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Trade: FIL/USDT/240/SMA/SWMA/2800

Strategy
FIL/USDT/240/SMA/SWMA/2800
Pair
FIL_USDT
Interval
4h
Score
309319
Daily Profit
0.317524
Profit Factor
1.793176
Profitability
33.908046
Streak
44.171103
Best Strategy
Training Data Length
1818.000000
Evaluation Time
2025-10-07 19:06
Expiration Time
2025-12-01 02:57

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 577257.9532 362571.4419 214686.5113 858423.4523 -478147.9535 1336571.4058
Total P&L (%) 577.258 362.5714 214.6865 858.4235 -478.148 1336.5714
Avg Daily Profit (%) 0.3175 0.1994 0.1181 0.1244 0 0.1467
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -114288 -85179 -42728 -2255328 -2301330 -781863
Profit Factor 1.7932 1.8506 1.7119 1.0909 0.9124 1.3354
Total Trades 174 87 87 174 87 87
Winning Trades 59 23 36 59 23 36
Losing Trades 115 64 51 115 64 51
Profitability (%) 33.908 26.4368 41.3793 33.908 26.4368 41.3793
Ratio Avg Win / Avg Loss 3.4952 5.1496 2.4253 2.1264 2.5388 1.8919
Largest Winning Trade 305005 305005 72992 1316370 1316370 789700
Largest Losing Trade -23956 -16802 -23956 -417888 -417888 -336418
Avg Bars in Trades 61 49 73 61 49 73
Avg Bars in Winners 121 109 129 121 109 129
Avg Bars in Losers 31 28 34 31 28 34
Bars Traded 10748 4319 6429 10748 4319 6429
Profit Streak 44.1711 49.1711 44.1711 44.1711 49.1711 44.1711
Trades During Streak 4 2 2 4 2 2
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 309319 -11685 -34796 -149775 -600814 69143
Evaluation Data
{
    "trading_pair": "FIL_USDT",
    "interval": "4h",
    "packets": 25000,
    "actual_packets": 10908,
    "evaluation_days": 1818,
    "actual_first_datapoint_time": 1602777600000,
    "first_datapoint_time": 1604289600000,
    "last_datapoint_time": 1759838400000,
    "evaluation_time": 1759853183293,
    "expiration_time": 1764550656000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "sma",
        "factors": {
            "length": 106,
            "offset": 0
        }
    },
    "second_band": {
        "type": "swma",
        "factors": {
            "length": 15,
            "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": [
        [
            577257.9532482618,
            362571.4419428416,
            214686.5113054195,
            858423.4522828298,
            -478147.9535094284,
            1336571.405792258
        ],
        [
            577.257953,
            362.571442,
            214.686511,
            858.423452,
            -478.147954,
            1336.571406
        ],
        [
            0.317524,
            0.199434,
            0.118089,
            0.124396,
            0,
            0.146689
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -114288,
            -85179,
            -42728,
            -2255328,
            -2301330,
            -781863
        ],
        [
            1.793176,
            1.850648,
            1.711942,
            1.090927,
            0.912366,
            1.335438
        ],
        [
            174,
            87,
            87,
            174,
            87,
            87
        ],
        [
            59,
            23,
            36,
            59,
            23,
            36
        ],
        [
            115,
            64,
            51,
            115,
            64,
            51
        ],
        [
            33.908046,
            26.436782,
            41.37931,
            33.908046,
            26.436782,
            41.37931
        ],
        [
            3.495173,
            5.149628,
            2.425251,
            2.126384,
            2.538759,
            1.891871
        ],
        [
            305005,
            305005,
            72992,
            1316370,
            1316370,
            789700
        ],
        [
            -23956,
            -16802,
            -23956,
            -417888,
            -417888,
            -336418
        ],
        [
            61,
            49,
            73,
            61,
            49,
            73
        ],
        [
            121,
            109,
            129,
            121,
            109,
            129
        ],
        [
            31,
            28,
            34,
            31,
            28,
            34
        ],
        [
            10748,
            4319,
            6429,
            10748,
            4319,
            6429
        ],
        [
            44.171103,
            49.171103,
            44.171103,
            44.171103,
            49.171103,
            44.171103
        ],
        [
            4,
            2,
            2,
            4,
            2,
            2
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            309319,
            -11685,
            -34796,
            -149775,
            -600814,
            69143
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "FIL_USDT",
    "interval": "4h",
    "packets": 25000,
    "actual_packets": 10908,
    "evaluation_days": 1818,
    "actual_first_datapoint_time": 1602777600000,
    "first_datapoint_time": 1604289600000,
    "last_datapoint_time": 1759838400000,
    "evaluation_time": 1759853183293,
    "expiration_time": 1764550656000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "sma",
        "factors": {
            "length": 106,
            "offset": 0
        }
    },
    "second_band": {
        "type": "swma",
        "factors": {
            "length": 15,
            "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)