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Trade: FIL/USDT/120/SMA/JMA/7784

Strategy
FIL/USDT/120/SMA/JMA/7784
Pair
FIL_USDT
Interval
2h
Score
347835
Daily Profit
0.336285
Profit Factor
1.809488
Profitability
39.890710
Streak
0.000000
Best Strategy
Training Data Length
1812.250000
Evaluation Time
2025-10-02 11:16
Expiration Time
2025-12-06 15:47

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 609431.9162 350560.5026 258871.4137 1615329.2823 -46705.0162 1662034.2985
Total P&L (%) 609.4319 350.5605 258.8714 1615.3293 -46.705 1662.0343
Avg Daily Profit (%) 0.3363 0.1934 0.1428 0.157 -0.0347 0.1584
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -63703 -62006 -45184 -1421508 -1544197 -705581
Profit Factor 1.8095 1.8151 1.8021 1.173 0.991 1.4014
Total Trades 183 92 91 183 92 91
Winning Trades 73 26 47 73 26 47
Losing Trades 110 66 44 110 66 44
Profitability (%) 39.8907 28.2609 51.6484 39.8907 28.2609 51.6484
Ratio Avg Win / Avg Loss 2.7266 4.6075 1.687 1.7675 2.5156 1.3119
Largest Winning Trade 250499 250499 55176 927151 927151 692877
Largest Losing Trade -24968 -16386 -24968 -522358 -278789 -522358
Avg Bars in Trades 117 103 131 117 103 131
Avg Bars in Winners 194 197 193 194 197 193
Avg Bars in Losers 65 66 65 65 66 65
Bars Traded 21476 9497 11979 21476 9497 11979
Profit Streak 0 0 84.4281 0 0 84.4281
Trades During Streak 0 0 3 0 0 3
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 347835 -4742 84211 -24428 -593751 347513
Evaluation Data
{
    "trading_pair": "FIL_USDT",
    "interval": "2h",
    "packets": 25000,
    "actual_packets": 21747,
    "evaluation_days": 1812.25,
    "actual_first_datapoint_time": 1602777600000,
    "first_datapoint_time": 1603821600000,
    "last_datapoint_time": 1759392000000,
    "evaluation_time": 1759392984258,
    "expiration_time": 1765028822400,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "sma",
        "factors": {
            "length": 146,
            "offset": 0
        }
    },
    "second_band": {
        "type": "jma",
        "factors": {
            "length": 87,
            "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": [
        [
            609431.9162176121,
            350560.5025585419,
            258871.4136590697,
            1615329.282296585,
            -46705.016184623,
            1662034.2984812094
        ],
        [
            609.431916,
            350.560503,
            258.871414,
            1615.329282,
            -46.705016,
            1662.034298
        ],
        [
            0.336285,
            0.193439,
            0.142845,
            0.156955,
            -0.03472,
            0.15844
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -63703,
            -62006,
            -45184,
            -1421508,
            -1544197,
            -705581
        ],
        [
            1.809488,
            1.815062,
            1.802059,
            1.172992,
            0.991013,
            1.401379
        ],
        [
            183,
            92,
            91,
            183,
            92,
            91
        ],
        [
            73,
            26,
            47,
            73,
            26,
            47
        ],
        [
            110,
            66,
            44,
            110,
            66,
            44
        ],
        [
            39.89071,
            28.26087,
            51.648352,
            39.89071,
            28.26087,
            51.648352
        ],
        [
            2.726625,
            4.607466,
            1.687034,
            1.767522,
            2.515648,
            1.311929
        ],
        [
            250499,
            250499,
            55176,
            927151,
            927151,
            692877
        ],
        [
            -24968,
            -16386,
            -24968,
            -522358,
            -278789,
            -522358
        ],
        [
            117,
            103,
            131,
            117,
            103,
            131
        ],
        [
            194,
            197,
            193,
            194,
            197,
            193
        ],
        [
            65,
            66,
            65,
            65,
            66,
            65
        ],
        [
            21476,
            9497,
            11979,
            21476,
            9497,
            11979
        ],
        [
            0,
            0,
            84.428058,
            0,
            0,
            84.428059
        ],
        [
            0,
            0,
            3,
            0,
            0,
            3
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            347835,
            -4742,
            84211,
            -24428,
            -593751,
            347513
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "FIL_USDT",
    "interval": "2h",
    "packets": 25000,
    "actual_packets": 21747,
    "evaluation_days": 1812.25,
    "actual_first_datapoint_time": 1602777600000,
    "first_datapoint_time": 1603821600000,
    "last_datapoint_time": 1759392000000,
    "evaluation_time": 1759392984258,
    "expiration_time": 1765028822400,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "sma",
        "factors": {
            "length": 146,
            "offset": 0
        }
    },
    "second_band": {
        "type": "jma",
        "factors": {
            "length": 87,
            "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)