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Trade: FIL/USDT/720/SMA/HILO/6099

Strategy
FIL/USDT/720/SMA/HILO/6099
Pair
FIL_USDT
Interval
12h
Score
357294
Daily Profit
0.183742
Profit Factor
1.502629
Profitability
48.437500
Streak
0.000000
Best Strategy
Training Data Length
1805.500000
Evaluation Time
2025-09-27 09:48
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 331745.7945 208070.8332 123674.9613 -8352.3459 -123797.9813 115445.6353
Total P&L (%) 331.7458 208.0708 123.675 -8.3523 -123.798 115.4456
Avg Daily Profit (%) 0.1837 0.1152 0.0685 -0.0048 0 0.0425
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -236515 -146558 -139971 -1458639 -614542 -1043126
Profit Factor 1.5026 1.6922 1.3441 0.9968 0.8582 1.0669
Total Trades 128 64 64 128 64 64
Winning Trades 62 25 37 62 25 37
Losing Trades 66 39 27 66 39 27
Profitability (%) 48.4375 39.0625 57.8125 48.4375 39.0625 57.8125
Ratio Avg Win / Avg Loss 1.5996 2.6398 0.9808 1.0611 1.3388 0.7786
Largest Winning Trade 179948 179948 71685 471658 256548 471658
Largest Losing Trade -72887 -34522 -72887 -908955 -224444 -908955
Avg Bars in Trades 27 19 35 27 19 35
Avg Bars in Winners 36 27 41 36 27 41
Avg Bars in Losers 19 14 27 19 14 27
Bars Traded 3532 1246 2286 3532 1246 2286
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 357294 -179376 -240955 -579101 -722545 -422875
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": 1605052800000,
    "last_datapoint_time": 1758715200000,
    "evaluation_time": 1758955704949,
    "expiration_time": 1763395056000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "sma",
        "factors": {
            "length": 54,
            "offset": 0
        }
    },
    "second_band": {
        "type": "hilo",
        "factors": {
            "length": 0,
            "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": [
        [
            331745.7945274226,
            208070.8331805512,
            123674.9613468712,
            -8352.345935447,
            -123797.9812638477,
            115445.6353284006
        ],
        [
            331.745795,
            208.070833,
            123.674961,
            -8.352346,
            -123.797981,
            115.445635
        ],
        [
            0.183742,
            0.115243,
            0.068499,
            -0.004831,
            0,
            0.04252
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -236515,
            -146558,
            -139971,
            -1458639,
            -614542,
            -1043126
        ],
        [
            1.502629,
            1.692157,
            1.344107,
            0.996786,
            0.858206,
            1.066908
        ],
        [
            128,
            64,
            64,
            128,
            64,
            64
        ],
        [
            62,
            25,
            37,
            62,
            25,
            37
        ],
        [
            66,
            39,
            27,
            66,
            39,
            27
        ],
        [
            48.4375,
            39.0625,
            57.8125,
            48.4375,
            39.0625,
            57.8125
        ],
        [
            1.599573,
            2.639764,
            0.980835,
            1.061095,
            1.338802,
            0.778554
        ],
        [
            179948,
            179948,
            71685,
            471658,
            256548,
            471658
        ],
        [
            -72887,
            -34522,
            -72887,
            -908955,
            -224444,
            -908955
        ],
        [
            27,
            19,
            35,
            27,
            19,
            35
        ],
        [
            36,
            27,
            41,
            36,
            27,
            41
        ],
        [
            19,
            14,
            27,
            19,
            14,
            27
        ],
        [
            3532,
            1246,
            2286,
            3532,
            1246,
            2286
        ],
        [
            0,
            0,
            0,
            0,
            0,
            0
        ],
        [
            0,
            0,
            0,
            0,
            0,
            0
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            357294,
            -179376,
            -240955,
            -579101,
            -722545,
            -422875
        ]
    ]
}
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": 1605052800000,
    "last_datapoint_time": 1758715200000,
    "evaluation_time": 1758955704949,
    "expiration_time": 1763395056000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "sma",
        "factors": {
            "length": 54,
            "offset": 0
        }
    },
    "second_band": {
        "type": "hilo",
        "factors": {
            "length": 0,
            "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)