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Trade: FIL/USDT/120/SMA/KCB/8024

Strategy
FIL/USDT/120/SMA/KCB/8024
Pair
FIL_USDT
Interval
2h
Score
347409
Daily Profit
0.259608
Profit Factor
1.592660
Profitability
41.420118
Streak
40.133967
Best Strategy
Training Data Length
1804.500000
Evaluation Time
2025-09-27 22:12
Expiration Time
2025-11-28 15:05

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 468461.9173 295120.1047 173341.8126 223616.1113 -62115.8735 285731.9848
Total P&L (%) 468.4619 295.1201 173.3418 223.6161 -62.1159 285.732
Avg Daily Profit (%) 0.2596 0.1635 0.0961 0.0651 -0.0538 0.0748
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -102319 -140437 -59812 -744807 -745405 -355432
Profit Factor 1.5927 1.6468 1.5188 1.0606 0.9699 1.1755
Total Trades 169 85 84 169 85 84
Winning Trades 70 27 43 70 27 43
Losing Trades 99 58 41 99 58 41
Profitability (%) 41.4201 31.7647 51.1905 41.4201 31.7647 51.1905
Ratio Avg Win / Avg Loss 2.2525 3.5375 1.4481 1.5 2.0835 1.1208
Largest Winning Trade 282460 282460 56636 440811 440811 230219
Largest Losing Trade -41002 -32872 -41002 -187617 -187617 -150743
Avg Bars in Trades 126 129 123 126 129 123
Avg Bars in Winners 187 213 172 187 213 172
Avg Bars in Losers 83 90 73 83 90 73
Bars Traded 21441 11028 10413 21441 11028 10413
Profit Streak 40.134 40.134 49.5506 40.134 40.134 49.5506
Trades During Streak 2 1 1 2 1 1
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 347409 128083 -62915 -261364 -584870 -120163
Evaluation Data
{
    "trading_pair": "FIL_USDT",
    "interval": "2h",
    "packets": 25000,
    "actual_packets": 21654,
    "evaluation_days": 1804.5,
    "actual_first_datapoint_time": 1602777600000,
    "first_datapoint_time": 1603879200000,
    "last_datapoint_time": 1758722400000,
    "evaluation_time": 1759000374751,
    "expiration_time": 1764335116800,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "sma",
        "factors": {
            "length": 154,
            "offset": 0
        }
    },
    "second_band": {
        "type": "kcb",
        "factors": {
            "length": 132,
            "offset": 0,
            "scalar": 5
        }
    }
}
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": [
        [
            468461.9173083573,
            295120.1047261914,
            173341.8125821658,
            223616.1113237398,
            -62115.8735231234,
            285731.9848468631
        ],
        [
            468.461917,
            295.120105,
            173.341813,
            223.616111,
            -62.115874,
            285.731985
        ],
        [
            0.259608,
            0.163547,
            0.096061,
            0.065102,
            -0.053775,
            0.074839
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -102319,
            -140437,
            -59812,
            -744807,
            -745405,
            -355432
        ],
        [
            1.59266,
            1.646784,
            1.518752,
            1.060573,
            0.969892,
            1.175451
        ],
        [
            169,
            85,
            84,
            169,
            85,
            84
        ],
        [
            70,
            27,
            43,
            70,
            27,
            43
        ],
        [
            99,
            58,
            41,
            99,
            58,
            41
        ],
        [
            41.420118,
            31.764706,
            51.190476,
            41.420118,
            31.764706,
            51.190476
        ],
        [
            2.252476,
            3.537536,
            1.448113,
            1.499953,
            2.083473,
            1.120779
        ],
        [
            282460,
            282460,
            56636,
            440811,
            440811,
            230219
        ],
        [
            -41002,
            -32872,
            -41002,
            -187617,
            -187617,
            -150743
        ],
        [
            126,
            129,
            123,
            126,
            129,
            123
        ],
        [
            187,
            213,
            172,
            187,
            213,
            172
        ],
        [
            83,
            90,
            73,
            83,
            90,
            73
        ],
        [
            21441,
            11028,
            10413,
            21441,
            11028,
            10413
        ],
        [
            40.133967,
            40.133967,
            49.550634,
            40.133967,
            40.133967,
            49.550634
        ],
        [
            2,
            1,
            1,
            2,
            1,
            1
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            347409,
            128083,
            -62915,
            -261364,
            -584870,
            -120163
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "FIL_USDT",
    "interval": "2h",
    "packets": 25000,
    "actual_packets": 21654,
    "evaluation_days": 1804.5,
    "actual_first_datapoint_time": 1602777600000,
    "first_datapoint_time": 1603879200000,
    "last_datapoint_time": 1758722400000,
    "evaluation_time": 1759000374751,
    "expiration_time": 1764335116800,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "sma",
        "factors": {
            "length": 154,
            "offset": 0
        }
    },
    "second_band": {
        "type": "kcb",
        "factors": {
            "length": 132,
            "offset": 0,
            "scalar": 5
        }
    }
}

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)