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Trade: FIL/USDT/240/SMA/SWMA/8067

Strategy
FIL/USDT/240/SMA/SWMA/8067
Pair
FIL_USDT
Interval
4h
Score
487664
Daily Profit
0.349824
Profit Factor
1.958432
Profitability
51.079137
Streak
0.000000
Best Strategy
Training Data Length
1814.170000
Evaluation Time
2025-10-03 22:27
Expiration Time
2025-11-27 04:12

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 634639.3804 400471.3396 234168.0409 996934.5419 61693.6999 935240.842
Total P&L (%) 634.6394 400.4713 234.168 996.9345 61.6937 935.2408
Avg Daily Profit (%) 0.3498 0.2207 0.1291 0.1321 0.0265 0.1289
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -137855 -102034 -82944 -1795847 -930689 -1463132
Profit Factor 1.9584 2.0322 1.8541 1.1548 1.0174 1.3232
Total Trades 139 70 69 139 70 69
Winning Trades 71 30 41 71 30 41
Losing Trades 68 40 28 68 40 28
Profitability (%) 51.0791 42.8571 59.4203 51.0791 42.8571 59.4203
Ratio Avg Win / Avg Loss 1.8757 2.7096 1.2662 1.106 1.3565 0.9036
Largest Winning Trade 334737 334737 71285 634907 634907 626771
Largest Losing Trade -62464 -26753 -62464 -1331725 -357074 -1331725
Avg Bars in Trades 77 66 87 77 66 87
Avg Bars in Winners 99 89 106 99 89 106
Avg Bars in Losers 53 49 60 53 49 60
Bars Traded 10723 4662 6061 10723 4662 6061
Profit Streak 0 0 50.3106 0 0 50.3106
Trades During Streak 0 0 1 0 0 1
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 487664 -85575 -118190 -65936 -456654 -121840
Evaluation Data
{
    "trading_pair": "FIL_USDT",
    "interval": "4h",
    "packets": 25000,
    "actual_packets": 10885,
    "evaluation_days": 1814.17,
    "actual_first_datapoint_time": 1602777600000,
    "first_datapoint_time": 1604347200000,
    "last_datapoint_time": 1759507200000,
    "evaluation_time": 1759519635089,
    "expiration_time": 1764209520000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "sma",
        "factors": {
            "length": 110,
            "offset": 0
        }
    },
    "second_band": {
        "type": "swma",
        "factors": {
            "length": 69,
            "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": [
        [
            634639.3804095701,
            400471.3395571175,
            234168.0408524527,
            996934.5418651514,
            61693.6998903714,
            935240.8419747802
        ],
        [
            634.63938,
            400.47134,
            234.168041,
            996.934542,
            61.6937,
            935.240842
        ],
        [
            0.349824,
            0.220746,
            0.129077,
            0.132109,
            0.026491,
            0.128914
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -137855,
            -102034,
            -82944,
            -1795847,
            -930689,
            -1463132
        ],
        [
            1.958432,
            2.03218,
            1.854072,
            1.154843,
            1.017407,
            1.323151
        ],
        [
            139,
            70,
            69,
            139,
            70,
            69
        ],
        [
            71,
            30,
            41,
            71,
            30,
            41
        ],
        [
            68,
            40,
            28,
            68,
            40,
            28
        ],
        [
            51.079137,
            42.857143,
            59.42029,
            51.079137,
            42.857143,
            59.42029
        ],
        [
            1.875681,
            2.709573,
            1.266195,
            1.106047,
            1.356543,
            0.903615
        ],
        [
            334737,
            334737,
            71285,
            634907,
            634907,
            626771
        ],
        [
            -62464,
            -26753,
            -62464,
            -1331725,
            -357074,
            -1331725
        ],
        [
            77,
            66,
            87,
            77,
            66,
            87
        ],
        [
            99,
            89,
            106,
            99,
            89,
            106
        ],
        [
            53,
            49,
            60,
            53,
            49,
            60
        ],
        [
            10723,
            4662,
            6061,
            10723,
            4662,
            6061
        ],
        [
            0,
            0,
            50.310591,
            0,
            0,
            50.310591
        ],
        [
            0,
            0,
            1,
            0,
            0,
            1
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            487664,
            -85575,
            -118190,
            -65936,
            -456654,
            -121840
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "FIL_USDT",
    "interval": "4h",
    "packets": 25000,
    "actual_packets": 10885,
    "evaluation_days": 1814.17,
    "actual_first_datapoint_time": 1602777600000,
    "first_datapoint_time": 1604347200000,
    "last_datapoint_time": 1759507200000,
    "evaluation_time": 1759519635089,
    "expiration_time": 1764209520000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "sma",
        "factors": {
            "length": 110,
            "offset": 0
        }
    },
    "second_band": {
        "type": "swma",
        "factors": {
            "length": 69,
            "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)