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Trade: ETH/USDT/240/SMA/MIDPRICE/4080

Strategy
ETH/USDT/240/SMA/MIDPRICE/4080
Pair
ETH_USDT
Interval
4h
Score
509360
Daily Profit
0.215676
Profit Factor
2.662592
Profitability
50.000000
Streak
92.302760
Best Strategy
Training Data Length
2502.330000
Evaluation Time
2025-10-11 06:15
Expiration Time
2025-12-25 03:40

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 887475.7295 806772.7424 80702.987 21844536.725 18584366.1312 3260170.5938
Total P&L (%) 887.4757 806.7727 80.703 21844.5367 18584.3661 3260.1706
Avg Daily Profit (%) 0.3547 0.3224 0.0323 0.2157 0.2092 0.1406
Buy And Hold Return (%) 2437.947 2437.947 2437.947 2437.947 2437.947 2437.947
Max Trade Drawdown -69460 -36410 -93359 -8657107 -2402041 -6255066
Profit Factor 3.0783 6.8671 1.2788 2.6626 5.1337 1.3772
Total Trades 128 64 64 128 64 64
Winning Trades 64 36 28 64 36 28
Losing Trades 64 28 36 64 28 36
Profitability (%) 50 56.25 43.75 50 56.25 43.75
Ratio Avg Win / Avg Loss 3.0783 5.3411 1.6441 2.6626 3.9929 1.7707
Largest Winning Trade 353534 353534 39307 6895432 6895432 4643161
Largest Losing Trade -39711 -21644 -39711 -6255066 -2402041 -6255066
Avg Bars in Trades 113 126 100 113 126 100
Avg Bars in Winners 170 180 157 170 180 157
Avg Bars in Losers 56 57 55 56 57 55
Bars Traded 14524 8119 6405 14524 8119 6405
Profit Streak 92.3028 111.3028 0 92.3028 111.3028 0
Trades During Streak 1 1 0 1 1 0
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score -149638 -285973 -456406 509360 -121797 -206062
Evaluation Data
{
    "trading_pair": "ETH_USDT",
    "interval": "4h",
    "packets": 25000,
    "actual_packets": 15014,
    "evaluation_days": 2502.33,
    "actual_first_datapoint_time": 1543881600000,
    "first_datapoint_time": 1546891200000,
    "last_datapoint_time": 1760140800000,
    "evaluation_time": 1760152558431,
    "expiration_time": 1766626848000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "sma",
        "factors": {
            "length": 210,
            "offset": 0
        }
    },
    "second_band": {
        "type": "midprice",
        "factors": {
            "length": 153,
            "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": [
        [
            887475.7294942115,
            806772.7424470956,
            80702.9870471159,
            21844536.724977106,
            18584366.131215237,
            3260170.5937618734
        ],
        [
            887.475729,
            806.772742,
            80.702987,
            21844.536725,
            18584.366131,
            3260.170594
        ],
        [
            0.35466,
            0.322409,
            0.032251,
            0.215676,
            0.209235,
            0.140551
        ],
        [
            2437.946967,
            2437.946967,
            2437.946967,
            2437.946967,
            2437.946967,
            2437.946967
        ],
        [
            -69460,
            -36410,
            -93359,
            -8657107,
            -2402041,
            -6255066
        ],
        [
            3.078305,
            6.867147,
            1.278755,
            2.662592,
            5.133692,
            1.377203
        ],
        [
            128,
            64,
            64,
            128,
            64,
            64
        ],
        [
            64,
            36,
            28,
            64,
            36,
            28
        ],
        [
            64,
            28,
            36,
            64,
            28,
            36
        ],
        [
            50,
            56.25,
            43.75,
            50,
            56.25,
            43.75
        ],
        [
            3.078305,
            5.341115,
            1.644114,
            2.662592,
            3.992872,
            1.770689
        ],
        [
            353534,
            353534,
            39307,
            6895432,
            6895432,
            4643161
        ],
        [
            -39711,
            -21644,
            -39711,
            -6255066,
            -2402041,
            -6255066
        ],
        [
            113,
            126,
            100,
            113,
            126,
            100
        ],
        [
            170,
            180,
            157,
            170,
            180,
            157
        ],
        [
            56,
            57,
            55,
            56,
            57,
            55
        ],
        [
            14524,
            8119,
            6405,
            14524,
            8119,
            6405
        ],
        [
            92.30276,
            111.30276,
            0,
            92.30276,
            111.30276,
            0
        ],
        [
            1,
            1,
            0,
            1,
            1,
            0
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            -149638,
            -285973,
            -456406,
            509360,
            -121797,
            -206062
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "ETH_USDT",
    "interval": "4h",
    "packets": 25000,
    "actual_packets": 15014,
    "evaluation_days": 2502.33,
    "actual_first_datapoint_time": 1543881600000,
    "first_datapoint_time": 1546891200000,
    "last_datapoint_time": 1760140800000,
    "evaluation_time": 1760152558431,
    "expiration_time": 1766626848000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "sma",
        "factors": {
            "length": 210,
            "offset": 0
        }
    },
    "second_band": {
        "type": "midprice",
        "factors": {
            "length": 153,
            "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)