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Trade: FIL/USDT/240/SWMA/BBM/9951

Strategy
FIL/USDT/240/SWMA/BBM/9951
Pair
FIL_USDT
Interval
4h
Score
447659
Daily Profit
0.433180
Profit Factor
2.362679
Profitability
42.176871
Streak
19.508703
Best Strategy
Training Data Length
1805.000000
Evaluation Time
2025-09-26 23:12
Expiration Time
2025-11-17 17:36

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 781889.2536 479605.1768 302284.0768 5984296.826 336544.2971 5647752.5289
Total P&L (%) 781.8893 479.6052 302.2841 5984.2968 336.5443 5647.7525
Avg Daily Profit (%) 0.4332 0.2657 0.1675 0.2279 0.0817 0.2247
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -81574 -55379 -43053 -2940861 -3355074 -1178755
Profit Factor 2.3627 2.447 2.2474 1.3969 1.0382 1.9017
Total Trades 147 74 73 147 74 73
Winning Trades 62 26 36 62 26 36
Losing Trades 85 48 37 85 48 37
Profitability (%) 42.1769 35.1351 49.3151 42.1769 35.1351 49.3151
Ratio Avg Win / Avg Loss 3.2392 4.5175 2.3098 1.915 1.9166 1.9545
Largest Winning Trade 313910 313910 71339 2966030 2966030 2096326
Largest Losing Trade -23327 -22940 -23327 -1020625 -768136 -1020625
Avg Bars in Trades 72 62 83 72 62 83
Avg Bars in Winners 116 103 126 116 103 126
Avg Bars in Losers 40 40 42 40 40 42
Bars Traded 10721 4608 6112 10721 4608 6112
Profit Streak 19.5087 38.1754 0 19.5087 38.1754 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 447659 -56847 -60603 286807 -331015 -60365
Evaluation Data
{
    "trading_pair": "FIL_USDT",
    "interval": "4h",
    "packets": 25000,
    "actual_packets": 10830,
    "evaluation_days": 1805,
    "actual_first_datapoint_time": 1602777600000,
    "first_datapoint_time": 1604073600000,
    "last_datapoint_time": 1758715200000,
    "evaluation_time": 1758917551920,
    "expiration_time": 1763393760000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "swma",
        "factors": {
            "length": 91,
            "offset": 0
        }
    },
    "second_band": {
        "type": "bbm",
        "factors": {
            "length": 66,
            "offset": 0,
            "std": 2.45107
        }
    }
}
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": [
        [
            781889.2535556874,
            479605.1767732028,
            302284.0767824852,
            5984296.8260467835,
            336544.2971235751,
            5647752.528923209
        ],
        [
            781.889254,
            479.605177,
            302.284077,
            5984.296826,
            336.544297,
            5647.752529
        ],
        [
            0.43318,
            0.265709,
            0.16747,
            0.227866,
            0.08168,
            0.224706
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -81574,
            -55379,
            -43053,
            -2940861,
            -3355074,
            -1178755
        ],
        [
            2.362679,
            2.446972,
            2.247386,
            1.396851,
            1.038176,
            1.901651
        ],
        [
            147,
            74,
            73,
            147,
            74,
            73
        ],
        [
            62,
            26,
            36,
            62,
            26,
            36
        ],
        [
            85,
            48,
            37,
            85,
            48,
            37
        ],
        [
            42.176871,
            35.135135,
            49.315068,
            42.176871,
            35.135135,
            49.315068
        ],
        [
            3.239156,
            4.517486,
            2.309813,
            1.915038,
            1.916632,
            1.954475
        ],
        [
            313910,
            313910,
            71339,
            2966030,
            2966030,
            2096326
        ],
        [
            -23327,
            -22940,
            -23327,
            -1020625,
            -768136,
            -1020625
        ],
        [
            72,
            62,
            83,
            72,
            62,
            83
        ],
        [
            116,
            103,
            126,
            116,
            103,
            126
        ],
        [
            40,
            40,
            42,
            40,
            40,
            42
        ],
        [
            10721,
            4608,
            6112,
            10721,
            4608,
            6112
        ],
        [
            19.508703,
            38.175369,
            0,
            19.508703,
            38.175369,
            0
        ],
        [
            1,
            1,
            0,
            1,
            1,
            0
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            447659,
            -56847,
            -60603,
            286807,
            -331015,
            -60365
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "FIL_USDT",
    "interval": "4h",
    "packets": 25000,
    "actual_packets": 10830,
    "evaluation_days": 1805,
    "actual_first_datapoint_time": 1602777600000,
    "first_datapoint_time": 1604073600000,
    "last_datapoint_time": 1758715200000,
    "evaluation_time": 1758917551920,
    "expiration_time": 1763393760000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "swma",
        "factors": {
            "length": 91,
            "offset": 0
        }
    },
    "second_band": {
        "type": "bbm",
        "factors": {
            "length": 66,
            "offset": 0,
            "std": 2.45107
        }
    }
}

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)