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Trade: FIL/USDT/360/SMA/BBM/9308

Strategy
FIL/USDT/360/SMA/BBM/9308
Pair
FIL_USDT
Interval
6h
Score
597932
Daily Profit
0.296836
Profit Factor
3.323173
Profitability
56.097561
Streak
51.345717
Best Strategy
Training Data Length
1817.500000
Evaluation Time
2025-10-06 23:17
Expiration Time
2025-11-30 08:36

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 654637.1519 539499.5284 115137.6235 8165.7317 260739.6911 -252573.9594
Total P&L (%) 654.6372 539.4995 115.1376 8.1657 260.7397 -252.574
Avg Daily Profit (%) 0.3602 0.2968 0.0633 0.0043 0.0706 0
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -171634 -103805 -129750 -1642623 -455024 -1217215
Profit Factor 2.1966 3.3232 1.3657 1.0028 1.3897 0.8881
Total Trades 82 41 41 82 41 41
Winning Trades 48 23 25 48 23 25
Losing Trades 34 18 16 34 18 16
Profitability (%) 58.5366 56.0976 60.9756 58.5366 56.0976 60.9756
Ratio Avg Win / Avg Loss 1.5559 2.6007 0.874 0.7103 1.0876 0.5684
Largest Winning Trade 602707 602707 70851 707306 574587 707306
Largest Losing Trade -76839 -43574 -76839 -937364 -301296 -937364
Avg Bars in Trades 86 68 104 86 68 104
Avg Bars in Winners 104 77 128 104 77 128
Avg Bars in Losers 61 56 66 61 56 66
Bars Traded 7078 2790 4288 7078 2790 4288
Profit Streak 51.3457 51.3457 77.8457 51.3457 51.3457 77.8457
Trades During Streak 3 1 2 3 1 2
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 273820 597932 -107100 -577929 -96629 -578355
Evaluation Data
{
    "trading_pair": "FIL_USDT",
    "interval": "6h",
    "packets": 25000,
    "actual_packets": 7270,
    "evaluation_days": 1817.5,
    "actual_first_datapoint_time": 1602763200000,
    "first_datapoint_time": 1605787200000,
    "last_datapoint_time": 1759773600000,
    "evaluation_time": 1759781869967,
    "expiration_time": 1764484560000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "sma",
        "factors": {
            "length": 141,
            "offset": 0
        }
    },
    "second_band": {
        "type": "bbm",
        "factors": {
            "length": 218,
            "offset": 0,
            "std": 2.61262
        }
    }
}
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": [
        [
            654637.1518846481,
            539499.5283756276,
            115137.6235090206,
            8165.7316874404,
            260739.6911336467,
            -252573.959446206
        ],
        [
            654.637152,
            539.499528,
            115.137624,
            8.165732,
            260.739691,
            -252.573959
        ],
        [
            0.360186,
            0.296836,
            0.063349,
            0.004319,
            0.070616,
            0
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -171634,
            -103805,
            -129750,
            -1642623,
            -455024,
            -1217215
        ],
        [
            2.196561,
            3.323173,
            1.365663,
            1.002791,
            1.389682,
            0.888098
        ],
        [
            82,
            41,
            41,
            82,
            41,
            41
        ],
        [
            48,
            23,
            25,
            48,
            23,
            25
        ],
        [
            34,
            18,
            16,
            34,
            18,
            16
        ],
        [
            58.536585,
            56.097561,
            60.97561,
            58.536585,
            56.097561,
            60.97561
        ],
        [
            1.555897,
            2.600744,
            0.874024,
            0.71031,
            1.087577,
            0.568383
        ],
        [
            602707,
            602707,
            70851,
            707306,
            574587,
            707306
        ],
        [
            -76839,
            -43574,
            -76839,
            -937364,
            -301296,
            -937364
        ],
        [
            86,
            68,
            104,
            86,
            68,
            104
        ],
        [
            104,
            77,
            128,
            104,
            77,
            128
        ],
        [
            61,
            56,
            66,
            61,
            56,
            66
        ],
        [
            7078,
            2790,
            4288,
            7078,
            2790,
            4288
        ],
        [
            51.345717,
            51.345717,
            77.845717,
            51.345717,
            51.345717,
            77.845717
        ],
        [
            3,
            1,
            2,
            3,
            1,
            2
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            273820,
            597932,
            -107100,
            -577929,
            -96629,
            -578355
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "FIL_USDT",
    "interval": "6h",
    "packets": 25000,
    "actual_packets": 7270,
    "evaluation_days": 1817.5,
    "actual_first_datapoint_time": 1602763200000,
    "first_datapoint_time": 1605787200000,
    "last_datapoint_time": 1759773600000,
    "evaluation_time": 1759781869967,
    "expiration_time": 1764484560000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "sma",
        "factors": {
            "length": 141,
            "offset": 0
        }
    },
    "second_band": {
        "type": "bbm",
        "factors": {
            "length": 218,
            "offset": 0,
            "std": 2.61262
        }
    }
}

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)