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Trade: FIL/USDT/120/SMA/HILO/7468

Strategy
FIL/USDT/120/SMA/HILO/7468
Pair
FIL_USDT
Interval
2h
Score
341925
Daily Profit
0.373396
Profit Factor
2.354018
Profitability
37.414966
Streak
0.000000
Best Strategy
Training Data Length
1804.500000
Evaluation Time
2025-09-28 09:38
Expiration Time
2025-11-28 15:05

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 673793.8409 474356.9382 199436.9027 834938.5751 -263782.1058 1098720.6809
Total P&L (%) 673.7938 474.3569 199.4369 834.9386 -263.7821 1098.7207
Avg Daily Profit (%) 0.3734 0.2629 0.1105 0.124 0 0.1377
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -96049 -91925 -57517 -2061826 -1870285 -1094199
Profit Factor 2.354 2.8573 1.8234 1.1052 0.9338 1.278
Total Trades 147 74 73 147 74 73
Winning Trades 55 23 32 55 23 32
Losing Trades 92 51 41 92 51 41
Profitability (%) 37.415 31.0811 43.8356 37.415 31.0811 43.8356
Ratio Avg Win / Avg Loss 3.9376 6.3357 2.3362 1.8486 2.0707 1.6374
Largest Winning Trade 502401 502401 68523 993108 993108 702756
Largest Losing Trade -23065 -21308 -23065 -499746 -356674 -499746
Avg Bars in Trades 143 97 190 143 97 190
Avg Bars in Winners 288 203 349 288 203 349
Avg Bars in Losers 57 50 65 57 50 65
Bars Traded 21137 7247 13890 21137 7247 13890
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 341925 -58202 -116339 -135361 -649815 -82028
Evaluation Data
{
    "trading_pair": "FIL_USDT",
    "interval": "2h",
    "packets": 25000,
    "actual_packets": 21654,
    "evaluation_days": 1804.5,
    "actual_first_datapoint_time": 1602777600000,
    "first_datapoint_time": 1605852000000,
    "last_datapoint_time": 1758722400000,
    "evaluation_time": 1759041520573,
    "expiration_time": 1764335116800,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "sma",
        "factors": {
            "length": 220,
            "offset": 208
        }
    },
    "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": [
        [
            673793.8408532566,
            474356.9381677815,
            199436.9026854754,
            834938.5751363626,
            -263782.1057700671,
            1098720.6809064276
        ],
        [
            673.793841,
            474.356938,
            199.436903,
            834.938575,
            -263.782106,
            1098.720681
        ],
        [
            0.373396,
            0.262874,
            0.110522,
            0.123951,
            0,
            0.137742
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -96049,
            -91925,
            -57517,
            -2061826,
            -1870285,
            -1094199
        ],
        [
            2.354018,
            2.857261,
            1.823375,
            1.105165,
            0.933834,
            1.277968
        ],
        [
            147,
            74,
            73,
            147,
            74,
            73
        ],
        [
            55,
            23,
            32,
            55,
            23,
            32
        ],
        [
            92,
            51,
            41,
            92,
            51,
            41
        ],
        [
            37.414966,
            31.081081,
            43.835616,
            37.414966,
            31.081081,
            43.835616
        ],
        [
            3.93763,
            6.335665,
            2.3362,
            1.848639,
            2.070675,
            1.637397
        ],
        [
            502401,
            502401,
            68523,
            993108,
            993108,
            702756
        ],
        [
            -23065,
            -21308,
            -23065,
            -499746,
            -356674,
            -499746
        ],
        [
            143,
            97,
            190,
            143,
            97,
            190
        ],
        [
            288,
            203,
            349,
            288,
            203,
            349
        ],
        [
            57,
            50,
            65,
            57,
            50,
            65
        ],
        [
            21137,
            7247,
            13890,
            21137,
            7247,
            13890
        ],
        [
            0,
            0,
            0,
            0,
            0,
            0
        ],
        [
            0,
            0,
            0,
            0,
            0,
            0
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            341925,
            -58202,
            -116339,
            -135361,
            -649815,
            -82028
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "FIL_USDT",
    "interval": "2h",
    "packets": 25000,
    "actual_packets": 21654,
    "evaluation_days": 1804.5,
    "actual_first_datapoint_time": 1602777600000,
    "first_datapoint_time": 1605852000000,
    "last_datapoint_time": 1758722400000,
    "evaluation_time": 1759041520573,
    "expiration_time": 1764335116800,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "sma",
        "factors": {
            "length": 220,
            "offset": 208
        }
    },
    "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)