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Trade: FIL/USDT/120/SMA/HMA/6982

Strategy
FIL/USDT/120/SMA/HMA/6982
Pair
FIL_USDT
Interval
2h
Score
396187
Daily Profit
0.315551
Profit Factor
1.881498
Profitability
41.353383
Streak
46.364917
Best Strategy
Training Data Length
1814.500000
Evaluation Time
2025-10-04 17:45
Expiration Time
2025-12-08 23:43

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 572568.1826 365428.9664 207139.2162 761665.6463 27745.2381 733920.4082
Total P&L (%) 572.5682 365.429 207.1392 761.6656 27.7452 733.9204
Avg Daily Profit (%) 0.3156 0.2014 0.1142 0.1188 0.0135 0.117
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -78451 -82514 -58265 -544752 -604599 -268382
Profit Factor 1.8815 2.0189 1.7121 1.2141 1.0139 1.4704
Total Trades 133 66 67 133 66 67
Winning Trades 55 23 32 55 23 32
Losing Trades 78 43 35 78 43 35
Profitability (%) 41.3534 34.8485 47.7612 41.3534 34.8485 47.7612
Ratio Avg Win / Avg Loss 2.6683 3.7744 1.8726 1.7218 1.8955 1.6083
Largest Winning Trade 307156 307156 71503 457539 457539 297189
Largest Losing Trade -41020 -31049 -41020 -268382 -134055 -268382
Avg Bars in Trades 161 137 186 161 137 186
Avg Bars in Winners 262 222 291 262 222 291
Avg Bars in Losers 91 92 90 91 92 90
Bars Traded 21541 9072 12469 21541 9072 12469
Profit Streak 46.3649 46.3649 55.5316 46.3649 46.3649 55.5316
Trades During Streak 3 1 2 3 1 2
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 396187 -118322 -154197 -34959 -512049 -151055
Evaluation Data
{
    "trading_pair": "FIL_USDT",
    "interval": "2h",
    "packets": 25000,
    "actual_packets": 21774,
    "evaluation_days": 1814.5,
    "actual_first_datapoint_time": 1602777600000,
    "first_datapoint_time": 1604109600000,
    "last_datapoint_time": 1759586400000,
    "evaluation_time": 1759589128830,
    "expiration_time": 1765230220800,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "sma",
        "factors": {
            "length": 186,
            "offset": 0
        }
    },
    "second_band": {
        "type": "hma",
        "factors": {
            "length": 164,
            "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": [
        [
            572568.1826485185,
            365428.96643609,
            207139.2162124286,
            761665.646332966,
            27745.2381336045,
            733920.4081993613
        ],
        [
            572.568183,
            365.428966,
            207.139216,
            761.665646,
            27.745238,
            733.920408
        ],
        [
            0.315551,
            0.201394,
            0.114158,
            0.118764,
            0.013496,
            0.116958
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -78451,
            -82514,
            -58265,
            -544752,
            -604599,
            -268382
        ],
        [
            1.881498,
            2.018867,
            1.712117,
            1.214116,
            1.013893,
            1.470425
        ],
        [
            133,
            66,
            67,
            133,
            66,
            67
        ],
        [
            55,
            23,
            32,
            55,
            23,
            32
        ],
        [
            78,
            43,
            35,
            78,
            43,
            35
        ],
        [
            41.353383,
            34.848485,
            47.761194,
            41.353383,
            34.848485,
            47.761194
        ],
        [
            2.668306,
            3.774403,
            1.872628,
            1.721837,
            1.895538,
            1.608277
        ],
        [
            307156,
            307156,
            71503,
            457539,
            457539,
            297189
        ],
        [
            -41020,
            -31049,
            -41020,
            -268382,
            -134055,
            -268382
        ],
        [
            161,
            137,
            186,
            161,
            137,
            186
        ],
        [
            262,
            222,
            291,
            262,
            222,
            291
        ],
        [
            91,
            92,
            90,
            91,
            92,
            90
        ],
        [
            21541,
            9072,
            12469,
            21541,
            9072,
            12469
        ],
        [
            46.364917,
            46.364917,
            55.531584,
            46.364917,
            46.364917,
            55.531584
        ],
        [
            3,
            1,
            2,
            3,
            1,
            2
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            396187,
            -118322,
            -154197,
            -34959,
            -512049,
            -151055
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "FIL_USDT",
    "interval": "2h",
    "packets": 25000,
    "actual_packets": 21774,
    "evaluation_days": 1814.5,
    "actual_first_datapoint_time": 1602777600000,
    "first_datapoint_time": 1604109600000,
    "last_datapoint_time": 1759586400000,
    "evaluation_time": 1759589128830,
    "expiration_time": 1765230220800,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "sma",
        "factors": {
            "length": 186,
            "offset": 0
        }
    },
    "second_band": {
        "type": "hma",
        "factors": {
            "length": 164,
            "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)