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Trade: FIL/USDT/120/SSF/HMA/2913

Strategy
FIL/USDT/120/SSF/HMA/2913
Pair
FIL_USDT
Interval
2h
Score
422781
Daily Profit
0.372271
Profit Factor
2.043859
Profitability
39.873418
Streak
81.291365
Best Strategy
Training Data Length
1808.670000
Evaluation Time
2025-09-28 21:59
Expiration Time
2025-12-02 22:41

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 673315.9282 394943.8395 278372.0887 3156481.7309 -55092.8062 3211574.5371
Total P&L (%) 673.3159 394.9438 278.3721 3156.4817 -55.0928 3211.5745
Avg Daily Profit (%) 0.3723 0.2184 0.1539 0.1928 -0.0443 0.1937
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -78714 -71227 -43952 -2551648 -2951145 -1035588
Profit Factor 2.0439 2.0376 2.0529 1.2188 0.9936 1.5546
Total Trades 158 79 79 158 79 79
Winning Trades 63 22 41 63 22 41
Losing Trades 95 57 38 95 57 38
Profitability (%) 39.8734 27.8481 51.8987 39.8734 27.8481 51.8987
Ratio Avg Win / Avg Loss 3.082 5.2792 1.9027 1.8379 2.5744 1.4408
Largest Winning Trade 255423 255423 56655 1914402 1914402 1023733
Largest Losing Trade -24735 -17251 -24735 -789952 -570818 -789952
Avg Bars in Trades 135 119 150 135 119 150
Avg Bars in Winners 219 223 217 219 223 217
Avg Bars in Losers 79 79 78 79 79 78
Bars Traded 21385 9468 11917 21385 9468 11917
Profit Streak 81.2914 82.3747 81.2914 81.2914 82.3747 81.2914
Trades During Streak 5 3 2 5 3 2
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 422781 -31203 -14620 252857 -620854 -16126
Evaluation Data
{
    "trading_pair": "FIL_USDT",
    "interval": "2h",
    "packets": 25000,
    "actual_packets": 21704,
    "evaluation_days": 1808.67,
    "actual_first_datapoint_time": 1602777600000,
    "first_datapoint_time": 1604181600000,
    "last_datapoint_time": 1759082400000,
    "evaluation_time": 1759085973977,
    "expiration_time": 1764708076800,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "ssf",
        "factors": {
            "length": 186,
            "offset": 0,
            "poles": 2
        }
    },
    "second_band": {
        "type": "hma",
        "factors": {
            "length": 184,
            "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": [
        [
            673315.9282283299,
            394943.8394985214,
            278372.0887298088,
            3156481.7309079794,
            -55092.8061576508,
            3211574.5370656326
        ],
        [
            673.315928,
            394.943839,
            278.372089,
            3156.481731,
            -55.092806,
            3211.574537
        ],
        [
            0.372271,
            0.218361,
            0.15391,
            0.192771,
            -0.044253,
            0.1937
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -78714,
            -71227,
            -43952,
            -2551648,
            -2951145,
            -1035588
        ],
        [
            2.043859,
            2.037585,
            2.05289,
            1.218836,
            0.993618,
            1.554552
        ],
        [
            158,
            79,
            79,
            158,
            79,
            79
        ],
        [
            63,
            22,
            41,
            63,
            22,
            41
        ],
        [
            95,
            57,
            38,
            95,
            57,
            38
        ],
        [
            39.873418,
            27.848101,
            51.898734,
            39.873418,
            27.848101,
            51.898734
        ],
        [
            3.082009,
            5.279199,
            1.902679,
            1.837927,
            2.574374,
            1.440804
        ],
        [
            255423,
            255423,
            56655,
            1914402,
            1914402,
            1023733
        ],
        [
            -24735,
            -17251,
            -24735,
            -789952,
            -570818,
            -789952
        ],
        [
            135,
            119,
            150,
            135,
            119,
            150
        ],
        [
            219,
            223,
            217,
            219,
            223,
            217
        ],
        [
            79,
            79,
            78,
            79,
            79,
            78
        ],
        [
            21385,
            9468,
            11917,
            21385,
            9468,
            11917
        ],
        [
            81.291365,
            82.374699,
            81.291365,
            81.291365,
            82.374699,
            81.291365
        ],
        [
            5,
            3,
            2,
            5,
            3,
            2
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            422781,
            -31203,
            -14620,
            252857,
            -620854,
            -16126
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "FIL_USDT",
    "interval": "2h",
    "packets": 25000,
    "actual_packets": 21704,
    "evaluation_days": 1808.67,
    "actual_first_datapoint_time": 1602777600000,
    "first_datapoint_time": 1604181600000,
    "last_datapoint_time": 1759082400000,
    "evaluation_time": 1759085973977,
    "expiration_time": 1764708076800,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "ssf",
        "factors": {
            "length": 186,
            "offset": 0,
            "poles": 2
        }
    },
    "second_band": {
        "type": "hma",
        "factors": {
            "length": 184,
            "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)