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Trade: FIL/USDT/5/SWMA/KCU/7210

Strategy
FIL/USDT/5/SWMA/KCU/7210
Pair
FIL_USDT
Interval
5m
Score
386268
Daily Profit
1.688755
Profit Factor
1.947127
Profitability
37.500000
Streak
0.000000
Best Strategy
Training Data Length
86.810000
Evaluation Time
2025-10-12 01:16
Expiration Time
2025-12-26 00:10

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 146600.819 94149.1476 52451.6714 130358.1236 123518.1134 6840.0102
Total P&L (%) 146.6008 94.1491 52.4517 130.3581 123.5181 6.84
Avg Daily Profit (%) 1.6888 1.0845 0.6042 0.9659 0.9308 0.0762
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -31644 -23243 -15646 -62418 -21365 -45809
Profit Factor 1.9471 2.0591 1.796 1.7538 2.4488 1.078
Total Trades 120 60 60 120 60 60
Winning Trades 45 23 22 45 23 22
Losing Trades 75 37 38 75 37 38
Profitability (%) 37.5 38.3333 36.6667 37.5 38.3333 36.6667
Ratio Avg Win / Avg Loss 3.2452 3.3125 3.1022 2.923 3.9394 1.862
Largest Winning Trade 117799 117799 69754 158351 158351 55237
Largest Losing Trade -15646 -6724 -15646 -45809 -16608 -45809
Avg Bars in Trades 204 293 114 204 293 114
Avg Bars in Winners 338 483 186 338 483 186
Avg Bars in Losers 123 175 73 123 175 73
Bars Traded 24483 17600 6883 24483 17600 6883
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 386268 -159031 -163277 350247 -158412 -567118
Evaluation Data
{
    "trading_pair": "FIL_USDT",
    "interval": "5m",
    "packets": 25000,
    "actual_packets": 25000,
    "evaluation_days": 86.81,
    "actual_first_datapoint_time": 1752720900000,
    "first_datapoint_time": 1752788400000,
    "last_datapoint_time": 1760220600000,
    "evaluation_time": 1760220966713,
    "expiration_time": 1766700600000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "swma",
        "factors": {
            "length": 226,
            "offset": 0
        }
    },
    "second_band": {
        "type": "kcu",
        "factors": {
            "length": 107,
            "offset": 0,
            "scalar": 2
        }
    }
}
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": [
        [
            146600.8190272904,
            94149.1475919423,
            52451.6714353482,
            130358.1236400545,
            123518.1133910717,
            6840.0102489828
        ],
        [
            146.600819,
            94.149148,
            52.451671,
            130.358124,
            123.518113,
            6.84001
        ],
        [
            1.688755,
            1.084543,
            0.604212,
            0.965889,
            0.930837,
            0.076244
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -31644,
            -23243,
            -15646,
            -62418,
            -21365,
            -45809
        ],
        [
            1.947127,
            2.059143,
            1.796014,
            1.753801,
            2.448794,
            1.078012
        ],
        [
            120,
            60,
            60,
            120,
            60,
            60
        ],
        [
            45,
            23,
            22,
            45,
            23,
            22
        ],
        [
            75,
            37,
            38,
            75,
            37,
            38
        ],
        [
            37.5,
            38.333333,
            36.666667,
            37.5,
            38.333333,
            36.666667
        ],
        [
            3.245212,
            3.312534,
            3.102206,
            2.923002,
            3.939365,
            1.862021
        ],
        [
            117799,
            117799,
            69754,
            158351,
            158351,
            55237
        ],
        [
            -15646,
            -6724,
            -15646,
            -45809,
            -16608,
            -45809
        ],
        [
            204,
            293,
            114,
            204,
            293,
            114
        ],
        [
            338,
            483,
            186,
            338,
            483,
            186
        ],
        [
            123,
            175,
            73,
            123,
            175,
            73
        ],
        [
            24483,
            17600,
            6883,
            24483,
            17600,
            6883
        ],
        [
            0,
            0,
            0,
            0,
            0,
            0
        ],
        [
            0,
            0,
            0,
            0,
            0,
            0
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            386268,
            -159031,
            -163277,
            350247,
            -158412,
            -567118
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "FIL_USDT",
    "interval": "5m",
    "packets": 25000,
    "actual_packets": 25000,
    "evaluation_days": 86.81,
    "actual_first_datapoint_time": 1752720900000,
    "first_datapoint_time": 1752788400000,
    "last_datapoint_time": 1760220600000,
    "evaluation_time": 1760220966713,
    "expiration_time": 1766700600000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "swma",
        "factors": {
            "length": 226,
            "offset": 0
        }
    },
    "second_band": {
        "type": "kcu",
        "factors": {
            "length": 107,
            "offset": 0,
            "scalar": 2
        }
    }
}

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)