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Trade: FIL/USDT/120/SWMA/EMA/4223

Strategy
FIL/USDT/120/SWMA/EMA/4223
Pair
FIL_USDT
Interval
2h
Score
386615
Daily Profit
0.399921
Profit Factor
2.162477
Profitability
41.129032
Streak
0.000000
Best Strategy
Training Data Length
1804.500000
Evaluation Time
2025-09-27 09:49
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 721657.2941 448823.1941 272834.1 2871742.3205 -1358.4436 2873100.7641
Total P&L (%) 721.6573 448.8232 272.8341 2871.7423 -1.3584 2873.1008
Avg Daily Profit (%) 0.3999 0.2487 0.1512 0.1881 -0.0008 0.1882
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -78705 -101463 -41888 -2014471 -1918355 -840962
Profit Factor 2.1625 2.2623 2.0287 1.2296 0.9998 1.5478
Total Trades 124 62 62 124 62 62
Winning Trades 51 19 32 51 19 32
Losing Trades 73 43 30 73 43 30
Profitability (%) 41.129 30.6452 51.6129 41.129 30.6452 51.6129
Ratio Avg Win / Avg Loss 3.0953 5.1199 1.9019 1.7601 2.2627 1.4511
Largest Winning Trade 333393 333393 61645 1554645 1554645 829825
Largest Losing Trade -29023 -29023 -28502 -679397 -473684 -679397
Avg Bars in Trades 171 158 184 171 158 184
Avg Bars in Winners 271 280 266 271 280 266
Avg Bars in Losers 101 104 97 101 104 97
Bars Traded 21256 9829 11427 21256 9829 11427
Profit Streak 0 0 139.868 0 0 139.868
Trades During Streak 0 0 4 0 0 4
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 386615 -149641 -141528 200892 -739985 -143053
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": 1604548800000,
    "last_datapoint_time": 1758722400000,
    "evaluation_time": 1758955791537,
    "expiration_time": 1764335116800,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "swma",
        "factors": {
            "length": 247,
            "offset": 0
        }
    },
    "second_band": {
        "type": "ema",
        "factors": {
            "length": 173,
            "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": [
        [
            721657.2940907826,
            448823.1941260808,
            272834.0999647017,
            2871742.320496688,
            -1358.4435890129,
            2873100.7640857003
        ],
        [
            721.657294,
            448.823194,
            272.8341,
            2871.74232,
            -1.358444,
            2873.100764
        ],
        [
            0.399921,
            0.248724,
            0.151197,
            0.188136,
            -0.000758,
            0.188162
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -78705,
            -101463,
            -41888,
            -2014471,
            -1918355,
            -840962
        ],
        [
            2.162477,
            2.262277,
            2.028685,
            1.229631,
            0.999813,
            1.54784
        ],
        [
            124,
            62,
            62,
            124,
            62,
            62
        ],
        [
            51,
            19,
            32,
            51,
            19,
            32
        ],
        [
            73,
            43,
            30,
            73,
            43,
            30
        ],
        [
            41.129032,
            30.645161,
            51.612903,
            41.129032,
            30.645161,
            51.612903
        ],
        [
            3.095311,
            5.119889,
            1.901892,
            1.76006,
            2.262735,
            1.4511
        ],
        [
            333393,
            333393,
            61645,
            1554645,
            1554645,
            829825
        ],
        [
            -29023,
            -29023,
            -28502,
            -679397,
            -473684,
            -679397
        ],
        [
            171,
            158,
            184,
            171,
            158,
            184
        ],
        [
            271,
            280,
            266,
            271,
            280,
            266
        ],
        [
            101,
            104,
            97,
            101,
            104,
            97
        ],
        [
            21256,
            9829,
            11427,
            21256,
            9829,
            11427
        ],
        [
            0,
            0,
            139.867958,
            0,
            0,
            139.867958
        ],
        [
            0,
            0,
            4,
            0,
            0,
            4
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            386615,
            -149641,
            -141528,
            200892,
            -739985,
            -143053
        ]
    ]
}
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": 1604548800000,
    "last_datapoint_time": 1758722400000,
    "evaluation_time": 1758955791537,
    "expiration_time": 1764335116800,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "swma",
        "factors": {
            "length": 247,
            "offset": 0
        }
    },
    "second_band": {
        "type": "ema",
        "factors": {
            "length": 173,
            "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)