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Trade: FIL/USDT/30/SMA/KCB/2661

Strategy
FIL/USDT/30/SMA/KCB/2661
Pair
FIL_USDT
Interval
30m
Score
421479
Daily Profit
0.297136
Profit Factor
1.587769
Profitability
54.471545
Streak
13.801432
Best Strategy
Training Data Length
520.830000
Evaluation Time
2025-09-30 12:44
Expiration Time
2025-12-14 11:30

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 154757.5607 51454.2919 103303.2688 219762.2836 86297.8854 133464.3981
Total P&L (%) 154.7576 51.4543 103.3033 219.7623 86.2979 133.4644
Avg Daily Profit (%) 0.2971 0.0988 0.1983 0.2234 0.1195 0.1629
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -62421 -48990 -37726 -69985 -51063 -40464
Profit Factor 1.5878 1.3845 1.7978 1.648 1.5377 1.7472
Total Trades 123 61 62 123 61 62
Winning Trades 67 31 36 67 31 36
Losing Trades 56 30 26 56 30 26
Profitability (%) 54.4715 50.8197 58.0645 54.4715 50.8197 58.0645
Ratio Avg Win / Avg Loss 1.3271 1.3399 1.2984 1.3775 1.4881 1.2619
Largest Winning Trade 38209 16922 38209 26568 26568 24727
Largest Losing Trade -33870 -19829 -33870 -36399 -25130 -36399
Avg Bars in Trades 197 216 178 197 216 178
Avg Bars in Winners 165 188 146 165 188 146
Avg Bars in Losers 234 244 221 234 244 221
Bars Traded 24236 13180 11056 24236 13180 11056
Profit Streak 13.8014 37.1764 13.8014 13.8014 37.1764 13.8014
Trades During Streak 2 3 1 2 3 1
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 421479 -222426 -143199 404829 -192605 -143599
Evaluation Data
{
    "trading_pair": "FIL_USDT",
    "interval": "30m",
    "packets": 25000,
    "actual_packets": 25000,
    "evaluation_days": 520.83,
    "actual_first_datapoint_time": 1714226400000,
    "first_datapoint_time": 1714627800000,
    "last_datapoint_time": 1759224600000,
    "evaluation_time": 1759225443751,
    "expiration_time": 1765704600000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "sma",
        "factors": {
            "length": 126,
            "offset": 0
        }
    },
    "second_band": {
        "type": "kcb",
        "factors": {
            "length": 224,
            "offset": 0,
            "scalar": 5
        }
    }
}
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": [
        [
            154757.5606769861,
            51454.2918730004,
            103303.2688039857,
            219762.2835634183,
            86297.8854324131,
            133464.3981310053
        ],
        [
            154.757561,
            51.454292,
            103.303269,
            219.762284,
            86.297885,
            133.464398
        ],
        [
            0.297136,
            0.098793,
            0.198344,
            0.223433,
            0.11953,
            0.162923
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -62421,
            -48990,
            -37726,
            -69985,
            -51063,
            -40464
        ],
        [
            1.587769,
            1.384523,
            1.797812,
            1.648027,
            1.537669,
            1.747192
        ],
        [
            123,
            61,
            62,
            123,
            61,
            62
        ],
        [
            67,
            31,
            36,
            67,
            31,
            36
        ],
        [
            56,
            30,
            26,
            56,
            30,
            26
        ],
        [
            54.471545,
            50.819672,
            58.064516,
            54.471545,
            50.819672,
            58.064516
        ],
        [
            1.32709,
            1.339861,
            1.29842,
            1.377456,
            1.488067,
            1.261861
        ],
        [
            38209,
            16922,
            38209,
            26568,
            26568,
            24727
        ],
        [
            -33870,
            -19829,
            -33870,
            -36399,
            -25130,
            -36399
        ],
        [
            197,
            216,
            178,
            197,
            216,
            178
        ],
        [
            165,
            188,
            146,
            165,
            188,
            146
        ],
        [
            234,
            244,
            221,
            234,
            244,
            221
        ],
        [
            24236,
            13180,
            11056,
            24236,
            13180,
            11056
        ],
        [
            13.801432,
            37.176432,
            13.801432,
            13.801432,
            37.176432,
            13.801432
        ],
        [
            2,
            3,
            1,
            2,
            3,
            1
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            421479,
            -222426,
            -143199,
            404829,
            -192605,
            -143599
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "FIL_USDT",
    "interval": "30m",
    "packets": 25000,
    "actual_packets": 25000,
    "evaluation_days": 520.83,
    "actual_first_datapoint_time": 1714226400000,
    "first_datapoint_time": 1714627800000,
    "last_datapoint_time": 1759224600000,
    "evaluation_time": 1759225443751,
    "expiration_time": 1765704600000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "sma",
        "factors": {
            "length": 126,
            "offset": 0
        }
    },
    "second_band": {
        "type": "kcb",
        "factors": {
            "length": 224,
            "offset": 0,
            "scalar": 5
        }
    }
}

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)