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Trade: FIL/USDT/120/SMA/MIDPRICE/3321

Strategy
FIL/USDT/120/SMA/MIDPRICE/3321
Pair
FIL_USDT
Interval
2h
Score
347239
Daily Profit
0.341438
Profit Factor
2.029450
Profitability
39.072848
Streak
0.000000
Best Strategy
Training Data Length
1817.830000
Evaluation Time
2025-10-08 02:18
Expiration Time
2025-12-12 10:36

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 620675.8462 352416.7361 268259.1101 2045485.4512 3908.9798 2041576.4715
Total P&L (%) 620.6758 352.4167 268.2591 2045.4855 3.909 2041.5765
Avg Daily Profit (%) 0.3414 0.1939 0.1476 0.1688 0.0021 0.1687
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -63012 -69996 -41465 -1617396 -1707612 -962912
Profit Factor 2.0295 1.9782 2.1055 1.2117 1.0007 1.4887
Total Trades 151 76 75 151 76 75
Winning Trades 59 23 36 59 23 36
Losing Trades 92 53 39 92 53 39
Profitability (%) 39.0728 30.2632 48 39.0728 30.2632 48
Ratio Avg Win / Avg Loss 3.1646 4.5586 2.2809 1.8894 2.306 1.6128
Largest Winning Trade 276043 276043 58639 1073692 1073692 956092
Largest Losing Trade -23288 -23222 -23288 -538058 -538058 -519650
Avg Bars in Trades 141 127 155 141 127 155
Avg Bars in Winners 242 235 247 242 235 247
Avg Bars in Losers 76 80 70 76 80 70
Bars Traded 21355 9685 11671 21355 9685 11671
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 347239 -45806 -49777 178855 -631537 -47617
Evaluation Data
{
    "trading_pair": "FIL_USDT",
    "interval": "2h",
    "packets": 25000,
    "actual_packets": 21814,
    "evaluation_days": 1817.83,
    "actual_first_datapoint_time": 1602777600000,
    "first_datapoint_time": 1604505600000,
    "last_datapoint_time": 1759874400000,
    "evaluation_time": 1759879092470,
    "expiration_time": 1765528588800,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "sma",
        "factors": {
            "length": 241,
            "offset": 0
        }
    },
    "second_band": {
        "type": "midprice",
        "factors": {
            "length": 92,
            "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": [
        [
            620675.8461647967,
            352416.7361134398,
            268259.1100513567,
            2045485.4512203187,
            3908.9797660012,
            2041576.4714543168
        ],
        [
            620.675846,
            352.416736,
            268.25911,
            2045.485451,
            3.90898,
            2041.576471
        ],
        [
            0.341438,
            0.193867,
            0.147571,
            0.168802,
            0.002109,
            0.168702
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -63012,
            -69996,
            -41465,
            -1617396,
            -1707612,
            -962912
        ],
        [
            2.02945,
            1.978243,
            2.10547,
            1.211683,
            1.000713,
            1.48871
        ],
        [
            151,
            76,
            75,
            151,
            76,
            75
        ],
        [
            59,
            23,
            36,
            59,
            23,
            36
        ],
        [
            92,
            53,
            39,
            92,
            53,
            39
        ],
        [
            39.072848,
            30.263158,
            48,
            39.072848,
            30.263158,
            48
        ],
        [
            3.164566,
            4.55856,
            2.280926,
            1.889405,
            2.30599,
            1.612769
        ],
        [
            276043,
            276043,
            58639,
            1073692,
            1073692,
            956092
        ],
        [
            -23288,
            -23222,
            -23288,
            -538058,
            -538058,
            -519650
        ],
        [
            141,
            127,
            155,
            141,
            127,
            155
        ],
        [
            242,
            235,
            247,
            242,
            235,
            247
        ],
        [
            76,
            80,
            70,
            76,
            80,
            70
        ],
        [
            21355,
            9685,
            11671,
            21355,
            9685,
            11671
        ],
        [
            0,
            0,
            0,
            0,
            0,
            0
        ],
        [
            0,
            0,
            0,
            0,
            0,
            0
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            347239,
            -45806,
            -49777,
            178855,
            -631537,
            -47617
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "FIL_USDT",
    "interval": "2h",
    "packets": 25000,
    "actual_packets": 21814,
    "evaluation_days": 1817.83,
    "actual_first_datapoint_time": 1602777600000,
    "first_datapoint_time": 1604505600000,
    "last_datapoint_time": 1759874400000,
    "evaluation_time": 1759879092470,
    "expiration_time": 1765528588800,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "sma",
        "factors": {
            "length": 241,
            "offset": 0
        }
    },
    "second_band": {
        "type": "midprice",
        "factors": {
            "length": 92,
            "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)