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Trade: FIL/USDT/720/SSF/JMA/2352

Strategy
FIL/USDT/720/SSF/JMA/2352
Pair
FIL_USDT
Interval
12h
Score
527308
Daily Profit
0.405019
Profit Factor
2.308724
Profitability
49.606299
Streak
0.000000
Best Strategy
Training Data Length
1813.000000
Evaluation Time
2025-10-02 07:47
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 734299.3504 426707.3894 307591.961 4636804.0987 598362.1566 4038441.9422
Total P&L (%) 734.2994 426.7074 307.592 4636.8041 598.3622 4038.4419
Avg Daily Profit (%) 0.405 0.2354 0.1697 0.213 0.1073 0.2056
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -72861 -73285 -52543 -2679658 -2688366 -869050
Profit Factor 2.3087 2.3671 2.2356 1.3563 1.0808 1.7202
Total Trades 127 64 63 127 64 63
Winning Trades 63 24 39 63 24 39
Losing Trades 64 40 24 64 40 24
Profitability (%) 49.6063 37.5 61.9048 49.6063 37.5 61.9048
Ratio Avg Win / Avg Loss 2.3454 3.9451 1.3757 1.3778 1.8013 1.0586
Largest Winning Trade 288857 288857 54155 2047998 2047998 1256958
Largest Losing Trade -40734 -30452 -40734 -855849 -709304 -855849
Avg Bars in Trades 27 24 31 27 24 31
Avg Bars in Winners 37 35 39 37 35 39
Avg Bars in Losers 18 18 17 18 18 17
Bars Traded 3552 1587 1965 3552 1587 1965
Profit Streak 0 0 146.1994 0 0 146.1994
Trades During Streak 0 0 4 0 0 4
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 527308 -131609 -133249 325380 -323966 -133520
Evaluation Data
{
    "trading_pair": "FIL_USDT",
    "interval": "12h",
    "packets": 25000,
    "actual_packets": 3626,
    "evaluation_days": 1813,
    "actual_first_datapoint_time": 1602763200000,
    "first_datapoint_time": 1603756800000,
    "last_datapoint_time": 1759363200000,
    "evaluation_time": 1759380428204,
    "expiration_time": 1764062496000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "ssf",
        "factors": {
            "length": 47,
            "offset": 0,
            "poles": 3
        }
    },
    "second_band": {
        "type": "jma",
        "factors": {
            "length": 24,
            "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": [
        [
            734299.3504312757,
            426707.3894284071,
            307591.9610028689,
            4636804.098749947,
            598362.1565585162,
            4038441.942191429
        ],
        [
            734.29935,
            426.707389,
            307.591961,
            4636.804099,
            598.362157,
            4038.441942
        ],
        [
            0.405019,
            0.23536,
            0.169659,
            0.21302,
            0.107259,
            0.205556
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -72861,
            -73285,
            -52543,
            -2679658,
            -2688366,
            -869050
        ],
        [
            2.308724,
            2.367076,
            2.235562,
            1.356301,
            1.08079,
            1.720209
        ],
        [
            127,
            64,
            63,
            127,
            64,
            63
        ],
        [
            63,
            24,
            39,
            63,
            24,
            39
        ],
        [
            64,
            40,
            24,
            64,
            40,
            24
        ],
        [
            49.606299,
            37.5,
            61.904762,
            49.606299,
            37.5,
            61.904762
        ],
        [
            2.34537,
            3.945126,
            1.375731,
            1.37783,
            1.801317,
            1.05859
        ],
        [
            288857,
            288857,
            54155,
            2047998,
            2047998,
            1256958
        ],
        [
            -40734,
            -30452,
            -40734,
            -855849,
            -709304,
            -855849
        ],
        [
            27,
            24,
            31,
            27,
            24,
            31
        ],
        [
            37,
            35,
            39,
            37,
            35,
            39
        ],
        [
            18,
            18,
            17,
            18,
            18,
            17
        ],
        [
            3552,
            1587,
            1965,
            3552,
            1587,
            1965
        ],
        [
            0,
            0,
            146.1994,
            0,
            0,
            146.1994
        ],
        [
            0,
            0,
            4,
            0,
            0,
            4
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            527308,
            -131609,
            -133249,
            325380,
            -323966,
            -133520
        ]
    ]
}
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": 1603756800000,
    "last_datapoint_time": 1759363200000,
    "evaluation_time": 1759380428204,
    "expiration_time": 1764062496000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "ssf",
        "factors": {
            "length": 47,
            "offset": 0,
            "poles": 3
        }
    },
    "second_band": {
        "type": "jma",
        "factors": {
            "length": 24,
            "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)