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Trade: FIL/USDT/720/DEMA/MIDPOINT/2570

Strategy
FIL/USDT/720/DEMA/MIDPOINT/2570
Pair
FIL_USDT
Interval
12h
Score
421050
Daily Profit
0.352093
Profit Factor
3.039754
Profitability
41.176471
Streak
0.000000
Best Strategy
Training Data Length
1811.000000
Evaluation Time
2025-09-30 08:27
Expiration Time
2025-11-23 09:55

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 704597.0887 637639.9336 66957.1552 -29629.6595 -979985.2312 950355.5717
Total P&L (%) 704.5971 637.6399 66.9572 -29.6297 -979.9852 950.3556
Avg Daily Profit (%) 0.3891 0.3521 0.037 -0.0194 0 0.1299
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -192772 -132092 -108773 -2356023 -2247437 -253058
Profit Factor 2.4577 3.0398 1.3921 0.9906 0.6346 2.9908
Total Trades 68 34 34 68 34 34
Winning Trades 27 14 13 27 14 13
Losing Trades 41 20 21 41 20 21
Profitability (%) 39.7059 41.1765 38.2353 39.7059 41.1765 38.2353
Ratio Avg Win / Avg Loss 3.732 4.3425 2.2488 1.5043 0.9066 4.8312
Largest Winning Trade 618646 618646 69988 618646 618646 502966
Largest Losing Trade -91577 -91577 -47882 -1481890 -1481890 -90619
Avg Bars in Trades 44 63 25 44 63 25
Avg Bars in Winners 68 81 53 68 81 53
Avg Bars in Losers 28 50 7 28 50 7
Bars Traded 3015 2154 861 3015 2154 861
Profit Streak 219.2272 0 420.7272 219.2272 0 420.7272
Trades During Streak 1 0 2 1 0 2
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score -102852 421050 -145307 -695189 -584226 -16773
Evaluation Data
{
    "trading_pair": "FIL_USDT",
    "interval": "12h",
    "packets": 25000,
    "actual_packets": 3622,
    "evaluation_days": 1811,
    "actual_first_datapoint_time": 1602763200000,
    "first_datapoint_time": 1609027200000,
    "last_datapoint_time": 1759190400000,
    "evaluation_time": 1759210028692,
    "expiration_time": 1763884512000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "dema",
        "factors": {
            "length": 146,
            "offset": 0
        }
    },
    "second_band": {
        "type": "midpoint",
        "factors": {
            "length": 44,
            "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": [
        [
            704597.0887337787,
            637639.9335663661,
            66957.1551674125,
            -29629.6595118863,
            -979985.2312462396,
            950355.5717343537
        ],
        [
            704.597089,
            637.639934,
            66.957155,
            -29.62966,
            -979.985231,
            950.355572
        ],
        [
            0.389065,
            0.352093,
            0.036972,
            -0.019402,
            0,
            0.129942
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -192772,
            -132092,
            -108773,
            -2356023,
            -2247437,
            -253058
        ],
        [
            2.457662,
            3.039754,
            1.392093,
            0.990622,
            0.634603,
            2.990769
        ],
        [
            68,
            34,
            34,
            68,
            34,
            34
        ],
        [
            27,
            14,
            13,
            27,
            14,
            13
        ],
        [
            41,
            20,
            21,
            41,
            20,
            21
        ],
        [
            39.705882,
            41.176471,
            38.235294,
            39.705882,
            41.176471,
            38.235294
        ],
        [
            3.732005,
            4.342506,
            2.248765,
            1.504277,
            0.906576,
            4.831243
        ],
        [
            618646,
            618646,
            69988,
            618646,
            618646,
            502966
        ],
        [
            -91577,
            -91577,
            -47882,
            -1481890,
            -1481890,
            -90619
        ],
        [
            44,
            63,
            25,
            44,
            63,
            25
        ],
        [
            68,
            81,
            53,
            68,
            81,
            53
        ],
        [
            28,
            50,
            7,
            28,
            50,
            7
        ],
        [
            3015,
            2154,
            861,
            3015,
            2154,
            861
        ],
        [
            219.227184,
            0,
            420.727184,
            219.227184,
            0,
            420.727184
        ],
        [
            1,
            0,
            2,
            1,
            0,
            2
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            -102852,
            421050,
            -145307,
            -695189,
            -584226,
            -16773
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "FIL_USDT",
    "interval": "12h",
    "packets": 25000,
    "actual_packets": 3622,
    "evaluation_days": 1811,
    "actual_first_datapoint_time": 1602763200000,
    "first_datapoint_time": 1609027200000,
    "last_datapoint_time": 1759190400000,
    "evaluation_time": 1759210028692,
    "expiration_time": 1763884512000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "dema",
        "factors": {
            "length": 146,
            "offset": 0
        }
    },
    "second_band": {
        "type": "midpoint",
        "factors": {
            "length": 44,
            "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)