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Trade: FIL/USDT/720/SINWMA/BBM/5496

Strategy
FIL/USDT/720/SINWMA/BBM/5496
Pair
FIL_USDT
Interval
12h
Score
308488
Daily Profit
0.388405
Profit Factor
2.709909
Profitability
33.333333
Streak
0.000000
Best Strategy
Training Data Length
1813.500000
Evaluation Time
2025-10-03 03:09
Expiration Time
2025-11-25 23:43

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 704372.6232 495180.4417 209192.1816 1177772.0712 -710378.3339 1888150.4051
Total P&L (%) 704.3726 495.1804 209.1922 1177.7721 -710.3783 1888.1504
Avg Daily Profit (%) 0.3884 0.2731 0.1154 0.1406 0 0.165
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -102045 -100622 -50233 -3153475 -3135560 -1229266
Profit Factor 2.7099 3.0101 2.2633 1.1352 0.8678 1.5661
Total Trades 87 44 43 87 44 43
Winning Trades 29 11 18 29 11 18
Losing Trades 58 33 25 58 33 25
Profitability (%) 33.3333 25 41.8605 33.3333 25 41.8605
Ratio Avg Win / Avg Loss 5.4198 9.0304 3.1434 2.2704 2.6035 2.1751
Largest Winning Trade 508293 508293 70462 1609129 1609129 986757
Largest Losing Trade -27766 -27766 -17469 -580641 -580641 -395623
Avg Bars in Trades 40 28 52 40 28 52
Avg Bars in Winners 92 76 102 92 76 102
Avg Bars in Losers 14 12 16 14 12 16
Bars Traded 3524 1252 2272 3524 1252 2272
Profit Streak 0 0 50.0068 0 0 50.0068
Trades During Streak 0 0 1 0 0 1
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 308488 -15483 -37243 -81864 -607478 288360
Evaluation Data
{
    "trading_pair": "FIL_USDT",
    "interval": "12h",
    "packets": 25000,
    "actual_packets": 3627,
    "evaluation_days": 1813.5,
    "actual_first_datapoint_time": 1602763200000,
    "first_datapoint_time": 1606262400000,
    "last_datapoint_time": 1759406400000,
    "evaluation_time": 1759450189324,
    "expiration_time": 1764106992000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "sinwma",
        "factors": {
            "length": 82,
            "offset": 0
        }
    },
    "second_band": {
        "type": "bbm",
        "factors": {
            "length": 234,
            "offset": 0,
            "std": 1.39735
        }
    }
}
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": [
        [
            704372.623224039,
            495180.4416578772,
            209192.1815661623,
            1177772.071191487,
            -710378.3339450291,
            1888150.4051365156
        ],
        [
            704.372623,
            495.180442,
            209.192182,
            1177.772071,
            -710.378334,
            1888.150405
        ],
        [
            0.388405,
            0.273052,
            0.115353,
            0.140584,
            0,
            0.164999
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -102045,
            -100622,
            -50233,
            -3153475,
            -3135560,
            -1229266
        ],
        [
            2.709909,
            3.010142,
            2.263279,
            1.135223,
            0.867824,
            1.566094
        ],
        [
            87,
            44,
            43,
            87,
            44,
            43
        ],
        [
            29,
            11,
            18,
            29,
            11,
            18
        ],
        [
            58,
            33,
            25,
            58,
            33,
            25
        ],
        [
            33.333333,
            25,
            41.860465,
            33.333333,
            25,
            41.860465
        ],
        [
            5.419818,
            9.030425,
            3.143443,
            2.270445,
            2.603471,
            2.17513
        ],
        [
            508293,
            508293,
            70462,
            1609129,
            1609129,
            986757
        ],
        [
            -27766,
            -27766,
            -17469,
            -580641,
            -580641,
            -395623
        ],
        [
            40,
            28,
            52,
            40,
            28,
            52
        ],
        [
            92,
            76,
            102,
            92,
            76,
            102
        ],
        [
            14,
            12,
            16,
            14,
            12,
            16
        ],
        [
            3524,
            1252,
            2272,
            3524,
            1252,
            2272
        ],
        [
            0,
            0,
            50.006821,
            0,
            0,
            50.006821
        ],
        [
            0,
            0,
            1,
            0,
            0,
            1
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            308488,
            -15483,
            -37243,
            -81864,
            -607478,
            288360
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "FIL_USDT",
    "interval": "12h",
    "packets": 25000,
    "actual_packets": 3627,
    "evaluation_days": 1813.5,
    "actual_first_datapoint_time": 1602763200000,
    "first_datapoint_time": 1606262400000,
    "last_datapoint_time": 1759406400000,
    "evaluation_time": 1759450189324,
    "expiration_time": 1764106992000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "sinwma",
        "factors": {
            "length": 82,
            "offset": 0
        }
    },
    "second_band": {
        "type": "bbm",
        "factors": {
            "length": 234,
            "offset": 0,
            "std": 1.39735
        }
    }
}

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)