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Trade: FIL/USDT/120/SMA/WMA/9992

Strategy
FIL/USDT/120/SMA/WMA/9992
Pair
FIL_USDT
Interval
2h
Score
475199
Daily Profit
0.319571
Profit Factor
2.156025
Profitability
49.462366
Streak
0.000000
Best Strategy
Training Data Length
1812.750000
Evaluation Time
2025-10-03 00:15
Expiration Time
2025-12-07 04:12

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 579302.7904 343845.1511 235457.6393 1151225.9808 213782.2445 937443.7363
Total P&L (%) 579.3028 343.8452 235.4576 1151.226 213.7822 937.4437
Avg Daily Profit (%) 0.3196 0.1897 0.1299 0.1395 0.0631 0.1291
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -106874 -66947 -63626 -1074596 -571015 -837493
Profit Factor 2.156 2.1048 2.24 1.2986 1.0948 1.5857
Total Trades 93 47 46 93 47 46
Winning Trades 46 15 31 46 15 31
Losing Trades 47 32 15 47 32 15
Profitability (%) 49.4624 31.9149 67.3913 49.4624 31.9149 67.3913
Ratio Avg Win / Avg Loss 2.2029 4.4903 1.0839 1.3269 2.3356 0.7673
Largest Winning Trade 273153 273153 71450 477381 477381 387986
Largest Losing Trade -57446 -22095 -57446 -811942 -272722 -811942
Avg Bars in Trades 229 192 268 229 192 268
Avg Bars in Winners 335 342 332 335 342 332
Avg Bars in Losers 126 122 135 126 122 135
Bars Traded 21379 9049 12330 21379 9049 12330
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 475199 165003 -14139 -6297 -230734 -17721
Evaluation Data
{
    "trading_pair": "FIL_USDT",
    "interval": "2h",
    "packets": 25000,
    "actual_packets": 21753,
    "evaluation_days": 1812.75,
    "actual_first_datapoint_time": 1602777600000,
    "first_datapoint_time": 1604520000000,
    "last_datapoint_time": 1759435200000,
    "evaluation_time": 1759439731614,
    "expiration_time": 1765073577600,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "sma",
        "factors": {
            "length": 243,
            "offset": 0
        }
    },
    "second_band": {
        "type": "wma",
        "factors": {
            "length": 212,
            "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": [
        [
            579302.7904068469,
            343845.1510766802,
            235457.6393301669,
            1151225.9808201634,
            213782.2445366752,
            937443.7362834888
        ],
        [
            579.30279,
            343.845151,
            235.457639,
            1151.225981,
            213.782245,
            937.443736
        ],
        [
            0.319571,
            0.189682,
            0.12989,
            0.139483,
            0.063102,
            0.129133
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -106874,
            -66947,
            -63626,
            -1074596,
            -571015,
            -837493
        ],
        [
            2.156025,
            2.104813,
            2.239958,
            1.298625,
            1.094822,
            1.585709
        ],
        [
            93,
            47,
            46,
            93,
            47,
            46
        ],
        [
            46,
            15,
            31,
            46,
            15,
            31
        ],
        [
            47,
            32,
            15,
            47,
            32,
            15
        ],
        [
            49.462366,
            31.914894,
            67.391304,
            49.462366,
            31.914894,
            67.391304
        ],
        [
            2.202895,
            4.490268,
            1.08385,
            1.326856,
            2.33562,
            0.767279
        ],
        [
            273153,
            273153,
            71450,
            477381,
            477381,
            387986
        ],
        [
            -57446,
            -22095,
            -57446,
            -811942,
            -272722,
            -811942
        ],
        [
            229,
            192,
            268,
            229,
            192,
            268
        ],
        [
            335,
            342,
            332,
            335,
            342,
            332
        ],
        [
            126,
            122,
            135,
            126,
            122,
            135
        ],
        [
            21379,
            9049,
            12330,
            21379,
            9049,
            12330
        ],
        [
            0,
            0,
            0,
            0,
            0,
            0
        ],
        [
            0,
            0,
            0,
            0,
            0,
            0
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            475199,
            165003,
            -14139,
            -6297,
            -230734,
            -17721
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "FIL_USDT",
    "interval": "2h",
    "packets": 25000,
    "actual_packets": 21753,
    "evaluation_days": 1812.75,
    "actual_first_datapoint_time": 1602777600000,
    "first_datapoint_time": 1604520000000,
    "last_datapoint_time": 1759435200000,
    "evaluation_time": 1759439731614,
    "expiration_time": 1765073577600,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "sma",
        "factors": {
            "length": 243,
            "offset": 0
        }
    },
    "second_band": {
        "type": "wma",
        "factors": {
            "length": 212,
            "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)