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Trade: FIL/USDT/120/SWMA/RMA/4348

Strategy
FIL/USDT/120/SWMA/RMA/4348
Pair
FIL_USDT
Interval
2h
Score
442090
Daily Profit
0.406156
Profit Factor
2.232930
Profitability
40.875912
Streak
50.154890
Best Strategy
Training Data Length
1817.830000
Evaluation Time
2025-10-08 02:43
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 738322.9675 444588.0804 293734.8871 4222619.0623 485173.7308 3737445.3316
Total P&L (%) 738.323 444.5881 293.7349 4222.6191 485.1737 3737.4453
Avg Daily Profit (%) 0.4062 0.2446 0.1616 0.2074 0.0972 0.2008
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -75099 -77843 -37484 -3094115 -3110394 -1061220
Profit Factor 2.2329 2.2561 2.1994 1.3159 1.0622 1.6721
Total Trades 137 68 69 137 68 69
Winning Trades 56 19 37 56 19 37
Losing Trades 81 49 32 81 49 32
Profitability (%) 40.8759 27.9412 53.6232 40.8759 27.9412 53.6232
Ratio Avg Win / Avg Loss 3.2298 5.8184 1.9022 1.9034 2.7392 1.4462
Largest Winning Trade 302630 302630 55841 2204708 2204708 1043315
Largest Losing Trade -33164 -33164 -24929 -763025 -527022 -763025
Avg Bars in Trades 157 138 175 157 138 175
Avg Bars in Winners 250 261 244 250 261 244
Avg Bars in Losers 92 91 94 92 91 94
Bars Traded 21530 9451 12079 21530 9451 12079
Profit Streak 50.1549 50.1549 59.4049 50.1549 50.1549 59.4049
Trades During Streak 3 1 2 3 1 2
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 442090 -113448 -88755 274462 -339953 -90131
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": 1604203200000,
    "last_datapoint_time": 1759874400000,
    "evaluation_time": 1759880582466,
    "expiration_time": 1765528588800,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "swma",
        "factors": {
            "length": 199,
            "offset": 0
        }
    },
    "second_band": {
        "type": "rma",
        "factors": {
            "length": 56,
            "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": [
        [
            738322.9675376537,
            444588.0804403429,
            293734.8870973114,
            4222619.062328879,
            485173.7307740322,
            3737445.3315548482
        ],
        [
            738.322968,
            444.58808,
            293.734887,
            4222.619062,
            485.173731,
            3737.445332
        ],
        [
            0.406156,
            0.244571,
            0.161585,
            0.207409,
            0.097237,
            0.200847
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -75099,
            -77843,
            -37484,
            -3094115,
            -3110394,
            -1061220
        ],
        [
            2.23293,
            2.256126,
            2.199407,
            1.315896,
            1.06215,
            1.672132
        ],
        [
            137,
            68,
            69,
            137,
            68,
            69
        ],
        [
            56,
            19,
            37,
            56,
            19,
            37
        ],
        [
            81,
            49,
            32,
            81,
            49,
            32
        ],
        [
            40.875912,
            27.941176,
            53.623188,
            40.875912,
            27.941176,
            53.623188
        ],
        [
            3.229774,
            5.81843,
            1.90219,
            1.90335,
            2.739228,
            1.446168
        ],
        [
            302630,
            302630,
            55841,
            2204708,
            2204708,
            1043315
        ],
        [
            -33164,
            -33164,
            -24929,
            -763025,
            -527022,
            -763025
        ],
        [
            157,
            138,
            175,
            157,
            138,
            175
        ],
        [
            250,
            261,
            244,
            250,
            261,
            244
        ],
        [
            92,
            91,
            94,
            92,
            91,
            94
        ],
        [
            21530,
            9451,
            12079,
            21530,
            9451,
            12079
        ],
        [
            50.15489,
            50.15489,
            59.40489,
            50.15489,
            50.15489,
            59.40489
        ],
        [
            3,
            1,
            2,
            3,
            1,
            2
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            442090,
            -113448,
            -88755,
            274462,
            -339953,
            -90131
        ]
    ]
}
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": 1604203200000,
    "last_datapoint_time": 1759874400000,
    "evaluation_time": 1759880582466,
    "expiration_time": 1765528588800,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "swma",
        "factors": {
            "length": 199,
            "offset": 0
        }
    },
    "second_band": {
        "type": "rma",
        "factors": {
            "length": 56,
            "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)