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Trade: FIL/USDT/720/BBM/SMA/2069

Strategy
FIL/USDT/720/BBM/SMA/2069
Pair
FIL_USDT
Interval
12h
Score
541658
Daily Profit
0.367502
Profit Factor
2.143173
Profitability
54.255319
Streak
5.976506
Best Strategy
Training Data Length
1810.000000
Evaluation Time
2025-09-29 14:26
Expiration Time
2025-11-22 09:12

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 665179.153 534391.7318 130787.4212 32037.6367 175334.2252 -143296.5885
Total P&L (%) 665.1792 534.3917 130.7874 32.0376 175.3342 -143.2966
Avg Daily Profit (%) 0.3675 0.2952 0.0723 0.0154 0.056 0
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -154299 -96560 -123031 -1213047 -386755 -862911
Profit Factor 2.1432 3.1936 1.3867 1.0116 1.2482 0.9302
Total Trades 94 47 47 94 47 47
Winning Trades 51 22 29 51 22 29
Losing Trades 43 25 18 43 25 18
Profitability (%) 54.2553 46.8085 61.7021 54.2553 46.8085 61.7021
Ratio Avg Win / Avg Loss 1.807 3.6291 0.8607 0.8529 1.4184 0.5773
Largest Winning Trade 598767 598767 68690 528638 528638 510046
Largest Losing Trade -75364 -40957 -75364 -784657 -263297 -784657
Avg Bars in Trades 37 29 45 37 29 45
Avg Bars in Winners 47 35 56 47 35 56
Avg Bars in Losers 25 24 27 25 24 27
Bars Traded 3537 1406 2131 3537 1406 2131
Profit Streak 5.9765 0 70.4765 5.9765 0 70.4765
Trades During Streak 1 0 3 1 0 3
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 541658 506635 -94539 -383180 -119291 -577802
Evaluation Data
{
    "trading_pair": "FIL_USDT",
    "interval": "12h",
    "packets": 25000,
    "actual_packets": 3620,
    "evaluation_days": 1810,
    "actual_first_datapoint_time": 1602763200000,
    "first_datapoint_time": 1605744000000,
    "last_datapoint_time": 1759104000000,
    "evaluation_time": 1759145170138,
    "expiration_time": 1763795520000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "bbm",
        "factors": {
            "length": 212,
            "offset": 0,
            "std": 1.03397
        }
    },
    "second_band": {
        "type": "sma",
        "factors": {
            "length": 64,
            "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": [
        [
            665179.153015842,
            534391.7318064531,
            130787.4212093892,
            32037.6367393081,
            175334.2252443333,
            -143296.5885050253
        ],
        [
            665.179153,
            534.391732,
            130.787421,
            32.037637,
            175.334225,
            -143.296589
        ],
        [
            0.367502,
            0.295244,
            0.072258,
            0.015356,
            0.055972,
            0
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -154299,
            -96560,
            -123031,
            -1213047,
            -386755,
            -862911
        ],
        [
            2.143173,
            3.193594,
            1.386652,
            1.011614,
            1.24823,
            0.930171
        ],
        [
            94,
            47,
            47,
            94,
            47,
            47
        ],
        [
            51,
            22,
            29,
            51,
            22,
            29
        ],
        [
            43,
            25,
            18,
            43,
            25,
            18
        ],
        [
            54.255319,
            46.808511,
            61.702128,
            54.255319,
            46.808511,
            61.702128
        ],
        [
            1.806989,
            3.629085,
            0.86068,
            0.85293,
            1.418443,
            0.577347
        ],
        [
            598767,
            598767,
            68690,
            528638,
            528638,
            510046
        ],
        [
            -75364,
            -40957,
            -75364,
            -784657,
            -263297,
            -784657
        ],
        [
            37,
            29,
            45,
            37,
            29,
            45
        ],
        [
            47,
            35,
            56,
            47,
            35,
            56
        ],
        [
            25,
            24,
            27,
            25,
            24,
            27
        ],
        [
            3537,
            1406,
            2131,
            3537,
            1406,
            2131
        ],
        [
            5.976506,
            0,
            70.476506,
            5.976506,
            0,
            70.476506
        ],
        [
            1,
            0,
            3,
            1,
            0,
            3
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            541658,
            506635,
            -94539,
            -383180,
            -119291,
            -577802
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "FIL_USDT",
    "interval": "12h",
    "packets": 25000,
    "actual_packets": 3620,
    "evaluation_days": 1810,
    "actual_first_datapoint_time": 1602763200000,
    "first_datapoint_time": 1605744000000,
    "last_datapoint_time": 1759104000000,
    "evaluation_time": 1759145170138,
    "expiration_time": 1763795520000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "bbm",
        "factors": {
            "length": 212,
            "offset": 0,
            "std": 1.03397
        }
    },
    "second_band": {
        "type": "sma",
        "factors": {
            "length": 64,
            "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)