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Trade: FIL/USDT/120/SSF/WMA/8693

Strategy
FIL/USDT/120/SSF/WMA/8693
Pair
FIL_USDT
Interval
2h
Score
452529
Daily Profit
0.438115
Profit Factor
1.810281
Profitability
40.425532
Streak
18.064827
Best Strategy
Training Data Length
1818.080000
Evaluation Time
2025-10-08 08:33
Expiration Time
2025-12-12 16:49

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 796528.1852 432113.2913 364414.8939 15838555.6472 -6516363.2928 22354918.9401
Total P&L (%) 796.5282 432.1133 364.4149 15838.5556 -6516.3633 22354.9189
Avg Daily Profit (%) 0.4381 0.2377 0.2004 0.2793 0 0.2982
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -123004 -92675 -50667 -38063685 -33465092 -13452065
Profit Factor 1.8103 1.8084 1.8126 1.1218 0.9109 1.3931
Total Trades 329 165 164 329 165 164
Winning Trades 133 62 71 133 62 71
Losing Trades 196 103 93 196 103 93
Profitability (%) 40.4255 37.5758 43.2927 40.4255 37.5758 43.2927
Ratio Avg Win / Avg Loss 2.6678 3.0042 2.3742 1.6532 1.5133 1.8247
Largest Winning Trade 110714 110714 55158 15116064 15116064 9728163
Largest Losing Trade -22371 -22371 -15206 -4582532 -4582532 -3772954
Avg Bars in Trades 65 63 68 65 63 68
Avg Bars in Winners 106 107 105 106 107 105
Avg Bars in Losers 38 37 39 38 37 39
Bars Traded 21692 10518 11174 21692 10518 11174
Profit Streak 18.0648 18.0648 19.6482 18.0648 18.0648 19.6482
Trades During Streak 2 1 1 2 1 1
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 452529 266946 335360 -77621 -581958 320154
Evaluation Data
{
    "trading_pair": "FIL_USDT",
    "interval": "2h",
    "packets": 25000,
    "actual_packets": 21817,
    "evaluation_days": 1818.08,
    "actual_first_datapoint_time": 1602777600000,
    "first_datapoint_time": 1603144800000,
    "last_datapoint_time": 1759896000000,
    "evaluation_time": 1759901601087,
    "expiration_time": 1765550966400,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "ssf",
        "factors": {
            "length": 129,
            "offset": 0,
            "poles": 2
        }
    },
    "second_band": {
        "type": "wma",
        "factors": {
            "length": 52,
            "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": [
        [
            796528.1852003401,
            432113.2913280929,
            364414.8938722468,
            15838555.647219919,
            -6516363.292841773,
            22354918.940061674
        ],
        [
            796.528185,
            432.113291,
            364.414894,
            15838.555647,
            -6516.363293,
            22354.91894
        ],
        [
            0.438115,
            0.237676,
            0.200439,
            0.279328,
            0,
            0.298236
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -123004,
            -92675,
            -50667,
            -38063685,
            -33465092,
            -13452065
        ],
        [
            1.810281,
            1.808366,
            1.812564,
            1.121832,
            0.910891,
            1.393052
        ],
        [
            329,
            165,
            164,
            329,
            165,
            164
        ],
        [
            133,
            62,
            71,
            133,
            62,
            71
        ],
        [
            196,
            103,
            93,
            196,
            103,
            93
        ],
        [
            40.425532,
            37.575758,
            43.292683,
            40.425532,
            37.575758,
            43.292683
        ],
        [
            2.667783,
            3.004221,
            2.374204,
            1.653226,
            1.513255,
            1.824702
        ],
        [
            110714,
            110714,
            55158,
            15116064,
            15116064,
            9728163
        ],
        [
            -22371,
            -22371,
            -15206,
            -4582532,
            -4582532,
            -3772954
        ],
        [
            65,
            63,
            68,
            65,
            63,
            68
        ],
        [
            106,
            107,
            105,
            106,
            107,
            105
        ],
        [
            38,
            37,
            39,
            38,
            37,
            39
        ],
        [
            21692,
            10518,
            11174,
            21692,
            10518,
            11174
        ],
        [
            18.064827,
            18.064827,
            19.648161,
            18.064827,
            18.064827,
            19.648161
        ],
        [
            2,
            1,
            1,
            2,
            1,
            1
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            452529,
            266946,
            335360,
            -77621,
            -581958,
            320154
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "FIL_USDT",
    "interval": "2h",
    "packets": 25000,
    "actual_packets": 21817,
    "evaluation_days": 1818.08,
    "actual_first_datapoint_time": 1602777600000,
    "first_datapoint_time": 1603144800000,
    "last_datapoint_time": 1759896000000,
    "evaluation_time": 1759901601087,
    "expiration_time": 1765550966400,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "ssf",
        "factors": {
            "length": 129,
            "offset": 0,
            "poles": 2
        }
    },
    "second_band": {
        "type": "wma",
        "factors": {
            "length": 52,
            "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)