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Trade: ETH/USDT/360/SWMA/MIDPOINT/9889

Strategy
ETH/USDT/360/SWMA/MIDPOINT/9889
Pair
ETH_USDT
Interval
6h
Score
513273
Daily Profit
0.182600
Profit Factor
3.470976
Profitability
62.500000
Streak
354.135015
Best Strategy
Training Data Length
2501.500000
Evaluation Time
2025-09-30 00:14
Expiration Time
2025-12-13 21:04

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 767663.6745 729504.458 38159.2165 9221906.5791 9492637.8664 -270731.2873
Total P&L (%) 767.6637 729.5045 38.1592 9221.9066 9492.6379 -270.7313
Avg Daily Profit (%) 0.3069 0.2916 0.0153 0.1815 0.1826 0
Buy And Hold Return (%) 3275.0479 3275.0479 3275.0479 3275.0479 3275.0479 3275.0479
Max Trade Drawdown -54954 -45078 -49092 -2208646 -1951857 -1740669
Profit Factor 3.67 7.2755 1.2228 1.9365 3.471 0.9549
Total Trades 64 32 32 64 32 32
Winning Trades 31 20 11 31 20 11
Losing Trades 33 12 21 33 12 21
Profitability (%) 48.4375 62.5 34.375 48.4375 62.5 34.375
Ratio Avg Win / Avg Loss 3.9068 4.3653 2.3344 2.0615 2.0826 1.823
Largest Winning Trade 324791 324791 52172 3139873 3139873 1935990
Largest Losing Trade -20825 -20432 -20825 -1626032 -967254 -1626032
Avg Bars in Trades 152 169 135 152 169 135
Avg Bars in Winners 244 244 243 244 244 243
Avg Bars in Losers 66 43 79 66 43 79
Bars Traded 9745 5408 4337 9745 5408 4337
Profit Streak 82.135 354.135 0 82.135 354.135 0
Trades During Streak 1 3 0 1 3 0
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score -293556 -145497 -343629 -135267 513273 -584108
Evaluation Data
{
    "trading_pair": "ETH_USDT",
    "interval": "6h",
    "packets": 25000,
    "actual_packets": 10006,
    "evaluation_days": 2501.5,
    "actual_first_datapoint_time": 1543039200000,
    "first_datapoint_time": 1547532000000,
    "last_datapoint_time": 1759168800000,
    "evaluation_time": 1759180465306,
    "expiration_time": 1765652688000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "swma",
        "factors": {
            "length": 209,
            "offset": 0
        }
    },
    "second_band": {
        "type": "midpoint",
        "factors": {
            "length": 38,
            "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": [
        [
            767663.6745492247,
            729504.4580222437,
            38159.2165269809,
            9221906.579084314,
            9492637.866383556,
            -270731.2872992437
        ],
        [
            767.663675,
            729.504458,
            38.159217,
            9221.906579,
            9492.637866,
            -270.731287
        ],
        [
            0.306881,
            0.291627,
            0.015255,
            0.181454,
            0.1826,
            0
        ],
        [
            3275.047893,
            3275.047893,
            3275.047893,
            3275.047893,
            3275.047893,
            3275.047893
        ],
        [
            -54954,
            -45078,
            -49092,
            -2208646,
            -1951857,
            -1740669
        ],
        [
            3.670001,
            7.27546,
            1.222805,
            1.936518,
            3.470976,
            0.954918
        ],
        [
            64,
            32,
            32,
            64,
            32,
            32
        ],
        [
            31,
            20,
            11,
            31,
            20,
            11
        ],
        [
            33,
            12,
            21,
            33,
            12,
            21
        ],
        [
            48.4375,
            62.5,
            34.375,
            48.4375,
            62.5,
            34.375
        ],
        [
            3.906775,
            4.365276,
            2.334446,
            2.061455,
            2.082586,
            1.823026
        ],
        [
            324791,
            324791,
            52172,
            3139873,
            3139873,
            1935990
        ],
        [
            -20825,
            -20432,
            -20825,
            -1626032,
            -967254,
            -1626032
        ],
        [
            152,
            169,
            135,
            152,
            169,
            135
        ],
        [
            244,
            244,
            243,
            244,
            244,
            243
        ],
        [
            66,
            43,
            79,
            66,
            43,
            79
        ],
        [
            9745,
            5408,
            4337,
            9745,
            5408,
            4337
        ],
        [
            82.135015,
            354.135015,
            0,
            82.135015,
            354.135015,
            0
        ],
        [
            1,
            3,
            0,
            1,
            3,
            0
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            -293556,
            -145497,
            -343629,
            -135267,
            513273,
            -584108
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "ETH_USDT",
    "interval": "6h",
    "packets": 25000,
    "actual_packets": 10006,
    "evaluation_days": 2501.5,
    "actual_first_datapoint_time": 1543039200000,
    "first_datapoint_time": 1547532000000,
    "last_datapoint_time": 1759168800000,
    "evaluation_time": 1759180465306,
    "expiration_time": 1765652688000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "swma",
        "factors": {
            "length": 209,
            "offset": 0
        }
    },
    "second_band": {
        "type": "midpoint",
        "factors": {
            "length": 38,
            "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)