.177109,
            1.280489,
            1.108414,
            1.522003
        ],
        [
            492591,
            492591,
            63042,
            591966,
            591966,
            563804
        ],
        [
            -30089,
            -30089,
            -25818,
            -418067,
            -409836,
            -418067
        ],
        [
            55,
            47,
            63,
            55,
            47,
            63
        ],
        [
            84,
            64,
            99,
            84,
            64,
            99
        ],
        [
            28,
            35,
            21,
            28,
            35,
            21
        ],
        [
            3492,
            1476,
            2016,
            3492,
            1476,
            2016
        ],
        [
            0,
            0,
            0,
            0,
            0,
            0
        ],
        [
            0,
            0,
            0,
            0,
            0,
            0
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            -137176,
            377730,
            -28258,
            -212833,
            -582287,
            407192
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "FIL_USDT",
    "interval": "12h",
    "packets": 25000,
    "actual_packets": 3626,
    "evaluation_days": 1813,
    "actual_first_datapoint_time": 1602763200000,
    "first_datapoint_time": 1607731200000,
    "last_datapoint_time": 1759363200000,
    "evaluation_time": 1759380433390,
    "expiration_time": 1764062496000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "wma",
        "factors": {
            "length": 116,
            "offset": 0
        }
    },
    "second_band": {
        "type": "midpoint",
        "factors": {
            "length": 47,
            "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)