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Trade: FIL/USDT/480/SSF/FWMA/9252

Strategy
FIL/USDT/480/SSF/FWMA/9252
Pair
FIL_USDT
Interval
8h
Score
321924
Daily Profit
0.431493
Profit Factor
1.949920
Profitability
33.596838
Streak
0.000000
Best Strategy
Training Data Length
1808.000000
Evaluation Time
2025-09-27 14:33
Expiration Time
2025-11-20 15:45

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 780139.4946 492005.952 288133.5427 5150886.4348 183125.6763 4967760.7585
Total P&L (%) 780.1395 492.006 288.1335 5150.8864 183.1257 4967.7608
Avg Daily Profit (%) 0.4315 0.2721 0.1594 0.2193 0.0576 0.2174
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -78743 -75322 -49783 -7287736 -6271611 -3332341
Profit Factor 1.9499 2.1106 1.7618 1.1143 1.0079 1.2279
Total Trades 253 127 126 253 127 126
Winning Trades 85 37 48 85 37 48
Losing Trades 168 90 78 168 90 78
Profitability (%) 33.5968 29.1339 38.0952 33.5968 29.1339 38.0952
Ratio Avg Win / Avg Loss 3.854 5.1338 2.8629 2.2024 2.4516 1.9954
Largest Winning Trade 340091 340091 57007 3589357 3589357 2481099
Largest Losing Trade -17333 -13038 -17333 -1342383 -939179 -1342383
Avg Bars in Trades 20 18 21 20 18 21
Avg Bars in Winners 38 38 38 38 38 38
Avg Bars in Losers 11 10 11 11 10 11
Bars Traded 5151 2389 2762 5151 2389 2762
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 321924 25796 217536 -90256 -338326 157280
Evaluation Data
{
    "trading_pair": "FIL_USDT",
    "interval": "8h",
    "packets": 25000,
    "actual_packets": 5424,
    "evaluation_days": 1808,
    "actual_first_datapoint_time": 1602777600000,
    "first_datapoint_time": 1609776000000,
    "last_datapoint_time": 1758960000000,
    "evaluation_time": 1758972825659,
    "expiration_time": 1763646336000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "ssf",
        "factors": {
            "length": 46,
            "offset": 0,
            "poles": 3
        }
    },
    "second_band": {
        "type": "fwma",
        "factors": {
            "length": 244,
            "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": [
        [
            780139.4946397446,
            492005.9519585031,
            288133.5426812415,
            5150886.434816223,
            183125.6763437809,
            4967760.758472446
        ],
        [
            780.139495,
            492.005952,
            288.133543,
            5150.886435,
            183.125676,
            4967.760758
        ],
        [
            0.431493,
            0.272127,
            0.159366,
            0.219321,
            0.057579,
            0.217353
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -78743,
            -75322,
            -49783,
            -7287736,
            -6271611,
            -3332341
        ],
        [
            1.94992,
            2.110557,
            1.76177,
            1.114304,
            1.007871,
            1.227912
        ],
        [
            253,
            127,
            126,
            253,
            127,
            126
        ],
        [
            85,
            37,
            48,
            85,
            37,
            48
        ],
        [
            168,
            90,
            78,
            168,
            90,
            78
        ],
        [
            33.596838,
            29.133858,
            38.095238,
            33.596838,
            29.133858,
            38.095238
        ],
        [
            3.85396,
            5.133787,
            2.862877,
            2.20239,
            2.451578,
            1.995356
        ],
        [
            340091,
            340091,
            57007,
            3589357,
            3589357,
            2481099
        ],
        [
            -17333,
            -13038,
            -17333,
            -1342383,
            -939179,
            -1342383
        ],
        [
            20,
            18,
            21,
            20,
            18,
            21
        ],
        [
            38,
            38,
            38,
            38,
            38,
            38
        ],
        [
            11,
            10,
            11,
            11,
            10,
            11
        ],
        [
            5151,
            2389,
            2762,
            5151,
            2389,
            2762
        ],
        [
            0,
            0,
            0,
            0,
            0,
            0
        ],
        [
            0,
            0,
            0,
            0,
            0,
            0
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            321924,
            25796,
            217536,
            -90256,
            -338326,
            157280
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "FIL_USDT",
    "interval": "8h",
    "packets": 25000,
    "actual_packets": 5424,
    "evaluation_days": 1808,
    "actual_first_datapoint_time": 1602777600000,
    "first_datapoint_time": 1609776000000,
    "last_datapoint_time": 1758960000000,
    "evaluation_time": 1758972825659,
    "expiration_time": 1763646336000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "ssf",
        "factors": {
            "length": 46,
            "offset": 0,
            "poles": 3
        }
    },
    "second_band": {
        "type": "fwma",
        "factors": {
            "length": 244,
            "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)