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Trade: FIL/USDT/120/SMA/EMA/3996

Strategy
FIL/USDT/120/SMA/EMA/3996
Pair
FIL_USDT
Interval
2h
Score
369401
Daily Profit
0.405239
Profit Factor
2.253621
Profitability
36.690647
Streak
44.011427
Best Strategy
Training Data Length
1812.250000
Evaluation Time
2025-10-02 11:16
Expiration Time
2025-12-06 15:47

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 734394.6343 444028.0775 290366.5568 4053153.2134 717661.5688 3335491.6446
Total P&L (%) 734.3946 444.0281 290.3666 4053.1532 717.6616 3335.4916
Avg Daily Profit (%) 0.4052 0.245 0.1602 0.2058 0.116 0.1953
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -79502 -74486 -41707 -2054212 -1826593 -689680
Profit Factor 2.2536 2.3394 2.1419 1.3884 1.1245 1.7143
Total Trades 139 70 69 139 70 69
Winning Trades 51 19 32 51 19 32
Losing Trades 88 51 37 88 51 37
Profitability (%) 36.6906 27.1429 46.3768 36.6906 27.1429 46.3768
Ratio Avg Win / Avg Loss 3.8886 6.2793 2.4765 2.3956 3.0183 1.9821
Largest Winning Trade 320676 320676 62253 1535475 1535475 982970
Largest Losing Trade -27947 -23702 -27947 -621241 -532255 -621241
Avg Bars in Trades 154 133 174 154 133 174
Avg Bars in Winners 272 265 277 272 265 277
Avg Bars in Losers 85 84 85 85 84 85
Bars Traded 21431 9370 12061 21431 9370 12061
Profit Streak 44.0114 44.0114 53.2614 44.0114 44.0114 53.2614
Trades During Streak 2 1 1 2 1 1
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 369401 -101813 -91449 216078 -234497 -91557
Evaluation Data
{
    "trading_pair": "FIL_USDT",
    "interval": "2h",
    "packets": 25000,
    "actual_packets": 21747,
    "evaluation_days": 1812.25,
    "actual_first_datapoint_time": 1602777600000,
    "first_datapoint_time": 1604030400000,
    "last_datapoint_time": 1759392000000,
    "evaluation_time": 1759392987304,
    "expiration_time": 1765028822400,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "sma",
        "factors": {
            "length": 175,
            "offset": 0
        }
    },
    "second_band": {
        "type": "ema",
        "factors": {
            "length": 86,
            "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": [
        [
            734394.6343490143,
            444028.0775305331,
            290366.5568184815,
            4053153.213379206,
            717661.5687817639,
            3335491.6445974424
        ],
        [
            734.394634,
            444.028078,
            290.366557,
            4053.153213,
            717.661569,
            3335.491645
        ],
        [
            0.405239,
            0.245015,
            0.160224,
            0.205837,
            0.116016,
            0.195348
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -79502,
            -74486,
            -41707,
            -2054212,
            -1826593,
            -689680
        ],
        [
            2.253621,
            2.339351,
            2.141856,
            1.388365,
            1.12445,
            1.714267
        ],
        [
            139,
            70,
            69,
            139,
            70,
            69
        ],
        [
            51,
            19,
            32,
            51,
            19,
            32
        ],
        [
            88,
            51,
            37,
            88,
            51,
            37
        ],
        [
            36.690647,
            27.142857,
            46.376812,
            36.690647,
            27.142857,
            46.376812
        ],
        [
            3.888602,
            6.279309,
            2.476521,
            2.39561,
            3.018262,
            1.982121
        ],
        [
            320676,
            320676,
            62253,
            1535475,
            1535475,
            982970
        ],
        [
            -27947,
            -23702,
            -27947,
            -621241,
            -532255,
            -621241
        ],
        [
            154,
            133,
            174,
            154,
            133,
            174
        ],
        [
            272,
            265,
            277,
            272,
            265,
            277
        ],
        [
            85,
            84,
            85,
            85,
            84,
            85
        ],
        [
            21431,
            9370,
            12061,
            21431,
            9370,
            12061
        ],
        [
            44.011427,
            44.011427,
            53.261427,
            44.011427,
            44.011427,
            53.261427
        ],
        [
            2,
            1,
            1,
            2,
            1,
            1
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            369401,
            -101813,
            -91449,
            216078,
            -234497,
            -91557
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "FIL_USDT",
    "interval": "2h",
    "packets": 25000,
    "actual_packets": 21747,
    "evaluation_days": 1812.25,
    "actual_first_datapoint_time": 1602777600000,
    "first_datapoint_time": 1604030400000,
    "last_datapoint_time": 1759392000000,
    "evaluation_time": 1759392987304,
    "expiration_time": 1765028822400,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "sma",
        "factors": {
            "length": 175,
            "offset": 0
        }
    },
    "second_band": {
        "type": "ema",
        "factors": {
            "length": 86,
            "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)