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Trade: FIL/USDT/240/SWMA/HILO/1106

Strategy
FIL/USDT/240/SWMA/HILO/1106
Pair
FIL_USDT
Interval
4h
Score
354046
Daily Profit
0.376680
Profit Factor
2.427884
Profitability
38.016529
Streak
0.000000
Best Strategy
Training Data Length
1805.000000
Evaluation Time
2025-09-26 23:51
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 679907.6438 468584.8656 211322.7783 1023103.4933 -1112273.6067 2135377.1
Total P&L (%) 679.9076 468.5849 211.3228 1023.1035 -1112.2736 2135.3771
Avg Daily Profit (%) 0.3767 0.2596 0.1171 0.1341 0 0.1723
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -98992 -87220 -64242 -3610452 -2153222 -2198086
Profit Factor 2.4279 2.8513 1.9474 1.0871 0.8162 1.3745
Total Trades 121 61 60 121 61 60
Winning Trades 46 17 29 46 17 29
Losing Trades 75 44 31 75 44 31
Profitability (%) 38.0165 27.8689 48.3333 38.0165 27.8689 48.3333
Ratio Avg Win / Avg Loss 3.9585 7.3798 2.0817 1.7724 2.1124 1.4693
Largest Winning Trade 492714 492714 67780 1594605 1214105 1594605
Largest Losing Trade -34574 -20491 -34574 -1593502 -765921 -1593502
Avg Bars in Trades 87 58 116 87 58 116
Avg Bars in Winners 160 123 182 160 123 182
Avg Bars in Losers 42 34 54 42 34 54
Bars Traded 10571 3598 6973 10571 3598 6973
Profit Streak 0 0 0 0 0 0
Trades During Streak 0 0 0 0 0 0
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 354046 -165555 -202834 -141591 -757128 -161488
Evaluation Data
{
    "trading_pair": "FIL_USDT",
    "interval": "4h",
    "packets": 25000,
    "actual_packets": 10830,
    "evaluation_days": 1805,
    "actual_first_datapoint_time": 1602777600000,
    "first_datapoint_time": 1606190400000,
    "last_datapoint_time": 1758715200000,
    "evaluation_time": 1758919882367,
    "expiration_time": 1763393760000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "swma",
        "factors": {
            "length": 238,
            "offset": 0
        }
    },
    "second_band": {
        "type": "hilo",
        "factors": {
            "length": 0,
            "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": [
        [
            679907.6438303783,
            468584.8655790236,
            211322.7782513544,
            1023103.4932569778,
            -1112273.6067092395,
            2135377.0999662154
        ],
        [
            679.907644,
            468.584866,
            211.322778,
            1023.103493,
            -1112.273607,
            2135.3771
        ],
        [
            0.37668,
            0.259604,
            0.117076,
            0.134089,
            0,
            0.172281
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -98992,
            -87220,
            -64242,
            -3610452,
            -2153222,
            -2198086
        ],
        [
            2.427884,
            2.851297,
            1.947411,
            1.087062,
            0.816157,
            1.374542
        ],
        [
            121,
            61,
            60,
            121,
            61,
            60
        ],
        [
            46,
            17,
            29,
            46,
            17,
            29
        ],
        [
            75,
            44,
            31,
            75,
            44,
            31
        ],
        [
            38.016529,
            27.868852,
            48.333333,
            38.016529,
            27.868852,
            48.333333
        ],
        [
            3.958506,
            7.379827,
            2.081715,
            1.772384,
            2.112406,
            1.469338
        ],
        [
            492714,
            492714,
            67780,
            1594605,
            1214105,
            1594605
        ],
        [
            -34574,
            -20491,
            -34574,
            -1593502,
            -765921,
            -1593502
        ],
        [
            87,
            58,
            116,
            87,
            58,
            116
        ],
        [
            160,
            123,
            182,
            160,
            123,
            182
        ],
        [
            42,
            34,
            54,
            42,
            34,
            54
        ],
        [
            10571,
            3598,
            6973,
            10571,
            3598,
            6973
        ],
        [
            0,
            0,
            0,
            0,
            0,
            0
        ],
        [
            0,
            0,
            0,
            0,
            0,
            0
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            354046,
            -165555,
            -202834,
            -141591,
            -757128,
            -161488
        ]
    ]
}
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": 1606190400000,
    "last_datapoint_time": 1758715200000,
    "evaluation_time": 1758919882367,
    "expiration_time": 1763393760000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "swma",
        "factors": {
            "length": 238,
            "offset": 0
        }
    },
    "second_band": {
        "type": "hilo",
        "factors": {
            "length": 0,
            "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)