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Trade: FIL/USDT/480/SSF/FWMA/8851

Strategy
FIL/USDT/480/SSF/FWMA/8851
Pair
FIL_USDT
Interval
8h
Score
301865
Daily Profit
0.351369
Profit Factor
1.588097
Profitability
34.224599
Streak
0.000000
Best Strategy
Training Data Length
1807.330000
Evaluation Time
2025-09-27 04:15
Expiration Time
2025-11-19 23:16

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 635039.2056 355623.4356 279415.7699 3288518.687 -1073302.9547 4361821.6417
Total P&L (%) 635.0392 355.6234 279.4158 3288.5187 -1073.303 4361.8216
Avg Daily Profit (%) 0.3514 0.1968 0.1546 0.1951 0 0.2104
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -87756 -75075 -57103 -4718151 -4827331 -1512720
Profit Factor 1.5881 1.6122 1.56 1.1218 0.9273 1.3562
Total Trades 374 187 187 374 187 187
Winning Trades 128 57 71 128 57 71
Losing Trades 246 130 116 246 130 116
Profitability (%) 34.2246 30.4813 37.9679 34.2246 30.4813 37.9679
Ratio Avg Win / Avg Loss 3.0521 3.677 2.5487 2.1559 2.1149 2.2158
Largest Winning Trade 117785 117785 54549 2590223 2590223 1500688
Largest Losing Trade -18252 -14378 -18252 -687241 -687241 -530883
Avg Bars in Trades 14 13 14 14 13 14
Avg Bars in Winners 26 26 26 26 26 26
Avg Bars in Losers 7 7 7 7 7 7
Bars Traded 5285 2520 2765 5285 2520 2765
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 301865 135222 217409 -81376 -584889 204741

Evaluation Data

{
    "trading_pair": "FIL_USDT",
    "interval": "8h",
    "packets": 25000,
    "actual_packets": 5422,
    "evaluation_days": 1807.33,
    "actual_first_datapoint_time": 1602777600000,
    "first_datapoint_time": 1605945600000,
    "last_datapoint_time": 1758902400000,
    "evaluation_time": 1758935748218,
    "expiration_time": 1763587008000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}

Factors

{
    "first_band": {
        "type": "ssf",
        "factors": {
            "length": 38,
            "offset": 0,
            "poles": 2
        }
    },
    "second_band": {
        "type": "fwma",
        "factors": {
            "length": 111,
            "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": [
        [
            635039.2055577904,
            355623.4356251791,
            279415.7699326113,
            3288518.6869586324,
            -1073302.9547270993,
            4361821.64168573
        ],
        [
            635.039206,
            355.623436,
            279.41577,
            3288.518687,
            -1073.302955,
            4361.821642
        ],
        [
            0.351369,
            0.196767,
            0.154601,
            0.195117,
            0,
            0.210373
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -87756,
            -75075,
            -57103,
            -4718151,
            -4827331,
            -1512720
        ],
        [
            1.588097,
            1.612241,
            1.55999,
            1.121769,
            0.927291,
            1.356225
        ],
        [
            374,
            187,
            187,
            374,
            187,
            187
        ],
        [
            128,
            57,
            71,
            128,
            57,
            71
        ],
        [
            246,
            130,
            116,
            246,
            130,
            116
        ],
        [
            34.224599,
            30.481283,
            37.967914,
            34.224599,
            30.481283,
            37.967914
        ],
        [
            3.052124,
            3.677042,
            2.548716,
            2.155901,
            2.114873,
            2.215804
        ],
        [
            117785,
            117785,
            54549,
            2590223,
            2590223,
            1500688
        ],
        [
            -18252,
            -14378,
            -18252,
            -687241,
            -687241,
            -530883
        ],
        [
            14,
            13,
            14,
            14,
            13,
            14
        ],
        [
            26,
            26,
            26,
            26,
            26,
            26
        ],
        [
            7,
            7,
            7,
            7,
            7,
            7
        ],
        [
            5285,
            2520,
            2765,
            5285,
            2520,
            2765
        ],
        [
            0,
            0,
            0,
            0,
            0,
            0
        ],
        [
            0,
            0,
            0,
            0,
            0,
            0
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            301865,
            135222,
            217409,
            -81376,
            -584889,
            204741
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "FIL_USDT",
    "interval": "8h",
    "packets": 25000,
    "actual_packets": 5422,
    "evaluation_days": 1807.33,
    "actual_first_datapoint_time": 1602777600000,
    "first_datapoint_time": 1605945600000,
    "last_datapoint_time": 1758902400000,
    "evaluation_time": 1758935748218,
    "expiration_time": 1763587008000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "ssf",
        "factors": {
            "length": 38,
            "offset": 0,
            "poles": 2
        }
    },
    "second_band": {
        "type": "fwma",
        "factors": {
            "length": 111,
            "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)