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Trade: FIL/USDT/120/SMA/SMA/4778

Strategy
FIL/USDT/120/SMA/SMA/4778
Pair
FIL_USDT
Interval
2h
Score
386965
Daily Profit
0.344448
Profit Factor
1.896753
Profitability
43.537415
Streak
0.000000
Best Strategy
Training Data Length
1804.500000
Evaluation Time
2025-09-27 22:12
Expiration Time
2025-11-28 15:05

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 621556.7611 396388.4024 225168.3587 810509.2523 76983.4954 733525.7569
Total P&L (%) 621.5568 396.3884 225.1684 810.5093 76.9835 733.5258
Avg Daily Profit (%) 0.3444 0.2197 0.1248 0.1225 0.0316 0.1176
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -85426 -87084 -59782 -1374867 -744729 -1169768
Profit Factor 1.8968 2.0932 1.6813 1.1454 1.0292 1.2495
Total Trades 147 74 73 147 74 73
Winning Trades 64 24 40 64 24 40
Losing Trades 83 50 33 83 50 33
Profitability (%) 43.5374 32.4324 54.7945 43.5374 32.4324 54.7945
Ratio Avg Win / Avg Loss 2.4599 4.3608 1.387 1.4854 2.1442 1.0308
Largest Winning Trade 328694 328694 68204 716768 457073 716768
Largest Losing Trade -54762 -23617 -54762 -689120 -195548 -689120
Avg Bars in Trades 145 129 162 145 129 162
Avg Bars in Winners 215 209 218 215 209 218
Avg Bars in Losers 92 91 94 92 91 94
Bars Traded 21431 9596 11835 21431 9596 11835
Profit Streak 0 0 121.884 0 0 121.884
Trades During Streak 0 0 4 0 0 4
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 386965 -59520 -94028 -91823 -409190 -105512
Evaluation Data
{
    "trading_pair": "FIL_USDT",
    "interval": "2h",
    "packets": 25000,
    "actual_packets": 21654,
    "evaluation_days": 1804.5,
    "actual_first_datapoint_time": 1602777600000,
    "first_datapoint_time": 1604001600000,
    "last_datapoint_time": 1758722400000,
    "evaluation_time": 1759000378112,
    "expiration_time": 1764335116800,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "sma",
        "factors": {
            "length": 171,
            "offset": 0
        }
    },
    "second_band": {
        "type": "sma",
        "factors": {
            "length": 98,
            "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": [
        [
            621556.7611291532,
            396388.4024105387,
            225168.3587186151,
            810509.2522879466,
            76983.4954131141,
            733525.7568748327
        ],
        [
            621.556761,
            396.388402,
            225.168359,
            810.509252,
            76.983495,
            733.525757
        ],
        [
            0.344448,
            0.219667,
            0.124782,
            0.122482,
            0.031642,
            0.117581
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -85426,
            -87084,
            -59782,
            -1374867,
            -744729,
            -1169768
        ],
        [
            1.896753,
            2.09319,
            1.681252,
            1.145371,
            1.029211,
            1.249495
        ],
        [
            147,
            74,
            73,
            147,
            74,
            73
        ],
        [
            64,
            24,
            40,
            64,
            24,
            40
        ],
        [
            83,
            50,
            33,
            83,
            50,
            33
        ],
        [
            43.537415,
            32.432432,
            54.794521,
            43.537415,
            32.432432,
            54.794521
        ],
        [
            2.459852,
            4.360813,
            1.387033,
            1.485402,
            2.14419,
            1.030833
        ],
        [
            328694,
            328694,
            68204,
            716768,
            457073,
            716768
        ],
        [
            -54762,
            -23617,
            -54762,
            -689120,
            -195548,
            -689120
        ],
        [
            145,
            129,
            162,
            145,
            129,
            162
        ],
        [
            215,
            209,
            218,
            215,
            209,
            218
        ],
        [
            92,
            91,
            94,
            92,
            91,
            94
        ],
        [
            21431,
            9596,
            11835,
            21431,
            9596,
            11835
        ],
        [
            0,
            0,
            121.884006,
            0,
            0,
            121.884006
        ],
        [
            0,
            0,
            4,
            0,
            0,
            4
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            386965,
            -59520,
            -94028,
            -91823,
            -409190,
            -105512
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "FIL_USDT",
    "interval": "2h",
    "packets": 25000,
    "actual_packets": 21654,
    "evaluation_days": 1804.5,
    "actual_first_datapoint_time": 1602777600000,
    "first_datapoint_time": 1604001600000,
    "last_datapoint_time": 1758722400000,
    "evaluation_time": 1759000378112,
    "expiration_time": 1764335116800,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "sma",
        "factors": {
            "length": 171,
            "offset": 0
        }
    },
    "second_band": {
        "type": "sma",
        "factors": {
            "length": 98,
            "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)