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Trade: FIL/USDT/720/EMA/SWMA/1456

Strategy
FIL/USDT/720/EMA/SWMA/1456
Pair
FIL_USDT
Interval
12h
Score
314846
Daily Profit
0.150522
Profit Factor
1.612570
Profitability
45.161290
Streak
0.000000
Best Strategy
Training Data Length
1812.500000
Evaluation Time
2025-10-02 03:36
Expiration Time
2025-11-24 23:00

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 612150.6362 425029.8254 187120.8109 577350.6016 -850050.5322 1427401.1338
Total P&L (%) 612.1506 425.0298 187.1208 577.3506 -850.0505 1427.4011
Avg Daily Profit (%) 0.3377 0.2345 0.1032 0.1056 0 0.1505
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -116224 -98645 -45242 -2160278 -1859416 -880569
Profit Factor 2.5084 2.6241 2.2983 1.0885 0.7971 1.6126
Total Trades 63 32 31 63 32 31
Winning Trades 22 8 14 22 8 14
Losing Trades 41 24 17 41 24 17
Profitability (%) 34.9206 25 45.1613 34.9206 25 45.1613
Ratio Avg Win / Avg Loss 4.6747 7.8723 2.7907 2.0287 2.3914 1.9581
Largest Winning Trade 472611 472611 62816 944168 944168 577212
Largest Losing Trade -29571 -29571 -23748 -425020 -425020 -409946
Avg Bars in Trades 53 36 71 53 36 71
Avg Bars in Winners 113 96 123 113 96 123
Avg Bars in Losers 21 15 29 21 15 29
Bars Traded 3377 1152 2225 3377 1152 2225
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 -143145 -16926 -52700 -330744 -607847 314846
Evaluation Data
{
    "trading_pair": "FIL_USDT",
    "interval": "12h",
    "packets": 25000,
    "actual_packets": 3625,
    "evaluation_days": 1812.5,
    "actual_first_datapoint_time": 1602763200000,
    "first_datapoint_time": 1606305600000,
    "last_datapoint_time": 1759320000000,
    "evaluation_time": 1759365389713,
    "expiration_time": 1764018000000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "ema",
        "factors": {
            "length": 83,
            "offset": 0
        }
    },
    "second_band": {
        "type": "swma",
        "factors": {
            "length": 10,
            "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": [
        [
            612150.6362251696,
            425029.8253580281,
            187120.8108671416,
            577350.6016414375,
            -850050.532151523,
            1427401.1337929608
        ],
        [
            612.150636,
            425.029825,
            187.120811,
            577.350602,
            -850.050532,
            1427.401134
        ],
        [
            0.337738,
            0.234499,
            0.103239,
            0.105602,
            0,
            0.150522
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -116224,
            -98645,
            -45242,
            -2160278,
            -1859416,
            -880569
        ],
        [
            2.508387,
            2.624113,
            2.298263,
            1.088546,
            0.797134,
            1.61257
        ],
        [
            63,
            32,
            31,
            63,
            32,
            31
        ],
        [
            22,
            8,
            14,
            22,
            8,
            14
        ],
        [
            41,
            24,
            17,
            41,
            24,
            17
        ],
        [
            34.920635,
            25,
            45.16129,
            34.920635,
            25,
            45.16129
        ],
        [
            4.674721,
            7.872339,
            2.790748,
            2.028653,
            2.391401,
            1.95812
        ],
        [
            472611,
            472611,
            62816,
            944168,
            944168,
            577212
        ],
        [
            -29571,
            -29571,
            -23748,
            -425020,
            -425020,
            -409946
        ],
        [
            53,
            36,
            71,
            53,
            36,
            71
        ],
        [
            113,
            96,
            123,
            113,
            96,
            123
        ],
        [
            21,
            15,
            29,
            21,
            15,
            29
        ],
        [
            3377,
            1152,
            2225,
            3377,
            1152,
            2225
        ],
        [
            0,
            0,
            0,
            0,
            0,
            0
        ],
        [
            0,
            0,
            0,
            0,
            0,
            0
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            -143145,
            -16926,
            -52700,
            -330744,
            -607847,
            314846
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "FIL_USDT",
    "interval": "12h",
    "packets": 25000,
    "actual_packets": 3625,
    "evaluation_days": 1812.5,
    "actual_first_datapoint_time": 1602763200000,
    "first_datapoint_time": 1606305600000,
    "last_datapoint_time": 1759320000000,
    "evaluation_time": 1759365389713,
    "expiration_time": 1764018000000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "ema",
        "factors": {
            "length": 83,
            "offset": 0
        }
    },
    "second_band": {
        "type": "swma",
        "factors": {
            "length": 10,
            "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)