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Trade: FIL/USDT/5/SINWMA/KCU/2386

Strategy
FIL/USDT/5/SINWMA/KCU/2386
Pair
FIL_USDT
Interval
5m
Score
444022
Daily Profit
1.473187
Profit Factor
3.791630
Profitability
41.176471
Streak
0.498879
Best Strategy
Training Data Length
86.810000
Evaluation Time
2025-10-11 08:58
Expiration Time
2025-12-25 07:55

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 183951.4286 109279.4063 74672.0224 255923.3236 181964.0029 73959.3207
Total P&L (%) 183.9514 109.2794 74.672 255.9233 181.964 73.9593
Avg Daily Profit (%) 2.119 1.2588 0.8602 1.4732 1.2013 0.6398
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -22143 -14114 -8973 -21462 -14152 -8440
Profit Factor 2.9071 2.7513 3.1925 3.7916 4.0534 3.3053
Total Trades 102 51 51 102 51 51
Winning Trades 42 22 20 42 22 20
Losing Trades 60 29 31 60 29 31
Profitability (%) 41.1765 43.1373 39.2157 41.1765 43.1373 39.2157
Ratio Avg Win / Avg Loss 4.153 3.6267 4.9484 5.4166 5.3432 5.1232
Largest Winning Trade 115233 115233 64539 190557 190557 64863
Largest Losing Trade -4780 -4780 -3880 -4702 -4702 -3422
Avg Bars in Trades 237 385 89 237 385 89
Avg Bars in Winners 390 617 140 390 617 140
Avg Bars in Losers 130 210 56 130 210 56
Bars Traded 24231 19678 4553 24231 19678 4553
Profit Streak 0.4989 0.4989 3.1829 0.4989 0.4989 3.1829
Trades During Streak 2 1 2 2 1 2
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 415312 -169445 -167533 444022 -167644 -168736
Evaluation Data
{
    "trading_pair": "FIL_USDT",
    "interval": "5m",
    "packets": 25000,
    "actual_packets": 25000,
    "evaluation_days": 86.81,
    "actual_first_datapoint_time": 1752662400000,
    "first_datapoint_time": 1752721200000,
    "last_datapoint_time": 1760162100000,
    "evaluation_time": 1760162303134,
    "expiration_time": 1766642100000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "sinwma",
        "factors": {
            "length": 197,
            "offset": 0
        }
    },
    "second_band": {
        "type": "kcu",
        "factors": {
            "length": 82,
            "offset": 0,
            "scalar": 3
        }
    }
}
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": [
        [
            183951.4286117058,
            109279.4062535084,
            74672.0223581974,
            255923.3235673497,
            181964.0029065567,
            73959.320660793
        ],
        [
            183.951429,
            109.279406,
            74.672022,
            255.923324,
            181.964003,
            73.959321
        ],
        [
            2.119012,
            1.258834,
            0.860178,
            1.473187,
            1.201271,
            0.639812
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -22143,
            -14114,
            -8973,
            -21462,
            -14152,
            -8440
        ],
        [
            2.907067,
            2.751282,
            3.192491,
            3.79163,
            4.05344,
            3.305313
        ],
        [
            102,
            51,
            51,
            102,
            51,
            51
        ],
        [
            42,
            22,
            20,
            42,
            22,
            20
        ],
        [
            60,
            29,
            31,
            60,
            29,
            31
        ],
        [
            41.176471,
            43.137255,
            39.215686,
            41.176471,
            43.137255,
            39.215686
        ],
        [
            4.152953,
            3.626689,
            4.948361,
            5.416614,
            5.343171,
            5.123234
        ],
        [
            115233,
            115233,
            64539,
            190557,
            190557,
            64863
        ],
        [
            -4780,
            -4780,
            -3880,
            -4702,
            -4702,
            -3422
        ],
        [
            237,
            385,
            89,
            237,
            385,
            89
        ],
        [
            390,
            617,
            140,
            390,
            617,
            140
        ],
        [
            130,
            210,
            56,
            130,
            210,
            56
        ],
        [
            24231,
            19678,
            4553,
            24231,
            19678,
            4553
        ],
        [
            0.498879,
            0.498879,
            3.182907,
            0.498879,
            0.498879,
            3.182907
        ],
        [
            2,
            1,
            2,
            2,
            1,
            2
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            415312,
            -169445,
            -167533,
            444022,
            -167644,
            -168736
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "FIL_USDT",
    "interval": "5m",
    "packets": 25000,
    "actual_packets": 25000,
    "evaluation_days": 86.81,
    "actual_first_datapoint_time": 1752662400000,
    "first_datapoint_time": 1752721200000,
    "last_datapoint_time": 1760162100000,
    "evaluation_time": 1760162303134,
    "expiration_time": 1766642100000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "sinwma",
        "factors": {
            "length": 197,
            "offset": 0
        }
    },
    "second_band": {
        "type": "kcu",
        "factors": {
            "length": 82,
            "offset": 0,
            "scalar": 3
        }
    }
}

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)