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Trade: FIL/USDT/120/SSF/JMA/8728

Strategy
FIL/USDT/120/SSF/JMA/8728
Pair
FIL_USDT
Interval
2h
Score
393573
Daily Profit
0.366506
Profit Factor
1.742981
Profitability
38.396624
Streak
35.570884
Best Strategy
Training Data Length
1822.750000
Evaluation Time
2025-10-13 00:42
Expiration Time
2025-12-17 12:51

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 668048.7856 416060.8081 251987.9774 1133968.3459 137495.0598 996473.2861
Total P&L (%) 668.0488 416.0608 251.988 1133.9683 137.4951 996.4733
Avg Daily Profit (%) 0.3665 0.2283 0.1382 0.138 0.0475 0.1315
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -84399 -86004 -65522 -2417808 -2342325 -2114297
Profit Factor 1.743 1.7916 1.6746 1.0805 1.0189 1.1464
Total Trades 237 119 118 237 119 118
Winning Trades 91 37 54 91 37 54
Losing Trades 146 82 64 146 82 64
Profitability (%) 38.3966 31.0924 45.7627 38.3966 31.0924 45.7627
Ratio Avg Win / Avg Loss 2.7964 3.9705 1.9847 1.7336 2.2581 1.3587
Largest Winning Trade 372997 372997 59029 1088625 1088625 607880
Largest Losing Trade -26946 -20645 -26946 -720424 -569847 -720424
Avg Bars in Trades 91 81 101 91 81 101
Avg Bars in Winners 146 137 151 146 137 151
Avg Bars in Losers 57 55 59 57 55 59
Bars Traded 21688 9671 12017 21688 9671 12017
Profit Streak 35.5709 48.2376 35.5709 35.5709 48.2376 35.5709
Trades During Streak 3 3 1 3 3 1
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 393573 183130 -6651 -141106 -334314 -77922
Evaluation Data
{
    "trading_pair": "FIL_USDT",
    "interval": "2h",
    "packets": 25000,
    "actual_packets": 21873,
    "evaluation_days": 1822.75,
    "actual_first_datapoint_time": 1602777600000,
    "first_datapoint_time": 1603526400000,
    "last_datapoint_time": 1760299200000,
    "evaluation_time": 1760305324386,
    "expiration_time": 1765968681600,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "ssf",
        "factors": {
            "length": 132,
            "offset": 0,
            "poles": 3
        }
    },
    "second_band": {
        "type": "jma",
        "factors": {
            "length": 105,
            "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": [
        [
            668048.7855722869,
            416060.808125008,
            251987.9774472795,
            1133968.345893385,
            137495.0598392966,
            996473.2860540899
        ],
        [
            668.048786,
            416.060808,
            251.987977,
            1133.968346,
            137.49506,
            996.473286
        ],
        [
            0.366506,
            0.22826,
            0.138246,
            0.137954,
            0.047466,
            0.131464
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -84399,
            -86004,
            -65522,
            -2417808,
            -2342325,
            -2114297
        ],
        [
            1.742981,
            1.791562,
            1.674618,
            1.080539,
            1.018903,
            1.146413
        ],
        [
            237,
            119,
            118,
            237,
            119,
            118
        ],
        [
            91,
            37,
            54,
            91,
            37,
            54
        ],
        [
            146,
            82,
            64,
            146,
            82,
            64
        ],
        [
            38.396624,
            31.092437,
            45.762712,
            38.396624,
            31.092437,
            45.762712
        ],
        [
            2.796431,
            3.970488,
            1.984733,
            1.733612,
            2.258108,
            1.358712
        ],
        [
            372997,
            372997,
            59029,
            1088625,
            1088625,
            607880
        ],
        [
            -26946,
            -20645,
            -26946,
            -720424,
            -569847,
            -720424
        ],
        [
            91,
            81,
            101,
            91,
            81,
            101
        ],
        [
            146,
            137,
            151,
            146,
            137,
            151
        ],
        [
            57,
            55,
            59,
            57,
            55,
            59
        ],
        [
            21688,
            9671,
            12017,
            21688,
            9671,
            12017
        ],
        [
            35.570884,
            48.237551,
            35.570884,
            35.570884,
            48.237551,
            35.570884
        ],
        [
            3,
            3,
            1,
            3,
            3,
            1
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            393573,
            183130,
            -6651,
            -141106,
            -334314,
            -77922
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "FIL_USDT",
    "interval": "2h",
    "packets": 25000,
    "actual_packets": 21873,
    "evaluation_days": 1822.75,
    "actual_first_datapoint_time": 1602777600000,
    "first_datapoint_time": 1603526400000,
    "last_datapoint_time": 1760299200000,
    "evaluation_time": 1760305324386,
    "expiration_time": 1765968681600,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "ssf",
        "factors": {
            "length": 132,
            "offset": 0,
            "poles": 3
        }
    },
    "second_band": {
        "type": "jma",
        "factors": {
            "length": 105,
            "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)