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Trade: FIL/USDT/120/SWMA/KCB/6286

Strategy
FIL/USDT/120/SWMA/KCB/6286
Pair
FIL_USDT
Interval
2h
Score
339638
Daily Profit
0.332471
Profit Factor
2.001552
Profitability
38.596491
Streak
14.321887
Best Strategy
Training Data Length
1816.250000
Evaluation Time
2025-10-06 12:43
Expiration Time
2025-12-10 19:14

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 603850.9205 370602.9811 233247.9395 1231479.7487 99332.5554 1132147.1933
Total P&L (%) 603.8509 370.603 233.2479 1231.4797 99.3326 1132.1472
Avg Daily Profit (%) 0.3325 0.204 0.1284 0.1426 0.038 0.1384
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -73596 -100725 -42041 -609662 -656158 -247215
Profit Factor 2.0016 2.02 1.9735 1.32 1.0426 1.7451
Total Trades 114 57 57 114 57 57
Winning Trades 44 16 28 44 16 28
Losing Trades 70 41 29 70 41 29
Profitability (%) 38.5965 28.0702 49.1228 38.5965 28.0702 49.1228
Ratio Avg Win / Avg Loss 3.1843 5.1763 2.044 2.0999 2.6718 1.8075
Largest Winning Trade 302989 302989 71584 604496 604496 336441
Largest Losing Trade -34646 -31691 -34646 -226188 -190365 -226188
Avg Bars in Trades 186 157 215 186 157 215
Avg Bars in Winners 318 307 324 318 307 324
Avg Bars in Losers 104 99 110 104 99 110
Bars Traded 21289 9000 12289 21289 9000 12289
Profit Streak 14.3219 0 28.3219 14.3219 0 28.3219
Trades During Streak 1 0 1 1 0 1
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 339638 -185121 -197682 -4423 -511283 -184449
Evaluation Data
{
    "trading_pair": "FIL_USDT",
    "interval": "2h",
    "packets": 25000,
    "actual_packets": 21795,
    "evaluation_days": 1816.25,
    "actual_first_datapoint_time": 1602777600000,
    "first_datapoint_time": 1604469600000,
    "last_datapoint_time": 1759737600000,
    "evaluation_time": 1759743811076,
    "expiration_time": 1765386864000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "swma",
        "factors": {
            "length": 236,
            "offset": 0
        }
    },
    "second_band": {
        "type": "kcb",
        "factors": {
            "length": 108,
            "offset": 209,
            "scalar": 4
        }
    }
}
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": [
        [
            603850.9205003246,
            370602.9810500232,
            233247.9394503009,
            1231479.7487198755,
            99332.5554316407,
            1132147.1932882352
        ],
        [
            603.850921,
            370.602981,
            233.247939,
            1231.479749,
            99.332555,
            1132.147193
        ],
        [
            0.332471,
            0.204048,
            0.128423,
            0.142641,
            0.037987,
            0.138366
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -73596,
            -100725,
            -42041,
            -609662,
            -656158,
            -247215
        ],
        [
            2.001552,
            2.020031,
            1.973531,
            1.319961,
            1.042642,
            1.745137
        ],
        [
            114,
            57,
            57,
            114,
            57,
            57
        ],
        [
            44,
            16,
            28,
            44,
            16,
            28
        ],
        [
            70,
            41,
            29,
            70,
            41,
            29
        ],
        [
            38.596491,
            28.070175,
            49.122807,
            38.596491,
            28.070175,
            49.122807
        ],
        [
            3.184288,
            5.176329,
            2.044014,
            2.099937,
            2.67177,
            1.807463
        ],
        [
            302989,
            302989,
            71584,
            604496,
            604496,
            336441
        ],
        [
            -34646,
            -31691,
            -34646,
            -226188,
            -190365,
            -226188
        ],
        [
            186,
            157,
            215,
            186,
            157,
            215
        ],
        [
            318,
            307,
            324,
            318,
            307,
            324
        ],
        [
            104,
            99,
            110,
            104,
            99,
            110
        ],
        [
            21289,
            9000,
            12289,
            21289,
            9000,
            12289
        ],
        [
            14.321887,
            0,
            28.321887,
            14.321887,
            0,
            28.321887
        ],
        [
            1,
            0,
            1,
            1,
            0,
            1
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            339638,
            -185121,
            -197682,
            -4423,
            -511283,
            -184449
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "FIL_USDT",
    "interval": "2h",
    "packets": 25000,
    "actual_packets": 21795,
    "evaluation_days": 1816.25,
    "actual_first_datapoint_time": 1602777600000,
    "first_datapoint_time": 1604469600000,
    "last_datapoint_time": 1759737600000,
    "evaluation_time": 1759743811076,
    "expiration_time": 1765386864000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "swma",
        "factors": {
            "length": 236,
            "offset": 0
        }
    },
    "second_band": {
        "type": "kcb",
        "factors": {
            "length": 108,
            "offset": 209,
            "scalar": 4
        }
    }
}

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)