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Trade: FIL/USDT/720/HL2/SWMA/2153

Strategy
FIL/USDT/720/HL2/SWMA/2153
Pair
FIL_USDT
Interval
12h
Score
576601
Daily Profit
0.470381
Profit Factor
3.011789
Profitability
48.148148
Streak
0.000000
Best Strategy
Training Data Length
1811.000000
Evaluation Time
2025-09-30 08:27
Expiration Time
2025-11-23 09:55

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 851859.2745 607767.5184 244091.756 2142876.8683 -715587.0595 2858463.9278
Total P&L (%) 851.8593 607.7675 244.0918 2142.8769 -715.5871 2858.4639
Avg Daily Profit (%) 0.4704 0.3356 0.1348 0.1719 0 0.1872
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -100328 -64927 -63838 -2671805 -1931085 -2009134
Profit Factor 3.0118 3.7915 2.1866 1.1849 0.8784 1.5011
Total Trades 135 68 67 135 68 67
Winning Trades 65 26 39 65 26 39
Losing Trades 70 42 28 70 42 28
Profitability (%) 48.1481 38.2353 58.209 48.1481 38.2353 58.209
Ratio Avg Win / Avg Loss 3.2435 6.1248 1.5698 1.2761 1.4189 1.0777
Largest Winning Trade 625335 625335 71878 1438969 910702 1438969
Largest Losing Trade -29711 -26411 -29711 -895253 -895253 -852961
Avg Bars in Trades 26 19 32 26 19 32
Avg Bars in Winners 41 35 45 41 35 45
Avg Bars in Losers 12 10 15 12 10 15
Bars Traded 3540 1347 2193 3540 1347 2193
Profit Streak 0 0 12.7272 0 0 12.7272
Trades During Streak 0 0 1 0 0 1
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 576601 -97650 -123939 -9376 -692866 -105762
Evaluation Data
{
    "trading_pair": "FIL_USDT",
    "interval": "12h",
    "packets": 25000,
    "actual_packets": 3622,
    "evaluation_days": 1811,
    "actual_first_datapoint_time": 1602763200000,
    "first_datapoint_time": 1605398400000,
    "last_datapoint_time": 1759190400000,
    "evaluation_time": 1759210031092,
    "expiration_time": 1763884512000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "hl2",
        "factors": {
            "length": 0,
            "offset": 61
        }
    },
    "second_band": {
        "type": "swma",
        "factors": {
            "length": 12,
            "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": [
        [
            851859.2744733528,
            607767.5184421667,
            244091.7560311865,
            2142876.8683211794,
            -715587.0594604516,
            2858463.9277816303
        ],
        [
            851.859274,
            607.767518,
            244.091756,
            2142.876868,
            -715.587059,
            2858.463928
        ],
        [
            0.470381,
            0.335598,
            0.134783,
            0.171895,
            0,
            0.187213
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -100328,
            -64927,
            -63838,
            -2671805,
            -1931085,
            -2009134
        ],
        [
            3.011789,
            3.791515,
            2.186558,
            1.184944,
            0.878352,
            1.501118
        ],
        [
            135,
            68,
            67,
            135,
            68,
            67
        ],
        [
            65,
            26,
            39,
            65,
            26,
            39
        ],
        [
            70,
            42,
            28,
            70,
            42,
            28
        ],
        [
            48.148148,
            38.235294,
            58.208955,
            48.148148,
            38.235294,
            58.208955
        ],
        [
            3.243465,
            6.124755,
            1.569837,
            1.276094,
            1.418876,
            1.077726
        ],
        [
            625335,
            625335,
            71878,
            1438969,
            910702,
            1438969
        ],
        [
            -29711,
            -26411,
            -29711,
            -895253,
            -895253,
            -852961
        ],
        [
            26,
            19,
            32,
            26,
            19,
            32
        ],
        [
            41,
            35,
            45,
            41,
            35,
            45
        ],
        [
            12,
            10,
            15,
            12,
            10,
            15
        ],
        [
            3540,
            1347,
            2193,
            3540,
            1347,
            2193
        ],
        [
            0,
            0,
            12.727212,
            0,
            0,
            12.727212
        ],
        [
            0,
            0,
            1,
            0,
            0,
            1
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            576601,
            -97650,
            -123939,
            -9376,
            -692866,
            -105762
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "FIL_USDT",
    "interval": "12h",
    "packets": 25000,
    "actual_packets": 3622,
    "evaluation_days": 1811,
    "actual_first_datapoint_time": 1602763200000,
    "first_datapoint_time": 1605398400000,
    "last_datapoint_time": 1759190400000,
    "evaluation_time": 1759210031092,
    "expiration_time": 1763884512000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "hl2",
        "factors": {
            "length": 0,
            "offset": 61
        }
    },
    "second_band": {
        "type": "swma",
        "factors": {
            "length": 12,
            "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)