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Trade: FIL/USDT/5/SINWMA/T3/5894

Strategy
FIL/USDT/5/SINWMA/T3/5894
Pair
FIL_USDT
Interval
5m
Score
421519
Daily Profit
0.490210
Profit Factor
1.987934
Profitability
59.459459
Streak
7.974572
Best Strategy
Training Data Length
86.810000
Evaluation Time
2025-10-11 12:28
Expiration Time
2025-12-25 11:25

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 40195.0141 -2360.0996 42555.1137 35081.0051 -4326.1383 39407.1434
Total P&L (%) 40.195 -2.3601 42.5551 35.081 -4.3261 39.4071
Avg Daily Profit (%) 0.463 -0.0272 0.4902 0.347 -0.0509 0.3834
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -22685 -19601 -13240 -23642 -19599 -12630
Profit Factor 1.4244 0.9543 1.9879 1.3967 0.9102 1.9792
Total Trades 73 36 37 73 36 37
Winning Trades 41 19 22 41 19 22
Losing Trades 32 17 15 32 17 15
Profitability (%) 56.1644 52.7778 59.4595 56.1644 52.7778 59.4595
Ratio Avg Win / Avg Loss 1.1117 0.8538 1.3554 1.0901 0.8144 1.3495
Largest Winning Trade 38627 7174 38627 37639 6242 37639
Largest Losing Trade -9063 -9063 -8622 -8554 -8554 -8039
Avg Bars in Trades 336 314 357 336 314 357
Avg Bars in Winners 227 209 242 227 209 242
Avg Bars in Losers 476 430 527 476 430 527
Bars Traded 24551 11313 13238 24551 11313 13238
Profit Streak 2.5683 2.5683 7.9746 2.5683 2.5683 7.9746
Trades During Streak 3 1 5 3 1 5
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score -69336 -583918 421519 -70951 -583918 377989
Evaluation Data
{
    "trading_pair": "FIL_USDT",
    "interval": "5m",
    "packets": 25000,
    "actual_packets": 25000,
    "evaluation_days": 86.81,
    "actual_first_datapoint_time": 1752675000000,
    "first_datapoint_time": 1752746400000,
    "last_datapoint_time": 1760174700000,
    "evaluation_time": 1760174903060,
    "expiration_time": 1766654700000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "sinwma",
        "factors": {
            "length": 206,
            "offset": 0
        }
    },
    "second_band": {
        "type": "t3",
        "factors": {
            "length": 239,
            "offset": 0,
            "a": 0.518
        }
    }
}
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": [
        [
            40195.0140888412,
            -2360.0996233888,
            42555.1137122301,
            35081.0050724786,
            -4326.1383408376,
            39407.1434133162
        ],
        [
            40.195014,
            -2.3601,
            42.555114,
            35.081005,
            -4.326138,
            39.407143
        ],
        [
            0.463023,
            -0.027187,
            0.49021,
            0.346994,
            -0.050932,
            0.383441
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -22685,
            -19601,
            -13240,
            -23642,
            -19599,
            -12630
        ],
        [
            1.424374,
            0.954298,
            1.987934,
            1.396732,
            0.910211,
            1.979216
        ],
        [
            73,
            36,
            37,
            73,
            36,
            37
        ],
        [
            41,
            19,
            22,
            41,
            19,
            22
        ],
        [
            32,
            17,
            15,
            32,
            17,
            15
        ],
        [
            56.164384,
            52.777778,
            59.459459,
            56.164384,
            52.777778,
            59.459459
        ],
        [
            1.111706,
            0.853846,
            1.355409,
            1.090133,
            0.8144,
            1.349465
        ],
        [
            38627,
            7174,
            38627,
            37639,
            6242,
            37639
        ],
        [
            -9063,
            -9063,
            -8622,
            -8554,
            -8554,
            -8039
        ],
        [
            336,
            314,
            357,
            336,
            314,
            357
        ],
        [
            227,
            209,
            242,
            227,
            209,
            242
        ],
        [
            476,
            430,
            527,
            476,
            430,
            527
        ],
        [
            24551,
            11313,
            13238,
            24551,
            11313,
            13238
        ],
        [
            2.568322,
            2.568322,
            7.974572,
            2.568322,
            2.568322,
            7.974572
        ],
        [
            3,
            1,
            5,
            3,
            1,
            5
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            -69336,
            -583918,
            421519,
            -70951,
            -583918,
            377989
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "FIL_USDT",
    "interval": "5m",
    "packets": 25000,
    "actual_packets": 25000,
    "evaluation_days": 86.81,
    "actual_first_datapoint_time": 1752675000000,
    "first_datapoint_time": 1752746400000,
    "last_datapoint_time": 1760174700000,
    "evaluation_time": 1760174903060,
    "expiration_time": 1766654700000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "sinwma",
        "factors": {
            "length": 206,
            "offset": 0
        }
    },
    "second_band": {
        "type": "t3",
        "factors": {
            "length": 239,
            "offset": 0,
            "a": 0.518
        }
    }
}

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)