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Trade: FIL/USDT/360/SWMA/DEMA/5307

Strategy
FIL/USDT/360/SWMA/DEMA/5307
Pair
FIL_USDT
Interval
6h
Score
349438
Daily Profit
0.156830
Profit Factor
1.647624
Profitability
47.222222
Streak
0.000000
Best Strategy
Training Data Length
1805.250000
Evaluation Time
2025-09-25 19:56
Expiration Time
2025-11-17 17:46

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 697254.9697 490187.9979 207066.9719 853398.0729 -739393.2054 1592791.2783
Total P&L (%) 697.255 490.188 207.067 853.3981 -739.3932 1592.7913
Avg Daily Profit (%) 0.3862 0.2715 0.1147 0.125 0 0.1568
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -91119 -87114 -42219 -1736771 -1632833 -668827
Profit Factor 2.6076 2.8135 2.2671 1.1313 0.8169 1.6476
Total Trades 73 37 36 73 37 36
Winning Trades 28 11 17 28 11 17
Losing Trades 45 26 19 45 26 19
Profitability (%) 38.3562 29.7297 47.2222 38.3562 29.7297 47.2222
Ratio Avg Win / Avg Loss 4.1908 6.6502 2.5338 1.8182 1.9308 1.8415
Largest Winning Trade 531832 531832 68917 768841 704300 768841
Largest Losing Trade -33160 -20090 -33160 -666549 -383105 -666549
Avg Bars in Trades 96 71 121 96 71 121
Avg Bars in Winners 181 153 199 181 153 199
Avg Bars in Losers 43 37 52 43 37 52
Bars Traded 7042 2652 4390 7042 2652 4390
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 -66203 167010 -36635 -181488 -586963 349438

Evaluation Data

{
    "trading_pair": "FIL_USDT",
    "interval": "6h",
    "packets": 25000,
    "actual_packets": 7221,
    "evaluation_days": 1805.25,
    "actual_first_datapoint_time": 1602763200000,
    "first_datapoint_time": 1605571200000,
    "last_datapoint_time": 1758715200000,
    "evaluation_time": 1758819407054,
    "expiration_time": 1763394408000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}

Factors

{
    "first_band": {
        "type": "swma",
        "factors": {
            "length": 131,
            "offset": 0
        }
    },
    "second_band": {
        "type": "dema",
        "factors": {
            "length": 52,
            "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": [
        [
            697254.9697417679,
            490187.9978887202,
            207066.9718530477,
            853398.0729486289,
            -739393.2053516837,
            1592791.2783003116
        ],
        [
            697.25497,
            490.187998,
            207.066972,
            853.398073,
            -739.393205,
            1592.791278
        ],
        [
            0.386237,
            0.271535,
            0.114703,
            0.124984,
            0,
            0.15683
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -91119,
            -87114,
            -42219,
            -1736771,
            -1632833,
            -668827
        ],
        [
            2.607623,
            2.813537,
            2.267054,
            1.131343,
            0.816892,
            1.647624
        ],
        [
            73,
            37,
            36,
            73,
            37,
            36
        ],
        [
            28,
            11,
            17,
            28,
            11,
            17
        ],
        [
            45,
            26,
            19,
            45,
            26,
            19
        ],
        [
            38.356164,
            29.72973,
            47.222222,
            38.356164,
            29.72973,
            47.222222
        ],
        [
            4.190823,
            6.650179,
            2.533766,
            1.81823,
            1.930836,
            1.841462
        ],
        [
            531832,
            531832,
            68917,
            768841,
            704300,
            768841
        ],
        [
            -33160,
            -20090,
            -33160,
            -666549,
            -383105,
            -666549
        ],
        [
            96,
            71,
            121,
            96,
            71,
            121
        ],
        [
            181,
            153,
            199,
            181,
            153,
            199
        ],
        [
            43,
            37,
            52,
            43,
            37,
            52
        ],
        [
            7042,
            2652,
            4390,
            7042,
            2652,
            4390
        ],
        [
            0,
            0,
            0,
            0,
            0,
            0
        ],
        [
            0,
            0,
            0,
            0,
            0,
            0
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            -66203,
            167010,
            -36635,
            -181488,
            -586963,
            349438
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "FIL_USDT",
    "interval": "6h",
    "packets": 25000,
    "actual_packets": 7221,
    "evaluation_days": 1805.25,
    "actual_first_datapoint_time": 1602763200000,
    "first_datapoint_time": 1605571200000,
    "last_datapoint_time": 1758715200000,
    "evaluation_time": 1758819407054,
    "expiration_time": 1763394408000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "swma",
        "factors": {
            "length": 131,
            "offset": 0
        }
    },
    "second_band": {
        "type": "dema",
        "factors": {
            "length": 52,
            "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)