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Trade: FIL/USDT/480/SSF/FWMA/2192

Strategy
FIL/USDT/480/SSF/FWMA/2192
Pair
FIL_USDT
Interval
8h
Score
338654
Daily Profit
0.367614
Profit Factor
1.542506
Profitability
35.641548
Streak
0.000000
Best Strategy
Training Data Length
1811.670000
Evaluation Time
2025-10-01 08:30
Expiration Time
2025-11-24 10:24

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 665994.6724 355727.9072 310266.7651 4939708.8201 -930051.7898 5869760.6099
Total P&L (%) 665.9947 355.7279 310.2668 4939.7088 -930.0518 5869.7606
Avg Daily Profit (%) 0.3676 0.1964 0.1713 0.2166 0 0.226
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -100539 -87486 -76414 -9234732 -8623936 -3649236
Profit Factor 1.5425 1.5437 1.5412 1.107 0.9621 1.2716
Total Trades 491 245 246 491 245 246
Winning Trades 175 78 97 175 78 97
Losing Trades 316 167 149 316 167 149
Profitability (%) 35.6415 31.8367 39.4309 35.6415 31.8367 39.4309
Ratio Avg Win / Avg Loss 2.7853 3.305 2.3674 1.999 2.0599 1.9533
Largest Winning Trade 108805 108805 50152 3114278 3114278 2872772
Largest Losing Trade -14294 -14294 -14224 -1131262 -1131262 -851229
Avg Bars in Trades 10 10 11 10 10 11
Avg Bars in Winners 19 20 19 19 20 19
Avg Bars in Losers 6 6 6 6 6 6
Bars Traded 5350 2571 2779 5350 2571 2779
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 338654 151722 249969 -96245 -584059 222490
Evaluation Data
{
    "trading_pair": "FIL_USDT",
    "interval": "8h",
    "packets": 25000,
    "actual_packets": 5435,
    "evaluation_days": 1811.67,
    "actual_first_datapoint_time": 1602777600000,
    "first_datapoint_time": 1604736000000,
    "last_datapoint_time": 1759276800000,
    "evaluation_time": 1759296608752,
    "expiration_time": 1763972640000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "ssf",
        "factors": {
            "length": 28,
            "offset": 0,
            "poles": 2
        }
    },
    "second_band": {
        "type": "fwma",
        "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": [
        [
            665994.672350933,
            355727.9072484637,
            310266.7651024699,
            4939708.820096574,
            -930051.7898381437,
            5869760.609934716
        ],
        [
            665.994672,
            355.727907,
            310.266765,
            4939.70882,
            -930.05179,
            5869.76061
        ],
        [
            0.367614,
            0.196354,
            0.17126,
            0.216606,
            0,
            0.225974
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -100539,
            -87486,
            -76414,
            -9234732,
            -8623936,
            -3649236
        ],
        [
            1.542506,
            1.54365,
            1.5412,
            1.107028,
            0.962102,
            1.27159
        ],
        [
            491,
            245,
            246,
            491,
            245,
            246
        ],
        [
            175,
            78,
            97,
            175,
            78,
            97
        ],
        [
            316,
            167,
            149,
            316,
            167,
            149
        ],
        [
            35.641548,
            31.836735,
            39.430894,
            35.641548,
            31.836735,
            39.430894
        ],
        [
            2.785324,
            3.304993,
            2.36741,
            1.998976,
            2.059885,
            1.953267
        ],
        [
            108805,
            108805,
            50152,
            3114278,
            3114278,
            2872772
        ],
        [
            -14294,
            -14294,
            -14224,
            -1131262,
            -1131262,
            -851229
        ],
        [
            10,
            10,
            11,
            10,
            10,
            11
        ],
        [
            19,
            20,
            19,
            19,
            20,
            19
        ],
        [
            6,
            6,
            6,
            6,
            6,
            6
        ],
        [
            5350,
            2571,
            2779,
            5350,
            2571,
            2779
        ],
        [
            0,
            0,
            0,
            0,
            0,
            0
        ],
        [
            0,
            0,
            0,
            0,
            0,
            0
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            338654,
            151722,
            249969,
            -96245,
            -584059,
            222490
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "FIL_USDT",
    "interval": "8h",
    "packets": 25000,
    "actual_packets": 5435,
    "evaluation_days": 1811.67,
    "actual_first_datapoint_time": 1602777600000,
    "first_datapoint_time": 1604736000000,
    "last_datapoint_time": 1759276800000,
    "evaluation_time": 1759296608752,
    "expiration_time": 1763972640000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "ssf",
        "factors": {
            "length": 28,
            "offset": 0,
            "poles": 2
        }
    },
    "second_band": {
        "type": "fwma",
        "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)