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Trade: FIL/USDT/120/MIDPRICE/SMA/4061

Strategy
FIL/USDT/120/MIDPRICE/SMA/4061
Pair
FIL_USDT
Interval
2h
Score
387228
Daily Profit
0.255343
Profit Factor
1.442234
Profitability
52.692308
Streak
0.000000
Best Strategy
Training Data Length
1816.250000
Evaluation Time
2025-10-06 11:48
Expiration Time
2025-12-10 19:14

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 463766.7622 264331.5171 199435.2451 303846.5616 -87470.6337 391317.1953
Total P&L (%) 463.7668 264.3315 199.4352 303.8466 -87.4706 391.3172
Avg Daily Profit (%) 0.2553 0.1455 0.1098 0.0769 -0.1143 0.0877
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -131204 -149915 -79659 -484603 -502982 -369980
Profit Factor 1.4422 1.5007 1.3829 1.0848 0.9518 1.2213
Total Trades 260 130 130 260 130 130
Winning Trades 137 65 72 137 65 72
Losing Trades 123 65 58 123 65 58
Profitability (%) 52.6923 50 55.3846 52.6923 50 55.3846
Ratio Avg Win / Avg Loss 1.2949 1.5007 1.114 0.9739 0.9518 0.9838
Largest Winning Trade 197537 197537 47801 226103 226103 170287
Largest Losing Trade -52757 -24470 -52757 -173456 -93429 -173456
Avg Bars in Trades 82 62 103 82 62 103
Avg Bars in Winners 100 63 133 100 63 133
Avg Bars in Losers 63 61 66 63 61 66
Bars Traded 21563 8120 13443 21563 8120 13443
Profit Streak 0 0 0 0 0 0
Trades During Streak 0 0 0 0 0 0
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 387228 124393 -45318 -217541 -580987 -77465
Evaluation Data
{
    "trading_pair": "FIL_USDT",
    "interval": "2h",
    "packets": 25000,
    "actual_packets": 21795,
    "evaluation_days": 1816.25,
    "actual_first_datapoint_time": 1602777600000,
    "first_datapoint_time": 1604059200000,
    "last_datapoint_time": 1759737600000,
    "evaluation_time": 1759740531195,
    "expiration_time": 1765386864000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "midprice",
        "factors": {
            "length": 179,
            "offset": 0
        }
    },
    "second_band": {
        "type": "sma",
        "factors": {
            "length": 47,
            "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": [
        [
            463766.7622263592,
            264331.5171454158,
            199435.2450809434,
            303846.5616315472,
            -87470.6337162495,
            391317.1953477963
        ],
        [
            463.766762,
            264.331517,
            199.435245,
            303.846562,
            -87.470634,
            391.317195
        ],
        [
            0.255343,
            0.145537,
            0.109806,
            0.076884,
            -0.114296,
            0.087687
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -131204,
            -149915,
            -79659,
            -484603,
            -502982,
            -369980
        ],
        [
            1.442234,
            1.500724,
            1.382946,
            1.084761,
            0.951847,
            1.221306
        ],
        [
            260,
            130,
            130,
            260,
            130,
            130
        ],
        [
            137,
            65,
            72,
            137,
            65,
            72
        ],
        [
            123,
            65,
            58,
            123,
            65,
            58
        ],
        [
            52.692308,
            50,
            55.384615,
            52.692308,
            50,
            55.384615
        ],
        [
            1.294852,
            1.500724,
            1.11404,
            0.97391,
            0.951847,
            0.98383
        ],
        [
            197537,
            197537,
            47801,
            226103,
            226103,
            170287
        ],
        [
            -52757,
            -24470,
            -52757,
            -173456,
            -93429,
            -173456
        ],
        [
            82,
            62,
            103,
            82,
            62,
            103
        ],
        [
            100,
            63,
            133,
            100,
            63,
            133
        ],
        [
            63,
            61,
            66,
            63,
            61,
            66
        ],
        [
            21563,
            8120,
            13443,
            21563,
            8120,
            13443
        ],
        [
            0,
            0,
            0,
            0,
            0,
            0
        ],
        [
            0,
            0,
            0,
            0,
            0,
            0
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            387228,
            124393,
            -45318,
            -217541,
            -580987,
            -77465
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "FIL_USDT",
    "interval": "2h",
    "packets": 25000,
    "actual_packets": 21795,
    "evaluation_days": 1816.25,
    "actual_first_datapoint_time": 1602777600000,
    "first_datapoint_time": 1604059200000,
    "last_datapoint_time": 1759737600000,
    "evaluation_time": 1759740531195,
    "expiration_time": 1765386864000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "midprice",
        "factors": {
            "length": 179,
            "offset": 0
        }
    },
    "second_band": {
        "type": "sma",
        "factors": {
            "length": 47,
            "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)