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Trade: FIL/USDT/120/T3/EMA/8856

Strategy
FIL/USDT/120/T3/EMA/8856
Pair
FIL_USDT
Interval
2h
Score
381566
Daily Profit
0.340330
Profit Factor
1.875159
Profitability
40.909091
Streak
38.935883
Best Strategy
Training Data Length
1804.500000
Evaluation Time
2025-09-27 23:27
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 614125.1723 374235.1214 239890.0509 1053736.9604 116247.9218 937489.0386
Total P&L (%) 614.1252 374.2351 239.8901 1053.737 116.2479 937.489
Avg Daily Profit (%) 0.3403 0.2074 0.1329 0.1356 0.0428 0.1297
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -106777 -138998 -58794 -1071745 -1100274 -732663
Profit Factor 1.8752 1.8646 1.8922 1.1575 1.0305 1.3263
Total Trades 132 66 66 132 66 66
Winning Trades 54 19 35 54 19 35
Losing Trades 78 47 31 78 47 31
Profitability (%) 40.9091 28.7879 53.0303 40.9091 28.7879 53.0303
Ratio Avg Win / Avg Loss 2.7086 4.6124 1.6759 1.6719 2.549 1.1747
Largest Winning Trade 280740 280740 51793 626226 626226 446924
Largest Losing Trade -34489 -28887 -34489 -509921 -257028 -509921
Avg Bars in Trades 162 182 142 162 182 142
Avg Bars in Winners 211 264 182 211 264 182
Avg Bars in Losers 128 148 98 128 148 98
Bars Traded 21443 12013 9430 21443 12013 9430
Profit Streak 38.9359 38.9359 49.4359 38.9359 38.9359 49.4359
Trades During Streak 2 1 1 2 1 1
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 381566 -125808 -135184 -59934 -458754 -142401
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": 1603699200000,
    "last_datapoint_time": 1758722400000,
    "evaluation_time": 1759004860345,
    "expiration_time": 1764335116800,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "t3",
        "factors": {
            "length": 129,
            "offset": 0,
            "a": 0.72811
        }
    },
    "second_band": {
        "type": "ema",
        "factors": {
            "length": 117,
            "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": [
        [
            614125.1723360079,
            374235.1214020084,
            239890.0509339998,
            1053736.960409237,
            116247.9218280732,
            937489.038581165
        ],
        [
            614.125172,
            374.235121,
            239.890051,
            1053.73696,
            116.247922,
            937.489039
        ],
        [
            0.34033,
            0.20739,
            0.13294,
            0.135619,
            0.04275,
            0.129726
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -106777,
            -138998,
            -58794,
            -1071745,
            -1100274,
            -732663
        ],
        [
            1.875159,
            1.864599,
            1.892158,
            1.157494,
            1.030454,
            1.326257
        ],
        [
            132,
            66,
            66,
            132,
            66,
            66
        ],
        [
            54,
            19,
            35,
            54,
            19,
            35
        ],
        [
            78,
            47,
            31,
            78,
            47,
            31
        ],
        [
            40.909091,
            28.787879,
            53.030303,
            40.909091,
            28.787879,
            53.030303
        ],
        [
            2.708563,
            4.612429,
            1.675911,
            1.671935,
            2.549017,
            1.174685
        ],
        [
            280740,
            280740,
            51793,
            626226,
            626226,
            446924
        ],
        [
            -34489,
            -28887,
            -34489,
            -509921,
            -257028,
            -509921
        ],
        [
            162,
            182,
            142,
            162,
            182,
            142
        ],
        [
            211,
            264,
            182,
            211,
            264,
            182
        ],
        [
            128,
            148,
            98,
            128,
            148,
            98
        ],
        [
            21443,
            12013,
            9430,
            21443,
            12013,
            9430
        ],
        [
            38.935883,
            38.935884,
            49.435884,
            38.935884,
            38.935884,
            49.435884
        ],
        [
            2,
            1,
            1,
            2,
            1,
            1
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            381566,
            -125808,
            -135184,
            -59934,
            -458754,
            -142401
        ]
    ]
}
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": 1603699200000,
    "last_datapoint_time": 1758722400000,
    "evaluation_time": 1759004860345,
    "expiration_time": 1764335116800,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "t3",
        "factors": {
            "length": 129,
            "offset": 0,
            "a": 0.72811
        }
    },
    "second_band": {
        "type": "ema",
        "factors": {
            "length": 117,
            "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)