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Trade: FIL/USDT/720/SMA/HL2/6049

Strategy
FIL/USDT/720/SMA/HL2/6049
Pair
FIL_USDT
Interval
12h
Score
350441
Daily Profit
0.373780
Profit Factor
1.648736
Profitability
34.507042
Streak
12.925696
Best Strategy
Training Data Length
1813.000000
Evaluation Time
2025-10-02 13:13
Expiration Time
2025-11-25 11:21

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 677663.8601 369225.5892 308438.2709 5509540.7118 -842802.5696 6352343.2815
Total P&L (%) 677.6639 369.2256 308.4383 5509.5407 -842.8026 6352.3433
Avg Daily Profit (%) 0.3738 0.2037 0.1701 0.2224 0 0.2301
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -77744 -75666 -49878 -7251253 -7444668 -3351188
Profit Factor 1.6487 1.6553 1.6411 1.127 0.9638 1.316
Total Trades 426 213 213 426 213 213
Winning Trades 147 64 83 147 64 83
Losing Trades 279 149 130 279 149 130
Profitability (%) 34.507 30.0469 38.9671 34.507 30.0469 38.9671
Ratio Avg Win / Avg Loss 3.1292 3.8537 2.5703 2.139 2.2438 2.0612
Largest Winning Trade 106578 106578 55027 3713271 3713271 2372427
Largest Losing Trade -19344 -19344 -16729 -1531259 -1124898 -1531259
Avg Bars in Trades 8 7 9 8 7 9
Avg Bars in Winners 16 16 16 16 16 16
Avg Bars in Losers 4 3 4 4 3 4
Bars Traded 3604 1661 1943 3604 1661 1943
Profit Streak 12.9257 0 15.9257 12.9257 0 15.9257
Trades During Streak 1 0 1 1 0 1
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 350441 139136 273541 -74371 -584922 241663
Evaluation Data
{
    "trading_pair": "FIL_USDT",
    "interval": "12h",
    "packets": 25000,
    "actual_packets": 3626,
    "evaluation_days": 1813,
    "actual_first_datapoint_time": 1602763200000,
    "first_datapoint_time": 1603324800000,
    "last_datapoint_time": 1759363200000,
    "evaluation_time": 1759399980185,
    "expiration_time": 1764062496000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "sma",
        "factors": {
            "length": 14,
            "offset": 0
        }
    },
    "second_band": {
        "type": "hl2",
        "factors": {
            "length": 0,
            "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": [
        [
            677663.860050973,
            369225.5891693166,
            308438.2708816561,
            5509540.711848198,
            -842802.5696340888,
            6352343.281482279
        ],
        [
            677.66386,
            369.225589,
            308.438271,
            5509.540712,
            -842.80257,
            6352.343281
        ],
        [
            0.37378,
            0.203654,
            0.170126,
            0.222368,
            0,
            0.230106
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -77744,
            -75666,
            -49878,
            -7251253,
            -7444668,
            -3351188
        ],
        [
            1.648736,
            1.655291,
            1.64106,
            1.127024,
            0.963784,
            1.316002
        ],
        [
            426,
            213,
            213,
            426,
            213,
            213
        ],
        [
            147,
            64,
            83,
            147,
            64,
            83
        ],
        [
            279,
            149,
            130,
            279,
            149,
            130
        ],
        [
            34.507042,
            30.046948,
            38.967136,
            34.507042,
            30.046948,
            38.967136
        ],
        [
            3.129234,
            3.853724,
            2.570334,
            2.139046,
            2.24381,
            2.061208
        ],
        [
            106578,
            106578,
            55027,
            3713271,
            3713271,
            2372427
        ],
        [
            -19344,
            -19344,
            -16729,
            -1531259,
            -1124898,
            -1531259
        ],
        [
            8,
            7,
            9,
            8,
            7,
            9
        ],
        [
            16,
            16,
            16,
            16,
            16,
            16
        ],
        [
            4,
            3,
            4,
            4,
            3,
            4
        ],
        [
            3604,
            1661,
            1943,
            3604,
            1661,
            1943
        ],
        [
            12.925696,
            0,
            15.925696,
            12.925697,
            0,
            15.925697
        ],
        [
            1,
            0,
            1,
            1,
            0,
            1
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            350441,
            139136,
            273541,
            -74371,
            -584922,
            241663
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "FIL_USDT",
    "interval": "12h",
    "packets": 25000,
    "actual_packets": 3626,
    "evaluation_days": 1813,
    "actual_first_datapoint_time": 1602763200000,
    "first_datapoint_time": 1603324800000,
    "last_datapoint_time": 1759363200000,
    "evaluation_time": 1759399980185,
    "expiration_time": 1764062496000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "sma",
        "factors": {
            "length": 14,
            "offset": 0
        }
    },
    "second_band": {
        "type": "hl2",
        "factors": {
            "length": 0,
            "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)