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Trade: FIL/USDT/120/SINWMA/DEMA/5117

Strategy
FIL/USDT/120/SINWMA/DEMA/5117
Pair
FIL_USDT
Interval
2h
Score
310554
Daily Profit
0.331400
Profit Factor
2.181575
Profitability
37.254902
Streak
0.000000
Best Strategy
Training Data Length
1808.500000
Evaluation Time
2025-09-28 19:11
Expiration Time
2025-12-02 18:32

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 599336.4786 354706.4492 244630.0294 2083146.9786 -337308.2465 2420455.225
Total P&L (%) 599.3365 354.7064 244.63 2083.147 -337.3082 2420.4552
Avg Daily Profit (%) 0.3314 0.1961 0.1353 0.1706 0 0.1786
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -71864 -68240 -34563 -1963968 -2221182 -695804
Profit Factor 2.1816 2.1898 2.1699 1.2356 0.9373 1.6995
Total Trades 102 51 51 102 51 51
Winning Trades 38 14 24 38 14 24
Losing Trades 64 37 27 64 37 27
Profitability (%) 37.2549 27.451 47.0588 37.2549 27.451 47.0588
Ratio Avg Win / Avg Loss 3.6742 5.7873 2.4411 2.0811 2.4772 1.912
Largest Winning Trade 249481 249481 70843 1373105 1373105 914894
Largest Losing Trade -19938 -19938 -16905 -472049 -472049 -436125
Avg Bars in Trades 209 151 267 209 151 267
Avg Bars in Winners 410 351 445 410 351 445
Avg Bars in Losers 90 76 108 90 76 108
Bars Traded 21379 7749 13630 21379 7749 13630
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 310554 -187590 -189521 140522 -777345 -170123
Evaluation Data
{
    "trading_pair": "FIL_USDT",
    "interval": "2h",
    "packets": 25000,
    "actual_packets": 21702,
    "evaluation_days": 1808.5,
    "actual_first_datapoint_time": 1602777600000,
    "first_datapoint_time": 1604253600000,
    "last_datapoint_time": 1759068000000,
    "evaluation_time": 1759075899147,
    "expiration_time": 1764693158400,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "sinwma",
        "factors": {
            "length": 206,
            "offset": 0
        }
    },
    "second_band": {
        "type": "dema",
        "factors": {
            "length": 195,
            "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": [
        [
            599336.4786446128,
            354706.4492084145,
            244630.0294361981,
            2083146.9785796488,
            -337308.2464545501,
            2420455.2250341987
        ],
        [
            599.336479,
            354.706449,
            244.630029,
            2083.146979,
            -337.308246,
            2420.455225
        ],
        [
            0.3314,
            0.196133,
            0.135267,
            0.170638,
            0,
            0.178596
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -71864,
            -68240,
            -34563,
            -1963968,
            -2221182,
            -695804
        ],
        [
            2.181575,
            2.189797,
            2.169853,
            1.235624,
            0.937313,
            1.699523
        ],
        [
            102,
            51,
            51,
            102,
            51,
            51
        ],
        [
            38,
            14,
            24,
            38,
            14,
            24
        ],
        [
            64,
            37,
            27,
            64,
            37,
            27
        ],
        [
            37.254902,
            27.45098,
            47.058824,
            37.254902,
            27.45098,
            47.058824
        ],
        [
            3.674232,
            5.787322,
            2.441085,
            2.08105,
            2.477185,
            1.911963
        ],
        [
            249481,
            249481,
            70843,
            1373105,
            1373105,
            914894
        ],
        [
            -19938,
            -19938,
            -16905,
            -472049,
            -472049,
            -436125
        ],
        [
            209,
            151,
            267,
            209,
            151,
            267
        ],
        [
            410,
            351,
            445,
            410,
            351,
            445
        ],
        [
            90,
            76,
            108,
            90,
            76,
            108
        ],
        [
            21379,
            7749,
            13630,
            21379,
            7749,
            13630
        ],
        [
            0,
            0,
            0,
            0,
            0,
            0
        ],
        [
            0,
            0,
            0,
            0,
            0,
            0
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            310554,
            -187590,
            -189521,
            140522,
            -777345,
            -170123
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "FIL_USDT",
    "interval": "2h",
    "packets": 25000,
    "actual_packets": 21702,
    "evaluation_days": 1808.5,
    "actual_first_datapoint_time": 1602777600000,
    "first_datapoint_time": 1604253600000,
    "last_datapoint_time": 1759068000000,
    "evaluation_time": 1759075899147,
    "expiration_time": 1764693158400,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "sinwma",
        "factors": {
            "length": 206,
            "offset": 0
        }
    },
    "second_band": {
        "type": "dema",
        "factors": {
            "length": 195,
            "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)