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Trade: FIL/USDT/5/T3/SMA/1704

Strategy
FIL/USDT/5/T3/SMA/1704
Pair
FIL_USDT
Interval
5m
Score
398559
Daily Profit
0.308308
Profit Factor
2.336845
Profitability
70.000000
Streak
6.116192
Best Strategy
Training Data Length
86.810000
Evaluation Time
2025-10-09 18:57
Expiration Time
2025-12-23 17:55

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 39676.7504 11566.7046 28110.0458 43658.2796 13024.1259 30634.1537
Total P&L (%) 39.6768 11.5667 28.11 43.6583 13.0241 30.6342
Avg Daily Profit (%) 0.4571 0.1332 0.3238 0.4182 0.1411 0.3083
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -14377 -12299 -9090 -14020 -12068 -8593
Profit Factor 1.6602 1.3069 2.2545 1.697 1.3278 2.3368
Total Trades 60 30 30 60 30 30
Winning Trades 38 17 21 38 17 21
Losing Trades 22 13 9 22 13 9
Profitability (%) 63.3333 56.6667 70 63.3333 56.6667 70
Ratio Avg Win / Avg Loss 0.9611 0.9994 0.9662 0.9824 1.0154 1.0015
Largest Winning Trade 6815 6815 6378 6883 6883 5998
Largest Losing Trade -9619 -9619 -9019 -10687 -10687 -8527
Avg Bars in Trades 395 381 409 395 381 409
Avg Bars in Winners 274 204 331 274 204 331
Avg Bars in Losers 603 612 590 603 612 590
Bars Traded 23721 11444 12277 23721 11444 12277
Profit Streak 6.1162 12.7377 6.1162 6.1162 12.7377 6.1162
Trades During Streak 8 6 4 8 6 4
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score -164054 -133222 329529 -163961 -75563 398559
Evaluation Data
{
    "trading_pair": "FIL_USDT",
    "interval": "5m",
    "packets": 25000,
    "actual_packets": 25000,
    "evaluation_days": 86.81,
    "actual_first_datapoint_time": 1752525600000,
    "first_datapoint_time": 1752654600000,
    "last_datapoint_time": 1760025300000,
    "evaluation_time": 1760025439032,
    "expiration_time": 1766505300000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "t3",
        "factors": {
            "length": 87,
            "offset": 0,
            "a": 0.41223
        }
    },
    "second_band": {
        "type": "sma",
        "factors": {
            "length": 223,
            "offset": 208
        }
    }
}
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": [
        [
            39676.7504031289,
            11566.7046096026,
            28110.0457935263,
            43658.2795931911,
            13024.1259218842,
            30634.1536713068
        ],
        [
            39.67675,
            11.566705,
            28.110046,
            43.65828,
            13.024126,
            30.634154
        ],
        [
            0.457053,
            0.133242,
            0.323811,
            0.418182,
            0.141133,
            0.308308
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -14377,
            -12299,
            -9090,
            -14020,
            -12068,
            -8593
        ],
        [
            1.66016,
            1.306861,
            2.254458,
            1.696958,
            1.327849,
            2.336845
        ],
        [
            60,
            30,
            30,
            60,
            30,
            30
        ],
        [
            38,
            17,
            21,
            38,
            17,
            21
        ],
        [
            22,
            13,
            9,
            22,
            13,
            9
        ],
        [
            63.333333,
            56.666667,
            70,
            63.333333,
            56.666667,
            70
        ],
        [
            0.961145,
            0.999364,
            0.966196,
            0.982449,
            1.015414,
            1.001505
        ],
        [
            6815,
            6815,
            6378,
            6883,
            6883,
            5998
        ],
        [
            -9619,
            -9619,
            -9019,
            -10687,
            -10687,
            -8527
        ],
        [
            395,
            381,
            409,
            395,
            381,
            409
        ],
        [
            274,
            204,
            331,
            274,
            204,
            331
        ],
        [
            603,
            612,
            590,
            603,
            612,
            590
        ],
        [
            23721,
            11444,
            12277,
            23721,
            11444,
            12277
        ],
        [
            6.116192,
            12.73772,
            6.116192,
            6.116192,
            12.73772,
            6.116192
        ],
        [
            8,
            6,
            4,
            8,
            6,
            4
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            -164054,
            -133222,
            329529,
            -163961,
            -75563,
            398559
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "FIL_USDT",
    "interval": "5m",
    "packets": 25000,
    "actual_packets": 25000,
    "evaluation_days": 86.81,
    "actual_first_datapoint_time": 1752525600000,
    "first_datapoint_time": 1752654600000,
    "last_datapoint_time": 1760025300000,
    "evaluation_time": 1760025439032,
    "expiration_time": 1766505300000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "t3",
        "factors": {
            "length": 87,
            "offset": 0,
            "a": 0.41223
        }
    },
    "second_band": {
        "type": "sma",
        "factors": {
            "length": 223,
            "offset": 208
        }
    }
}

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)