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Trade: FIL/USDT/720/SSF/FWMA/9520

Strategy
FIL/USDT/720/SSF/FWMA/9520
Pair
FIL_USDT
Interval
12h
Score
381213
Daily Profit
0.440713
Profit Factor
3.049291
Profitability
35.714286
Streak
0.000000
Best Strategy
Training Data Length
1815.000000
Evaluation Time
2025-10-04 15:42
Expiration Time
2025-11-27 12:48

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 799893.7786 577647.8854 222245.8932 1935285.9714 -636692.982 2571978.9534
Total P&L (%) 799.8938 577.6479 222.2459 1935.286 -636.693 2571.979
Avg Daily Profit (%) 0.4407 0.3183 0.1225 0.1662 0 0.1812
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -105342 -78507 -37273 -2938343 -2274282 -867764
Profit Factor 3.0493 3.3979 2.4873 1.2138 0.885 1.7316
Total Trades 84 42 42 84 42 42
Winning Trades 30 11 19 30 11 19
Losing Trades 54 31 23 54 31 23
Profitability (%) 35.7143 26.1905 45.2381 35.7143 26.1905 45.2381
Ratio Avg Win / Avg Loss 5.4887 9.5758 3.011 2.1848 2.4942 2.0962
Largest Winning Trade 574772 574772 68246 1080515 1080515 889788
Largest Losing Trade -16035 -16035 -14517 -537442 -537442 -459710
Avg Bars in Trades 40 30 50 40 30 50
Avg Bars in Winners 84 74 89 84 74 89
Avg Bars in Losers 16 14 18 16 14 18
Bars Traded 3397 1260 2137 3397 1260 2137
Profit Streak 0 0 52.0298 0 0 52.0298
Trades During Streak 0 0 1 0 0 1
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 381213 -8978 -26043 111077 -602524 356911
Evaluation Data
{
    "trading_pair": "FIL_USDT",
    "interval": "12h",
    "packets": 25000,
    "actual_packets": 3630,
    "evaluation_days": 1815,
    "actual_first_datapoint_time": 1602763200000,
    "first_datapoint_time": 1611576000000,
    "last_datapoint_time": 1759536000000,
    "evaluation_time": 1759581774874,
    "expiration_time": 1764240480000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "ssf",
        "factors": {
            "length": 113,
            "offset": 0,
            "poles": 3
        }
    },
    "second_band": {
        "type": "fwma",
        "factors": {
            "length": 205,
            "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": [
        [
            799893.7785719382,
            577647.8853860629,
            222245.8931858752,
            1935285.9713602085,
            -636692.982007319,
            2571978.9533675276
        ],
        [
            799.893779,
            577.647885,
            222.245893,
            1935.285971,
            -636.692982,
            2571.978953
        ],
        [
            0.440713,
            0.318263,
            0.12245,
            0.166156,
            0,
            0.181178
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -105342,
            -78507,
            -37273,
            -2938343,
            -2274282,
            -867764
        ],
        [
            3.049291,
            3.397857,
            2.487338,
            1.213776,
            0.885021,
            1.731632
        ],
        [
            84,
            42,
            42,
            84,
            42,
            42
        ],
        [
            30,
            11,
            19,
            30,
            11,
            19
        ],
        [
            54,
            31,
            23,
            54,
            31,
            23
        ],
        [
            35.714286,
            26.190476,
            45.238095,
            35.714286,
            26.190476,
            45.238095
        ],
        [
            5.488724,
            9.57578,
            3.010988,
            2.184797,
            2.49415,
            2.096186
        ],
        [
            574772,
            574772,
            68246,
            1080515,
            1080515,
            889788
        ],
        [
            -16035,
            -16035,
            -14517,
            -537442,
            -537442,
            -459710
        ],
        [
            40,
            30,
            50,
            40,
            30,
            50
        ],
        [
            84,
            74,
            89,
            84,
            74,
            89
        ],
        [
            16,
            14,
            18,
            16,
            14,
            18
        ],
        [
            3397,
            1260,
            2137,
            3397,
            1260,
            2137
        ],
        [
            0,
            0,
            52.029802,
            0,
            0,
            52.029802
        ],
        [
            0,
            0,
            1,
            0,
            0,
            1
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            381213,
            -8978,
            -26043,
            111077,
            -602524,
            356911
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "FIL_USDT",
    "interval": "12h",
    "packets": 25000,
    "actual_packets": 3630,
    "evaluation_days": 1815,
    "actual_first_datapoint_time": 1602763200000,
    "first_datapoint_time": 1611576000000,
    "last_datapoint_time": 1759536000000,
    "evaluation_time": 1759581774874,
    "expiration_time": 1764240480000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "ssf",
        "factors": {
            "length": 113,
            "offset": 0,
            "poles": 3
        }
    },
    "second_band": {
        "type": "fwma",
        "factors": {
            "length": 205,
            "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)