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Trade: FIL/USDT/720/SMA/BBU/2963

Strategy
FIL/USDT/720/SMA/BBU/2963
Pair
FIL_USDT
Interval
12h
Score
345132
Daily Profit
0.264461
Profit Factor
1.923107
Profitability
42.735043
Streak
0.000000
Best Strategy
Training Data Length
1805.500000
Evaluation Time
2025-09-28 08:44
Expiration Time
2025-11-17 17:57

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 477484.5026 288872.5559 188611.9467 455067.0018 -261960.4969 717027.4987
Total P&L (%) 477.4845 288.8726 188.6119 455.067 -261.9605 717.0275
Avg Daily Profit (%) 0.2645 0.16 0.1045 0.095 0 0.1164
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -89418 -76308 -64683 -1210166 -985157 -1001041
Profit Factor 1.9231 2.1037 1.7381 1.0821 0.905 1.2575
Total Trades 117 58 59 117 58 59
Winning Trades 50 21 29 50 21 29
Losing Trades 67 37 30 67 37 30
Profitability (%) 42.735 36.2069 49.1525 42.735 36.2069 49.1525
Ratio Avg Win / Avg Loss 2.577 3.7065 1.7981 1.4501 1.5945 1.3009
Largest Winning Trade 339393 339393 59257 572385 572385 460466
Largest Losing Trade -26547 -25960 -26547 -431760 -374535 -431760
Avg Bars in Trades 29 31 27 29 31 27
Avg Bars in Winners 41 49 36 41 49 36
Avg Bars in Losers 20 21 19 20 21 19
Bars Traded 3447 1816 1631 3447 1816 1631
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 345132 -174417 -226956 -198596 -763697 -214088
Evaluation Data
{
    "trading_pair": "FIL_USDT",
    "interval": "12h",
    "packets": 25000,
    "actual_packets": 3611,
    "evaluation_days": 1805.5,
    "actual_first_datapoint_time": 1602763200000,
    "first_datapoint_time": 1607731200000,
    "last_datapoint_time": 1758715200000,
    "evaluation_time": 1759038249615,
    "expiration_time": 1763395056000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "sma",
        "factors": {
            "length": 116,
            "offset": 0
        }
    },
    "second_band": {
        "type": "bbu",
        "factors": {
            "length": 9,
            "offset": 0,
            "std": 3.29628
        }
    }
}
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": [
        [
            477484.5026141814,
            288872.5558738552,
            188611.9467403262,
            455067.0018147643,
            -261960.4968802397,
            717027.4986950044
        ],
        [
            477.484503,
            288.872556,
            188.611947,
            455.067002,
            -261.960497,
            717.027499
        ],
        [
            0.264461,
            0.159996,
            0.104465,
            0.094973,
            0,
            0.116407
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -89418,
            -76308,
            -64683,
            -1210166,
            -985157,
            -1001041
        ],
        [
            1.923107,
            2.103673,
            1.738147,
            1.08213,
            0.904961,
            1.257513
        ],
        [
            117,
            58,
            59,
            117,
            58,
            59
        ],
        [
            50,
            21,
            29,
            50,
            21,
            29
        ],
        [
            67,
            37,
            30,
            67,
            37,
            30
        ],
        [
            42.735043,
            36.206897,
            49.152542,
            42.735043,
            36.206897,
            49.152542
        ],
        [
            2.576963,
            3.706472,
            1.798083,
            1.450055,
            1.594456,
            1.300876
        ],
        [
            339393,
            339393,
            59257,
            572385,
            572385,
            460466
        ],
        [
            -26547,
            -25960,
            -26547,
            -431760,
            -374535,
            -431760
        ],
        [
            29,
            31,
            27,
            29,
            31,
            27
        ],
        [
            41,
            49,
            36,
            41,
            49,
            36
        ],
        [
            20,
            21,
            19,
            20,
            21,
            19
        ],
        [
            3447,
            1816,
            1631,
            3447,
            1816,
            1631
        ],
        [
            0,
            0,
            0,
            0,
            0,
            0
        ],
        [
            0,
            0,
            0,
            0,
            0,
            0
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            345132,
            -174417,
            -226956,
            -198596,
            -763697,
            -214088
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "FIL_USDT",
    "interval": "12h",
    "packets": 25000,
    "actual_packets": 3611,
    "evaluation_days": 1805.5,
    "actual_first_datapoint_time": 1602763200000,
    "first_datapoint_time": 1607731200000,
    "last_datapoint_time": 1758715200000,
    "evaluation_time": 1759038249615,
    "expiration_time": 1763395056000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "sma",
        "factors": {
            "length": 116,
            "offset": 0
        }
    },
    "second_band": {
        "type": "bbu",
        "factors": {
            "length": 9,
            "offset": 0,
            "std": 3.29628
        }
    }
}

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)