← Back to list  ·  Browse strategies →  ·  Learning hub →

Trade: FIL/USDT/120/SSF/JMA/9149

Strategy
FIL/USDT/120/SSF/JMA/9149
Pair
FIL_USDT
Interval
2h
Score
399508
Daily Profit
0.333048
Profit Factor
1.811990
Profitability
41.111111
Streak
31.361065
Best Strategy
Training Data Length
1818.420000
Evaluation Time
2025-10-08 15:39
Expiration Time
2025-12-13 01:06

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 605620.3197 342536.7741 263083.5456 1698499.7584 -319082.1628 2017581.9212
Total P&L (%) 605.6203 342.5368 263.0835 1698.4998 -319.0822 2017.5819
Avg Daily Profit (%) 0.333 0.1884 0.1447 0.159 0 0.168
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -94639 -78115 -44417 -2974914 -2398909 -1255659
Profit Factor 1.812 1.7904 1.842 1.1318 0.9562 1.3604
Total Trades 180 90 90 180 90 90
Winning Trades 74 28 46 74 28 46
Losing Trades 106 62 44 106 62 44
Profitability (%) 41.1111 31.1111 51.1111 41.1111 31.1111 51.1111
Ratio Avg Win / Avg Loss 2.5956 3.9644 1.7619 1.6212 2.1174 1.3013
Largest Winning Trade 225740 225740 53300 1518037 1518037 1145475
Largest Losing Trade -25997 -16466 -25997 -683603 -635215 -683603
Avg Bars in Trades 120 109 130 120 109 130
Avg Bars in Winners 184 188 181 184 188 181
Avg Bars in Losers 75 73 77 75 73 77
Bars Traded 21602 9853 11749 21602 9853 11749
Profit Streak 31.3611 44.1111 31.3611 31.3611 44.1111 31.3611
Trades During Streak 2 1 1 2 1 1
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 399508 137233 142644 -68282 -585105 309179
Evaluation Data
{
    "trading_pair": "FIL_USDT",
    "interval": "2h",
    "packets": 25000,
    "actual_packets": 21821,
    "evaluation_days": 1818.42,
    "actual_first_datapoint_time": 1602777600000,
    "first_datapoint_time": 1603490400000,
    "last_datapoint_time": 1759924800000,
    "evaluation_time": 1759927196007,
    "expiration_time": 1765580803200,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "ssf",
        "factors": {
            "length": 248,
            "offset": 0,
            "poles": 2
        }
    },
    "second_band": {
        "type": "jma",
        "factors": {
            "length": 100,
            "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": [
        [
            605620.3197205843,
            342536.7740843231,
            263083.5456362607,
            1698499.7583891263,
            -319082.162845873,
            2017581.9212350007
        ],
        [
            605.62032,
            342.536774,
            263.083546,
            1698.499758,
            -319.082163,
            2017.581921
        ],
        [
            0.333048,
            0.188371,
            0.144677,
            0.15903,
            0,
            0.168026
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -94639,
            -78115,
            -44417,
            -2974914,
            -2398909,
            -1255659
        ],
        [
            1.81199,
            1.790359,
            1.841993,
            1.131783,
            0.956237,
            1.360441
        ],
        [
            180,
            90,
            90,
            180,
            90,
            90
        ],
        [
            74,
            28,
            46,
            74,
            28,
            46
        ],
        [
            106,
            62,
            44,
            106,
            62,
            44
        ],
        [
            41.111111,
            31.111111,
            51.111111,
            41.111111,
            31.111111,
            51.111111
        ],
        [
            2.595553,
            3.964367,
            1.761906,
            1.621202,
            2.117381,
            1.301292
        ],
        [
            225740,
            225740,
            53300,
            1518037,
            1518037,
            1145475
        ],
        [
            -25997,
            -16466,
            -25997,
            -683603,
            -635215,
            -683603
        ],
        [
            120,
            109,
            130,
            120,
            109,
            130
        ],
        [
            184,
            188,
            181,
            184,
            188,
            181
        ],
        [
            75,
            73,
            77,
            75,
            73,
            77
        ],
        [
            21602,
            9853,
            11749,
            21602,
            9853,
            11749
        ],
        [
            31.361065,
            44.111065,
            31.361065,
            31.361065,
            44.111065,
            31.361065
        ],
        [
            2,
            1,
            1,
            2,
            1,
            1
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            399508,
            137233,
            142644,
            -68282,
            -585105,
            309179
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "FIL_USDT",
    "interval": "2h",
    "packets": 25000,
    "actual_packets": 21821,
    "evaluation_days": 1818.42,
    "actual_first_datapoint_time": 1602777600000,
    "first_datapoint_time": 1603490400000,
    "last_datapoint_time": 1759924800000,
    "evaluation_time": 1759927196007,
    "expiration_time": 1765580803200,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "ssf",
        "factors": {
            "length": 248,
            "offset": 0,
            "poles": 2
        }
    },
    "second_band": {
        "type": "jma",
        "factors": {
            "length": 100,
            "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)