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Trade: FIL/USDT/120/SWMA/WMA/3466

Strategy
FIL/USDT/120/SWMA/WMA/3466
Pair
FIL_USDT
Interval
2h
Score
351126
Daily Profit
0.384357
Profit Factor
2.093030
Profitability
36.619718
Streak
45.469108
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 696743.4971 438001.4468 258742.0503 2621154.2799 199244.5215 2421909.7584
Total P&L (%) 696.7435 438.0014 258.7421 2621.1543 199.2445 2421.9098
Avg Daily Profit (%) 0.3844 0.2416 0.1427 0.1824 0.0605 0.1782
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -74803 -63841 -49856 -1968256 -2580702 -944127
Profit Factor 2.093 2.203 1.9465 1.2126 1.0289 1.4463
Total Trades 142 71 71 142 71 71
Winning Trades 52 17 35 52 17 35
Losing Trades 90 54 36 90 54 36
Profitability (%) 36.6197 23.9437 49.2958 36.6197 23.9437 49.2958
Ratio Avg Win / Avg Loss 3.6226 6.9978 2.0021 2.0987 3.2681 1.4876
Largest Winning Trade 312444 312444 74124 1729096 1729096 948070
Largest Losing Trade -24873 -19505 -24873 -684254 -463157 -684254
Avg Bars in Trades 150 128 173 150 128 173
Avg Bars in Winners 268 276 264 268 276 264
Avg Bars in Losers 82 81 84 82 81 84
Bars Traded 21394 9090 12304 21394 9090 12304
Profit Streak 45.4691 45.4691 54.4691 45.4691 45.4691 54.4691
Trades During Streak 2 1 1 2 1 1
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 351126 -108703 -85465 169498 -420707 -77840
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": 1604167200000,
    "last_datapoint_time": 1759435200000,
    "evaluation_time": 1759439730902,
    "expiration_time": 1765073577600,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "swma",
        "factors": {
            "length": 194,
            "offset": 0
        }
    },
    "second_band": {
        "type": "wma",
        "factors": {
            "length": 65,
            "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": [
        [
            696743.4971264668,
            438001.4468187712,
            258742.0503076962,
            2621154.27986912,
            199244.5215047347,
            2421909.758364386
        ],
        [
            696.743497,
            438.001447,
            258.74205,
            2621.15428,
            199.244522,
            2421.909758
        ],
        [
            0.384357,
            0.241623,
            0.142735,
            0.182411,
            0.060484,
            0.178209
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -74803,
            -63841,
            -49856,
            -1968256,
            -2580702,
            -944127
        ],
        [
            2.09303,
            2.203021,
            1.946533,
            1.212555,
            1.028856,
            1.446286
        ],
        [
            142,
            71,
            71,
            142,
            71,
            71
        ],
        [
            52,
            17,
            35,
            52,
            17,
            35
        ],
        [
            90,
            54,
            36,
            90,
            54,
            36
        ],
        [
            36.619718,
            23.943662,
            49.295775,
            36.619718,
            23.943662,
            49.295775
        ],
        [
            3.622552,
            6.997831,
            2.002148,
            2.098653,
            3.26813,
            1.487609
        ],
        [
            312444,
            312444,
            74124,
            1729096,
            1729096,
            948070
        ],
        [
            -24873,
            -19505,
            -24873,
            -684254,
            -463157,
            -684254
        ],
        [
            150,
            128,
            173,
            150,
            128,
            173
        ],
        [
            268,
            276,
            264,
            268,
            276,
            264
        ],
        [
            82,
            81,
            84,
            82,
            81,
            84
        ],
        [
            21394,
            9090,
            12304,
            21394,
            9090,
            12304
        ],
        [
            45.469108,
            45.469108,
            54.469108,
            45.469108,
            45.469108,
            54.469108
        ],
        [
            2,
            1,
            1,
            2,
            1,
            1
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            351126,
            -108703,
            -85465,
            169498,
            -420707,
            -77840
        ]
    ]
}
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": 1604167200000,
    "last_datapoint_time": 1759435200000,
    "evaluation_time": 1759439730902,
    "expiration_time": 1765073577600,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "swma",
        "factors": {
            "length": 194,
            "offset": 0
        }
    },
    "second_band": {
        "type": "wma",
        "factors": {
            "length": 65,
            "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)