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Trade: FIL/USDT/120/DEMA/SSF/4396

Strategy
FIL/USDT/120/DEMA/SSF/4396
Pair
FIL_USDT
Interval
2h
Score
346705
Daily Profit
0.283038
Profit Factor
1.586602
Profitability
39.615385
Streak
12.544324
Best Strategy
Training Data Length
1812.920000
Evaluation Time
2025-10-03 04:03
Expiration Time
2025-12-07 08:21

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 513125.9661 277298.4783 235827.4878 1097612.1163 101052.1465 996559.9698
Total P&L (%) 513.126 277.2985 235.8275 1097.6121 101.0521 996.56
Avg Daily Profit (%) 0.283 0.153 0.1301 0.1371 0.0385 0.1322
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -152839 -135992 -50796 -606414 -676086 -361018
Profit Factor 1.5866 1.52 1.6906 1.211 1.0327 1.4714
Total Trades 260 130 130 260 130 130
Winning Trades 103 42 61 103 42 61
Losing Trades 157 88 69 157 88 69
Profitability (%) 39.6154 32.3077 46.9231 39.6154 32.3077 46.9231
Ratio Avg Win / Avg Loss 2.4184 3.1848 1.9123 1.8459 2.1638 1.6644
Largest Winning Trade 95470 95470 55446 458806 458806 374800
Largest Losing Trade -29219 -29219 -28646 -241362 -207014 -241362
Avg Bars in Trades 82 93 71 82 93 71
Avg Bars in Winners 127 143 115 127 143 115
Avg Bars in Losers 53 70 32 53 70 32
Bars Traded 21467 12185 9282 21467 12185 9282
Profit Streak 12.5443 0 15.461 12.5443 0 15.461
Trades During Streak 1 0 1 1 0 1
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 346705 96082 -16984 -11068 -331942 -14728
Evaluation Data
{
    "trading_pair": "FIL_USDT",
    "interval": "2h",
    "packets": 25000,
    "actual_packets": 21755,
    "evaluation_days": 1812.92,
    "actual_first_datapoint_time": 1602777600000,
    "first_datapoint_time": 1604462400000,
    "last_datapoint_time": 1759449600000,
    "evaluation_time": 1759453429564,
    "expiration_time": 1765088496000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "dema",
        "factors": {
            "length": 235,
            "offset": 0
        }
    },
    "second_band": {
        "type": "ssf",
        "factors": {
            "length": 36,
            "offset": 0,
            "poles": 3
        }
    }
}
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": [
        [
            513125.966089221,
            277298.4782840592,
            235827.4878051617,
            1097612.1163015575,
            101052.1465142046,
            996559.969787353
        ],
        [
            513.125966,
            277.298478,
            235.827488,
            1097.612116,
            101.052147,
            996.55997
        ],
        [
            0.283038,
            0.152957,
            0.130082,
            0.13705,
            0.038531,
            0.132182
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -152839,
            -135992,
            -50796,
            -606414,
            -676086,
            -361018
        ],
        [
            1.586602,
            1.520025,
            1.690559,
            1.210996,
            1.032723,
            1.47142
        ],
        [
            260,
            130,
            130,
            260,
            130,
            130
        ],
        [
            103,
            42,
            61,
            103,
            42,
            61
        ],
        [
            157,
            88,
            69,
            157,
            88,
            69
        ],
        [
            39.615385,
            32.307692,
            46.923077,
            39.615385,
            32.307692,
            46.923077
        ],
        [
            2.418413,
            3.184814,
            1.912272,
            1.845887,
            2.163801,
            1.664393
        ],
        [
            95470,
            95470,
            55446,
            458806,
            458806,
            374800
        ],
        [
            -29219,
            -29219,
            -28646,
            -241362,
            -207014,
            -241362
        ],
        [
            82,
            93,
            71,
            82,
            93,
            71
        ],
        [
            127,
            143,
            115,
            127,
            143,
            115
        ],
        [
            53,
            70,
            32,
            53,
            70,
            32
        ],
        [
            21467,
            12185,
            9282,
            21467,
            12185,
            9282
        ],
        [
            12.544324,
            0,
            15.46099,
            12.544324,
            0,
            15.46099
        ],
        [
            1,
            0,
            1,
            1,
            0,
            1
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            346705,
            96082,
            -16984,
            -11068,
            -331942,
            -14728
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "FIL_USDT",
    "interval": "2h",
    "packets": 25000,
    "actual_packets": 21755,
    "evaluation_days": 1812.92,
    "actual_first_datapoint_time": 1602777600000,
    "first_datapoint_time": 1604462400000,
    "last_datapoint_time": 1759449600000,
    "evaluation_time": 1759453429564,
    "expiration_time": 1765088496000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "dema",
        "factors": {
            "length": 235,
            "offset": 0
        }
    },
    "second_band": {
        "type": "ssf",
        "factors": {
            "length": 36,
            "offset": 0,
            "poles": 3
        }
    }
}

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)