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Trade: FIL/USDT/120/SMA/MIDPRICE/5963

Strategy
FIL/USDT/120/SMA/MIDPRICE/5963
Pair
FIL_USDT
Interval
2h
Score
302103
Daily Profit
0.335629
Profit Factor
1.496369
Profitability
32.952381
Streak
6.820728
Best Strategy
Training Data Length
1818.000000
Evaluation Time
2025-10-08 06:41
Expiration Time
2025-12-12 14:45

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 610173.577 346195.6824 263977.8946 2110456.3673 -731208.7626 2841665.13
Total P&L (%) 610.1736 346.1957 263.9779 2110.4564 -731.2088 2841.6651
Avg Daily Profit (%) 0.3356 0.1904 0.1452 0.1704 0 0.1862
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -139227 -107518 -59312 -7308065 -6507633 -2912969
Profit Factor 1.4964 1.5425 1.4466 1.0575 0.9608 1.1574
Total Trades 525 263 262 525 263 262
Winning Trades 173 79 94 173 79 94
Losing Trades 352 184 168 352 184 168
Profitability (%) 32.9524 30.038 35.8779 32.9524 30.038 35.8779
Ratio Avg Win / Avg Loss 3.0446 3.5927 2.5854 2.1516 2.2379 2.0686
Largest Winning Trade 114032 114032 55919 3218842 3218842 1954080
Largest Losing Trade -17073 -13390 -17073 -783212 -783212 -767696
Avg Bars in Trades 41 38 44 41 38 44
Avg Bars in Winners 84 81 86 84 81 86
Avg Bars in Losers 20 19 20 20 19 20
Bars Traded 21696 10021 11675 21696 10021 11675
Profit Streak 6.8207 7.5707 0 6.8207 7.5707 0
Trades During Streak 1 1 0 1 1 0
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 302103 142266 -1789 -151598 -584264 -43023
Evaluation Data
{
    "trading_pair": "FIL_USDT",
    "interval": "2h",
    "packets": 25000,
    "actual_packets": 21816,
    "evaluation_days": 1818,
    "actual_first_datapoint_time": 1602777600000,
    "first_datapoint_time": 1603339200000,
    "last_datapoint_time": 1759888800000,
    "evaluation_time": 1759894910912,
    "expiration_time": 1765543507200,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "sma",
        "factors": {
            "length": 79,
            "offset": 0
        }
    },
    "second_band": {
        "type": "midprice",
        "factors": {
            "length": 8,
            "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": [
        [
            610173.5770143071,
            346195.6824301156,
            263977.8945841903,
            2110456.367318602,
            -731208.7626362013,
            2841665.1299548037
        ],
        [
            610.173577,
            346.195682,
            263.977895,
            2110.456367,
            -731.208763,
            2841.66513
        ],
        [
            0.335629,
            0.190427,
            0.145202,
            0.17043,
            0,
            0.186178
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -139227,
            -107518,
            -59312,
            -7308065,
            -6507633,
            -2912969
        ],
        [
            1.496369,
            1.542501,
            1.446567,
            1.057484,
            0.960816,
            1.157409
        ],
        [
            525,
            263,
            262,
            525,
            263,
            262
        ],
        [
            173,
            79,
            94,
            173,
            79,
            94
        ],
        [
            352,
            184,
            168,
            352,
            184,
            168
        ],
        [
            32.952381,
            30.038023,
            35.877863,
            32.952381,
            30.038023,
            35.877863
        ],
        [
            3.044635,
            3.592661,
            2.585354,
            2.151644,
            2.237851,
            2.06856
        ],
        [
            114032,
            114032,
            55919,
            3218842,
            3218842,
            1954080
        ],
        [
            -17073,
            -13390,
            -17073,
            -783212,
            -783212,
            -767696
        ],
        [
            41,
            38,
            44,
            41,
            38,
            44
        ],
        [
            84,
            81,
            86,
            84,
            81,
            86
        ],
        [
            20,
            19,
            20,
            20,
            19,
            20
        ],
        [
            21696,
            10021,
            11675,
            21696,
            10021,
            11675
        ],
        [
            6.820728,
            7.570728,
            0,
            6.820728,
            7.570728,
            0
        ],
        [
            1,
            1,
            0,
            1,
            1,
            0
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            302103,
            142266,
            -1789,
            -151598,
            -584264,
            -43023
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "FIL_USDT",
    "interval": "2h",
    "packets": 25000,
    "actual_packets": 21816,
    "evaluation_days": 1818,
    "actual_first_datapoint_time": 1602777600000,
    "first_datapoint_time": 1603339200000,
    "last_datapoint_time": 1759888800000,
    "evaluation_time": 1759894910912,
    "expiration_time": 1765543507200,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "sma",
        "factors": {
            "length": 79,
            "offset": 0
        }
    },
    "second_band": {
        "type": "midprice",
        "factors": {
            "length": 8,
            "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)