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Trade: FIL/USDT/360/SMA/SINWMA/9635

Strategy
FIL/USDT/360/SMA/SINWMA/9635
Pair
FIL_USDT
Interval
6h
Score
339177
Daily Profit
0.255716
Profit Factor
3.096725
Profitability
38.235294
Streak
0.000000
Best Strategy
Training Data Length
1811.750000
Evaluation Time
2025-10-01 04:37
Expiration Time
2025-11-24 10:27

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 607253.0271 463293.8231 143959.204 25192.6707 -213951.9032 239144.5738
Total P&L (%) 607.253 463.2938 143.9592 25.1927 -213.9519 239.1446
Avg Daily Profit (%) 0.3352 0.2557 0.0795 0.0124 0 0.0674
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -109614 -70291 -98031 -1351469 -629592 -947062
Profit Factor 2.2477 3.0967 1.5418 1.0094 0.773 1.1381
Total Trades 68 34 34 68 34 34
Winning Trades 34 13 21 34 13 21
Losing Trades 34 21 13 34 21 13
Profitability (%) 50 38.2353 61.7647 50 38.2353 61.7647
Ratio Avg Win / Avg Loss 2.2477 5.0024 0.9544 1.0094 1.2487 0.7045
Largest Winning Trade 553616 553616 70130 600338 437622 600338
Largest Losing Trade -73646 -35244 -73646 -669638 -245015 -669638
Avg Bars in Trades 103 78 129 103 78 129
Avg Bars in Winners 145 101 172 145 101 172
Avg Bars in Losers 62 64 60 62 64 60
Bars Traded 7065 2671 4394 7065 2671 4394
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 -100028 339177 -85458 -503471 -583703 -171663
Evaluation Data
{
    "trading_pair": "FIL_USDT",
    "interval": "6h",
    "packets": 25000,
    "actual_packets": 7247,
    "evaluation_days": 1811.75,
    "actual_first_datapoint_time": 1602763200000,
    "first_datapoint_time": 1606046400000,
    "last_datapoint_time": 1759276800000,
    "evaluation_time": 1759282627302,
    "expiration_time": 1763972856000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "sma",
        "factors": {
            "length": 22,
            "offset": 131
        }
    },
    "second_band": {
        "type": "sinwma",
        "factors": {
            "length": 105,
            "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": [
        [
            607253.0271090877,
            463293.8230923808,
            143959.2040167073,
            25192.6706686992,
            -213951.9031691882,
            239144.5738378871
        ],
        [
            607.253027,
            463.293823,
            143.959204,
            25.192671,
            -213.951903,
            239.144574
        ],
        [
            0.335175,
            0.255716,
            0.079459,
            0.012402,
            0,
            0.06743
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -109614,
            -70291,
            -98031,
            -1351469,
            -629592,
            -947062
        ],
        [
            2.247725,
            3.096725,
            1.541755,
            1.009422,
            0.772975,
            1.138111
        ],
        [
            68,
            34,
            34,
            68,
            34,
            34
        ],
        [
            34,
            13,
            21,
            34,
            13,
            21
        ],
        [
            34,
            21,
            13,
            34,
            21,
            13
        ],
        [
            50,
            38.235294,
            61.764706,
            50,
            38.235294,
            61.764706
        ],
        [
            2.247725,
            5.002402,
            0.95442,
            1.009422,
            1.248652,
            0.704545
        ],
        [
            553616,
            553616,
            70130,
            600338,
            437622,
            600338
        ],
        [
            -73646,
            -35244,
            -73646,
            -669638,
            -245015,
            -669638
        ],
        [
            103,
            78,
            129,
            103,
            78,
            129
        ],
        [
            145,
            101,
            172,
            145,
            101,
            172
        ],
        [
            62,
            64,
            60,
            62,
            64,
            60
        ],
        [
            7065,
            2671,
            4394,
            7065,
            2671,
            4394
        ],
        [
            0,
            0,
            0,
            0,
            0,
            0
        ],
        [
            0,
            0,
            0,
            0,
            0,
            0
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            -100028,
            339177,
            -85458,
            -503471,
            -583703,
            -171663
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "FIL_USDT",
    "interval": "6h",
    "packets": 25000,
    "actual_packets": 7247,
    "evaluation_days": 1811.75,
    "actual_first_datapoint_time": 1602763200000,
    "first_datapoint_time": 1606046400000,
    "last_datapoint_time": 1759276800000,
    "evaluation_time": 1759282627302,
    "expiration_time": 1763972856000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "sma",
        "factors": {
            "length": 22,
            "offset": 131
        }
    },
    "second_band": {
        "type": "sinwma",
        "factors": {
            "length": 105,
            "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)