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Trade: FIL/USDT/120/SMA/MIDPRICE/5368

Strategy
FIL/USDT/120/SMA/MIDPRICE/5368
Pair
FIL_USDT
Interval
2h
Score
309892
Daily Profit
0.167411
Profit Factor
1.244106
Profitability
44.699140
Streak
10.635846
Best Strategy
Training Data Length
1812.750000
Evaluation Time
2025-10-03 00:15
Expiration Time
2025-12-07 04:12

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 303474.8314 163443.3738 140031.4576 26485.4974 -46676.0682 73161.5656
Total P&L (%) 303.4748 163.4434 140.0315 26.4855 -46.6761 73.1616
Avg Daily Profit (%) 0.1674 0.0902 0.0772 0.013 -0.0347 0.0303
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -197284 -132434 -114959 -1573752 -695657 -1145116
Profit Factor 1.2441 1.2484 1.2393 1.0038 0.9865 1.0212
Total Trades 349 174 175 349 174 175
Winning Trades 156 65 91 156 65 91
Losing Trades 193 109 84 193 109 84
Profitability (%) 44.6991 37.3563 52 44.6991 37.3563 52
Ratio Avg Win / Avg Loss 1.5392 2.0935 1.1439 1.2419 1.6543 0.9427
Largest Winning Trade 86891 86891 57249 360688 360688 289232
Largest Losing Trade -52393 -31194 -52393 -334991 -334991 -330371
Avg Bars in Trades 61 70 52 61 70 52
Avg Bars in Winners 75 90 65 75 90 65
Avg Bars in Losers 50 58 38 50 58 38
Bars Traded 21502 12262 9240 21502 12262 9240
Profit Streak 10.6358 0 11.0525 10.6358 0 11.0525
Trades During Streak 1 0 1 1 0 1
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 309892 -76270 -88835 -394842 -582561 -349990
Evaluation Data
{
    "trading_pair": "FIL_USDT",
    "interval": "2h",
    "packets": 25000,
    "actual_packets": 21753,
    "evaluation_days": 1812.75,
    "actual_first_datapoint_time": 1602777600000,
    "first_datapoint_time": 1604037600000,
    "last_datapoint_time": 1759435200000,
    "evaluation_time": 1759439737109,
    "expiration_time": 1765073577600,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "sma",
        "factors": {
            "length": 22,
            "offset": 72
        }
    },
    "second_band": {
        "type": "midprice",
        "factors": {
            "length": 176,
            "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": [
        [
            303474.831365264,
            163443.3737785133,
            140031.4575867503,
            26485.4973840308,
            -46676.0682084537,
            73161.5655924852
        ],
        [
            303.474831,
            163.443374,
            140.031458,
            26.485497,
            -46.676068,
            73.161566
        ],
        [
            0.167411,
            0.090163,
            0.077248,
            0.012962,
            -0.034681,
            0.030293
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -197284,
            -132434,
            -114959,
            -1573752,
            -695657,
            -1145116
        ],
        [
            1.244106,
            1.248413,
            1.239264,
            1.003836,
            0.986509,
            1.021235
        ],
        [
            349,
            174,
            175,
            349,
            174,
            175
        ],
        [
            156,
            65,
            91,
            156,
            65,
            91
        ],
        [
            193,
            109,
            84,
            193,
            109,
            84
        ],
        [
            44.69914,
            37.356322,
            52,
            44.69914,
            37.356322,
            52
        ],
        [
            1.539183,
            2.093493,
            1.143936,
            1.241925,
            1.654299,
            0.942678
        ],
        [
            86891,
            86891,
            57249,
            360688,
            360688,
            289232
        ],
        [
            -52393,
            -31194,
            -52393,
            -334991,
            -334991,
            -330371
        ],
        [
            61,
            70,
            52,
            61,
            70,
            52
        ],
        [
            75,
            90,
            65,
            75,
            90,
            65
        ],
        [
            50,
            58,
            38,
            50,
            58,
            38
        ],
        [
            21502,
            12262,
            9240,
            21502,
            12262,
            9240
        ],
        [
            10.635846,
            0,
            11.052513,
            10.635846,
            0,
            11.052513
        ],
        [
            1,
            0,
            1,
            1,
            0,
            1
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            309892,
            -76270,
            -88835,
            -394842,
            -582561,
            -349990
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "FIL_USDT",
    "interval": "2h",
    "packets": 25000,
    "actual_packets": 21753,
    "evaluation_days": 1812.75,
    "actual_first_datapoint_time": 1602777600000,
    "first_datapoint_time": 1604037600000,
    "last_datapoint_time": 1759435200000,
    "evaluation_time": 1759439737109,
    "expiration_time": 1765073577600,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "sma",
        "factors": {
            "length": 22,
            "offset": 72
        }
    },
    "second_band": {
        "type": "midprice",
        "factors": {
            "length": 176,
            "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)