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Trade: FIL/USDT/720/SMA/MIDPRICE/1723

Strategy
FIL/USDT/720/SMA/MIDPRICE/1723
Pair
FIL_USDT
Interval
12h
Score
645844
Daily Profit
0.388162
Profit Factor
2.775743
Profitability
60.215054
Streak
41.430242
Best Strategy
Training Data Length
1805.500000
Evaluation Time
2025-09-27 01:19
Expiration Time
2025-11-17 17:57

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 700826.1048 428866.1591 271959.9457 2583492.328 -358845.9774 2942338.3054
Total P&L (%) 700.8261 428.8662 271.9599 2583.4923 -358.846 2942.3383
Avg Daily Profit (%) 0.3882 0.2375 0.1506 0.1824 0 0.1893
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -87524 -71444 -37016 -5578224 -4089014 -1849739
Profit Factor 2.7757 2.6681 2.9769 1.1932 0.9557 1.5584
Total Trades 93 46 47 93 46 47
Winning Trades 56 20 36 56 20 36
Losing Trades 37 26 11 37 26 11
Profitability (%) 60.2151 43.4783 76.5957 60.2151 43.4783 76.5957
Ratio Avg Win / Avg Loss 1.834 3.4685 0.9096 0.7884 1.2424 0.4762
Largest Winning Trade 424449 424449 43626 1869745 1869745 1664803
Largest Losing Trade -30452 -30452 -25156 -1641831 -1641831 -1290951
Avg Bars in Trades 37 39 35 37 39 35
Avg Bars in Winners 44 58 36 44 58 36
Avg Bars in Losers 26 24 30 26 24 30
Bars Traded 3468 1810 1658 3468 1810 1658
Profit Streak 41.4302 41.4302 70.9302 41.4302 41.4302 70.9302
Trades During Streak 3 1 2 3 1 2
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 645844 400271 525713 44708 -581024 447814

Evaluation Data

{
    "trading_pair": "FIL_USDT",
    "interval": "12h",
    "packets": 25000,
    "actual_packets": 3611,
    "evaluation_days": 1805.5,
    "actual_first_datapoint_time": 1602763200000,
    "first_datapoint_time": 1605787200000,
    "last_datapoint_time": 1758715200000,
    "evaluation_time": 1758925172885,
    "expiration_time": 1763395056000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}

Factors

{
    "first_band": {
        "type": "sma",
        "factors": {
            "length": 71,
            "offset": 0
        }
    },
    "second_band": {
        "type": "midprice",
        "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": [
        [
            700826.1048083302,
            428866.1590928651,
            271959.9457154652,
            2583492.328033274,
            -358845.9773716787,
            2942338.30540495
        ],
        [
            700.826105,
            428.866159,
            271.959946,
            2583.492328,
            -358.845977,
            2942.338305
        ],
        [
            0.388162,
            0.237533,
            0.150629,
            0.182371,
            0,
            0.189335
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -87524,
            -71444,
            -37016,
            -5578224,
            -4089014,
            -1849739
        ],
        [
            2.775743,
            2.668114,
            2.976884,
            1.193229,
            0.955703,
            1.558404
        ],
        [
            93,
            46,
            47,
            93,
            46,
            47
        ],
        [
            56,
            20,
            36,
            56,
            20,
            36
        ],
        [
            37,
            26,
            11,
            37,
            26,
            11
        ],
        [
            60.215054,
            43.478261,
            76.595745,
            60.215054,
            43.478261,
            76.595745
        ],
        [
            1.833973,
            3.468548,
            0.909603,
            0.788384,
            1.242414,
            0.476179
        ],
        [
            424449,
            424449,
            43626,
            1869745,
            1869745,
            1664803
        ],
        [
            -30452,
            -30452,
            -25156,
            -1641831,
            -1641831,
            -1290951
        ],
        [
            37,
            39,
            35,
            37,
            39,
            35
        ],
        [
            44,
            58,
            36,
            44,
            58,
            36
        ],
        [
            26,
            24,
            30,
            26,
            24,
            30
        ],
        [
            3468,
            1810,
            1658,
            3468,
            1810,
            1658
        ],
        [
            41.430242,
            41.430242,
            70.930242,
            41.430242,
            41.430242,
            70.930242
        ],
        [
            3,
            1,
            2,
            3,
            1,
            2
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            645844,
            400271,
            525713,
            44708,
            -581024,
            447814
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "FIL_USDT",
    "interval": "12h",
    "packets": 25000,
    "actual_packets": 3611,
    "evaluation_days": 1805.5,
    "actual_first_datapoint_time": 1602763200000,
    "first_datapoint_time": 1605787200000,
    "last_datapoint_time": 1758715200000,
    "evaluation_time": 1758925172885,
    "expiration_time": 1763395056000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "sma",
        "factors": {
            "length": 71,
            "offset": 0
        }
    },
    "second_band": {
        "type": "midprice",
        "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)