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Trade: FIL/USDT/360/SINWMA/SSF/7457

Strategy
FIL/USDT/360/SINWMA/SSF/7457
Pair
FIL_USDT
Interval
6h
Score
306749
Daily Profit
0.168650
Profit Factor
2.132648
Profitability
42.500000
Streak
0.000000
Best Strategy
Training Data Length
1816.000000
Evaluation Time
2025-10-05 14:51
Expiration Time
2025-11-28 19:31

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 519372.8152 306267.5071 213105.308 821288.7681 11863.3135 809425.4546
Total P&L (%) 519.3728 306.2675 213.1053 821.2888 11.8633 809.4255
Avg Daily Profit (%) 0.286 0.1687 0.1173 0.1224 0.0062 0.1216
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -83822 -62285 -60264 -1907322 -1260469 -1644788
Profit Factor 2.0574 2.1326 1.9653 1.1208 1.0034 1.2443
Total Trades 80 40 40 80 40 40
Winning Trades 37 17 20 37 17 20
Losing Trades 43 23 20 43 23 20
Profitability (%) 46.25 42.5 50 46.25 42.5 50
Ratio Avg Win / Avg Loss 2.391 2.8853 1.9653 1.3025 1.3575 1.2443
Largest Winning Trade 234353 234353 70449 737922 737922 714233
Largest Losing Trade -60264 -21077 -60264 -1616687 -491374 -1616687
Avg Bars in Trades 88 68 108 88 68 108
Avg Bars in Winners 140 110 166 140 110 166
Avg Bars in Losers 43 38 50 43 38 50
Bars Traded 7090 2759 4331 7090 2759 4331
Profit Streak 0 0 0 0 0 0
Trades During Streak 0 0 0 0 0 0
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score -12552 306749 -32579 -142186 -512058 -30431
Evaluation Data
{
    "trading_pair": "FIL_USDT",
    "interval": "6h",
    "packets": 25000,
    "actual_packets": 7264,
    "evaluation_days": 1816,
    "actual_first_datapoint_time": 1602763200000,
    "first_datapoint_time": 1604577600000,
    "last_datapoint_time": 1759644000000,
    "evaluation_time": 1759665063992,
    "expiration_time": 1764351072000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "sinwma",
        "factors": {
            "length": 85,
            "offset": 0
        }
    },
    "second_band": {
        "type": "ssf",
        "factors": {
            "length": 128,
            "offset": 0,
            "poles": 2
        }
    }
}
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": [
        [
            519372.8151818801,
            306267.5071461519,
            213105.3080357282,
            821288.768100753,
            11863.3135039525,
            809425.4545968003
        ],
        [
            519.372815,
            306.267507,
            213.105308,
            821.288768,
            11.863314,
            809.425455
        ],
        [
            0.285998,
            0.16865,
            0.117349,
            0.122355,
            0.006174,
            0.12164
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -83822,
            -62285,
            -60264,
            -1907322,
            -1260469,
            -1644788
        ],
        [
            2.057412,
            2.132648,
            1.965265,
            1.120751,
            1.0034,
            1.244336
        ],
        [
            80,
            40,
            40,
            80,
            40,
            40
        ],
        [
            37,
            17,
            20,
            37,
            17,
            20
        ],
        [
            43,
            23,
            20,
            43,
            23,
            20
        ],
        [
            46.25,
            42.5,
            50,
            46.25,
            42.5,
            50
        ],
        [
            2.391047,
            2.885347,
            1.965265,
            1.302494,
            1.357542,
            1.244336
        ],
        [
            234353,
            234353,
            70449,
            737922,
            737922,
            714233
        ],
        [
            -60264,
            -21077,
            -60264,
            -1616687,
            -491374,
            -1616687
        ],
        [
            88,
            68,
            108,
            88,
            68,
            108
        ],
        [
            140,
            110,
            166,
            140,
            110,
            166
        ],
        [
            43,
            38,
            50,
            43,
            38,
            50
        ],
        [
            7090,
            2759,
            4331,
            7090,
            2759,
            4331
        ],
        [
            0,
            0,
            0,
            0,
            0,
            0
        ],
        [
            0,
            0,
            0,
            0,
            0,
            0
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            -12552,
            306749,
            -32579,
            -142186,
            -512058,
            -30431
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "FIL_USDT",
    "interval": "6h",
    "packets": 25000,
    "actual_packets": 7264,
    "evaluation_days": 1816,
    "actual_first_datapoint_time": 1602763200000,
    "first_datapoint_time": 1604577600000,
    "last_datapoint_time": 1759644000000,
    "evaluation_time": 1759665063992,
    "expiration_time": 1764351072000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "sinwma",
        "factors": {
            "length": 85,
            "offset": 0
        }
    },
    "second_band": {
        "type": "ssf",
        "factors": {
            "length": 128,
            "offset": 0,
            "poles": 2
        }
    }
}

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)