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Trade: FIL/USDT/5/SWMA/DCU/5569

Strategy
FIL/USDT/5/SWMA/DCU/5569
Pair
FIL_USDT
Interval
5m
Score
396050
Daily Profit
1.571738
Profit Factor
3.392411
Profitability
38.271605
Streak
0.327738
Best Strategy
Training Data Length
86.810000
Evaluation Time
2025-10-11 05:56
Expiration Time
2025-12-25 04:55

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 207062.9369 131383.1034 75679.8335 287216.7684 214403.9963 72812.7721
Total P&L (%) 207.0629 131.3831 75.6798 287.2168 214.404 72.8128
Avg Daily Profit (%) 2.3852 1.5135 0.8718 1.5717 1.3283 0.6321
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -20177 -21914 -8272 -21418 -22653 -7752
Profit Factor 2.6483 2.5303 2.9032 3.3924 3.5974 2.9413
Total Trades 162 81 81 162 81 81
Winning Trades 62 29 33 62 29 33
Losing Trades 100 52 48 100 52 48
Profitability (%) 38.2716 35.8025 40.7407 38.2716 35.8025 40.7407
Ratio Avg Win / Avg Loss 4.2715 4.5371 4.2228 5.4716 6.4504 4.2783
Largest Winning Trade 137172 137172 69417 223952 223952 66895
Largest Losing Trade -6427 -6427 -2293 -6074 -6074 -2230
Avg Bars in Trades 152 234 70 152 234 70
Avg Bars in Winners 246 398 113 246 398 113
Avg Bars in Losers 94 143 41 94 143 41
Bars Traded 24721 19003 5718 24721 19003 5718
Profit Streak 0.3277 0.3277 1.352 0.3277 0.3277 1.352
Trades During Streak 2 1 1 2 1 1
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 369778 -4850 -1510 396050 -3068 -2933
Evaluation Data
{
    "trading_pair": "FIL_USDT",
    "interval": "5m",
    "packets": 25000,
    "actual_packets": 25000,
    "evaluation_days": 86.81,
    "actual_first_datapoint_time": 1752651600000,
    "first_datapoint_time": 1752717900000,
    "last_datapoint_time": 1760151300000,
    "evaluation_time": 1760151416543,
    "expiration_time": 1766631300000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "swma",
        "factors": {
            "length": 222,
            "offset": 0
        }
    },
    "second_band": {
        "type": "dcu",
        "factors": {
            "length": 49,
            "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": [
        [
            207062.9369309664,
            131383.1034008343,
            75679.8335301322,
            287216.7683997134,
            214403.9963356704,
            72812.7720640431
        ],
        [
            207.062937,
            131.383103,
            75.679834,
            287.216768,
            214.403996,
            72.812772
        ],
        [
            2.385243,
            1.513456,
            0.871787,
            1.571738,
            1.328303,
            0.632146
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -20177,
            -21914,
            -8272,
            -21418,
            -22653,
            -7752
        ],
        [
            2.648327,
            2.530295,
            2.903163,
            3.392411,
            3.597366,
            2.941335
        ],
        [
            162,
            81,
            81,
            162,
            81,
            81
        ],
        [
            62,
            29,
            33,
            62,
            29,
            33
        ],
        [
            100,
            52,
            48,
            100,
            52,
            48
        ],
        [
            38.271605,
            35.802469,
            40.740741,
            38.271605,
            35.802469,
            40.740741
        ],
        [
            4.271495,
            4.537081,
            4.222782,
            5.471631,
            6.450449,
            4.278305
        ],
        [
            137172,
            137172,
            69417,
            223952,
            223952,
            66895
        ],
        [
            -6427,
            -6427,
            -2293,
            -6074,
            -6074,
            -2230
        ],
        [
            152,
            234,
            70,
            152,
            234,
            70
        ],
        [
            246,
            398,
            113,
            246,
            398,
            113
        ],
        [
            94,
            143,
            41,
            94,
            143,
            41
        ],
        [
            24721,
            19003,
            5718,
            24721,
            19003,
            5718
        ],
        [
            0.327738,
            0.327738,
            1.352043,
            0.327738,
            0.327738,
            1.352043
        ],
        [
            2,
            1,
            1,
            2,
            1,
            1
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            369778,
            -4850,
            -1510,
            396050,
            -3068,
            -2933
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "FIL_USDT",
    "interval": "5m",
    "packets": 25000,
    "actual_packets": 25000,
    "evaluation_days": 86.81,
    "actual_first_datapoint_time": 1752651600000,
    "first_datapoint_time": 1752717900000,
    "last_datapoint_time": 1760151300000,
    "evaluation_time": 1760151416543,
    "expiration_time": 1766631300000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "swma",
        "factors": {
            "length": 222,
            "offset": 0
        }
    },
    "second_band": {
        "type": "dcu",
        "factors": {
            "length": 49,
            "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)