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Trade: FIL/USDT/120/SSF/JMA/7914

Strategy
FIL/USDT/120/SSF/JMA/7914
Pair
FIL_USDT
Interval
2h
Score
350806
Daily Profit
0.343279
Profit Factor
1.778357
Profitability
38.423645
Streak
22.041446
Best Strategy
Training Data Length
1808.670000
Evaluation Time
2025-09-28 21:59
Expiration Time
2025-12-02 22:41

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 620878.5099 367108.6577 253769.8522 1540938.5225 -924752.156 2465690.6784
Total P&L (%) 620.8785 367.1087 253.7699 1540.9385 -924.7522 2465.6907
Avg Daily Profit (%) 0.3433 0.203 0.1403 0.1548 0 0.1796
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -93641 -96211 -38661 -3905753 -4046443 -1249831
Profit Factor 1.7784 1.8009 1.7479 1.0886 0.906 1.3263
Total Trades 203 102 101 203 102 101
Winning Trades 78 28 50 78 28 50
Losing Trades 125 74 51 125 74 51
Profitability (%) 38.4236 27.451 49.505 38.4236 27.451 49.505
Ratio Avg Win / Avg Loss 2.8499 4.7596 1.7828 1.7445 2.3944 1.3528
Largest Winning Trade 274908 274908 55569 1640438 1640438 952891
Largest Losing Trade -24947 -17553 -24947 -903141 -667390 -903141
Avg Bars in Trades 105 96 114 105 96 114
Avg Bars in Winners 165 175 160 165 175 160
Avg Bars in Losers 67 67 68 67 67 68
Bars Traded 21409 9881 11528 21409 9881 11528
Profit Streak 22.0414 34.2081 0 22.0414 34.2081 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 350806 -7690 -2894 -117200 -596753 274678
Evaluation Data
{
    "trading_pair": "FIL_USDT",
    "interval": "2h",
    "packets": 25000,
    "actual_packets": 21704,
    "evaluation_days": 1808.67,
    "actual_first_datapoint_time": 1602777600000,
    "first_datapoint_time": 1603504800000,
    "last_datapoint_time": 1759082400000,
    "evaluation_time": 1759085980971,
    "expiration_time": 1764708076800,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "ssf",
        "factors": {
            "length": 182,
            "offset": 0,
            "poles": 3
        }
    },
    "second_band": {
        "type": "jma",
        "factors": {
            "length": 102,
            "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": [
        [
            620878.5098866338,
            367108.6577029095,
            253769.8521837244,
            1540938.522450171,
            -924752.1559608818,
            2465690.678411053
        ],
        [
            620.87851,
            367.108658,
            253.769852,
            1540.938522,
            -924.752156,
            2465.690678
        ],
        [
            0.343279,
            0.202972,
            0.140307,
            0.154811,
            0,
            0.179564
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -93641,
            -96211,
            -38661,
            -3905753,
            -4046443,
            -1249831
        ],
        [
            1.778357,
            1.800926,
            1.747871,
            1.088595,
            0.905981,
            1.32627
        ],
        [
            203,
            102,
            101,
            203,
            102,
            101
        ],
        [
            78,
            28,
            50,
            78,
            28,
            50
        ],
        [
            125,
            74,
            51,
            125,
            74,
            51
        ],
        [
            38.423645,
            27.45098,
            49.50495,
            38.423645,
            27.45098,
            49.50495
        ],
        [
            2.849931,
            4.75959,
            1.782829,
            1.744544,
            2.394378,
            1.352795
        ],
        [
            274908,
            274908,
            55569,
            1640438,
            1640438,
            952891
        ],
        [
            -24947,
            -17553,
            -24947,
            -903141,
            -667390,
            -903141
        ],
        [
            105,
            96,
            114,
            105,
            96,
            114
        ],
        [
            165,
            175,
            160,
            165,
            175,
            160
        ],
        [
            67,
            67,
            68,
            67,
            67,
            68
        ],
        [
            21409,
            9881,
            11528,
            21409,
            9881,
            11528
        ],
        [
            22.041446,
            34.208113,
            0,
            22.041446,
            34.208113,
            0
        ],
        [
            1,
            1,
            0,
            1,
            1,
            0
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            350806,
            -7690,
            -2894,
            -117200,
            -596753,
            274678
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "FIL_USDT",
    "interval": "2h",
    "packets": 25000,
    "actual_packets": 21704,
    "evaluation_days": 1808.67,
    "actual_first_datapoint_time": 1602777600000,
    "first_datapoint_time": 1603504800000,
    "last_datapoint_time": 1759082400000,
    "evaluation_time": 1759085980971,
    "expiration_time": 1764708076800,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "ssf",
        "factors": {
            "length": 182,
            "offset": 0,
            "poles": 3
        }
    },
    "second_band": {
        "type": "jma",
        "factors": {
            "length": 102,
            "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)