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Trade: FIL/USDT/120/SWMA/LINREG/3081

Strategy
FIL/USDT/120/SWMA/LINREG/3081
Pair
FIL_USDT
Interval
2h
Score
301029
Daily Profit
0.339424
Profit Factor
1.808756
Profitability
32.795699
Streak
47.154350
Best Strategy
Training Data Length
1814.000000
Evaluation Time
2025-10-04 06:42
Expiration Time
2025-12-08 11:17

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 615714.257 363631.2483 252083.0087 1486198.4768 17192.845 1469005.6318
Total P&L (%) 615.7143 363.6312 252.083 1486.1985 17.1928 1469.0056
Avg Daily Profit (%) 0.3394 0.2005 0.139 0.1525 0.0087 0.1519
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -64255 -64573 -52247 -1434333 -1560200 -794258
Profit Factor 1.8088 1.8394 1.7682 1.1483 1.003 1.3363
Total Trades 186 93 93 186 93 93
Winning Trades 61 23 38 61 23 38
Losing Trades 125 70 55 125 70 55
Profitability (%) 32.7957 24.7312 40.8602 32.7957 24.7312 40.8602
Ratio Avg Win / Avg Loss 3.7065 5.5983 2.5593 2.3531 3.0527 1.9342
Largest Winning Trade 263599 263599 56096 1050674 1050674 549735
Largest Losing Trade -22136 -22136 -17382 -444285 -375625 -444285
Avg Bars in Trades 116 101 130 116 101 130
Avg Bars in Winners 220 222 218 220 222 218
Avg Bars in Losers 65 62 69 65 62 69
Bars Traded 21602 9472 12130 21602 9472 12130
Profit Streak 47.1544 47.1544 56.071 47.1544 47.1544 56.071
Trades During Streak 3 1 2 3 1 2
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 301029 -19630 -7045 -52959 -436722 221935
Evaluation Data
{
    "trading_pair": "FIL_USDT",
    "interval": "2h",
    "packets": 25000,
    "actual_packets": 21768,
    "evaluation_days": 1814,
    "actual_first_datapoint_time": 1602777600000,
    "first_datapoint_time": 1603756800000,
    "last_datapoint_time": 1759543200000,
    "evaluation_time": 1759549335824,
    "expiration_time": 1765185465600,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "swma",
        "factors": {
            "length": 103,
            "offset": 0
        }
    },
    "second_band": {
        "type": "linreg",
        "factors": {
            "length": 137,
            "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": [
        [
            615714.2569620383,
            363631.2483079413,
            252083.008654097,
            1486198.4767806265,
            17192.845003404,
            1469005.6317772213
        ],
        [
            615.714257,
            363.631248,
            252.083009,
            1486.198477,
            17.192845,
            1469.005632
        ],
        [
            0.339424,
            0.200458,
            0.138965,
            0.152482,
            0.008746,
            0.151881
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -64255,
            -64573,
            -52247,
            -1434333,
            -1560200,
            -794258
        ],
        [
            1.808756,
            1.839444,
            1.768243,
            1.148294,
            1.003041,
            1.336345
        ],
        [
            186,
            93,
            93,
            186,
            93,
            93
        ],
        [
            61,
            23,
            38,
            61,
            23,
            38
        ],
        [
            125,
            70,
            55,
            125,
            70,
            55
        ],
        [
            32.795699,
            24.731183,
            40.860215,
            32.795699,
            24.731183,
            40.860215
        ],
        [
            3.706467,
            5.598307,
            2.5593,
            2.353062,
            3.052732,
            1.934184
        ],
        [
            263599,
            263599,
            56096,
            1050674,
            1050674,
            549735
        ],
        [
            -22136,
            -22136,
            -17382,
            -444285,
            -375625,
            -444285
        ],
        [
            116,
            101,
            130,
            116,
            101,
            130
        ],
        [
            220,
            222,
            218,
            220,
            222,
            218
        ],
        [
            65,
            62,
            69,
            65,
            62,
            69
        ],
        [
            21602,
            9472,
            12130,
            21602,
            9472,
            12130
        ],
        [
            47.15435,
            47.15435,
            56.071016,
            47.15435,
            47.15435,
            56.071016
        ],
        [
            3,
            1,
            2,
            3,
            1,
            2
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            301029,
            -19630,
            -7045,
            -52959,
            -436722,
            221935
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "FIL_USDT",
    "interval": "2h",
    "packets": 25000,
    "actual_packets": 21768,
    "evaluation_days": 1814,
    "actual_first_datapoint_time": 1602777600000,
    "first_datapoint_time": 1603756800000,
    "last_datapoint_time": 1759543200000,
    "evaluation_time": 1759549335824,
    "expiration_time": 1765185465600,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "swma",
        "factors": {
            "length": 103,
            "offset": 0
        }
    },
    "second_band": {
        "type": "linreg",
        "factors": {
            "length": 137,
            "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)