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Trade: FIL/USDT/240/T3/SWMA/2744

Strategy
FIL/USDT/240/T3/SWMA/2744
Pair
FIL_USDT
Interval
4h
Score
455785
Daily Profit
0.155280
Profit Factor
2.752656
Profitability
51.612903
Streak
0.000000
Best Strategy
Training Data Length
1809.670000
Evaluation Time
2025-09-29 10:25
Expiration Time
2025-11-22 12:57

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 437976.6169 281006.4296 156970.1873 198881.492 161025.619 37855.8731
Total P&L (%) 437.9766 281.0064 156.9702 198.8815 161.0256 37.8559
Avg Daily Profit (%) 0.242 0.1553 0.0867 0.0605 0.053 0.0177
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -130180 -64812 -110657 -1986094 -536733 -2110581
Profit Factor 1.999 2.7527 1.5645 1.0379 1.1235 1.0096
Total Trades 62 31 31 62 31 31
Winning Trades 33 16 17 33 16 17
Losing Trades 29 15 14 29 15 14
Profitability (%) 53.2258 51.6129 54.8387 53.2258 51.6129 54.8387
Ratio Avg Win / Avg Loss 1.7567 2.5806 1.2884 0.9121 1.0533 0.8314
Largest Winning Trade 240123 240123 67519 821958 394883 821958
Largest Losing Trade -66154 -29467 -66154 -1451232 -344288 -1451232
Avg Bars in Trades 167 140 194 167 140 194
Avg Bars in Winners 211 154 264 211 154 264
Avg Bars in Losers 118 125 110 118 125 110
Bars Traded 10409 4365 6044 10409 4365 6044
Profit Streak 29.6426 0 68.8093 29.6426 0 68.8093
Trades During Streak 1 0 2 1 0 2
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score -145762 455785 -73896 -450205 -206562 -381658
Evaluation Data
{
    "trading_pair": "FIL_USDT",
    "interval": "4h",
    "packets": 25000,
    "actual_packets": 10858,
    "evaluation_days": 1809.67,
    "actual_first_datapoint_time": 1602777600000,
    "first_datapoint_time": 1605384000000,
    "last_datapoint_time": 1759118400000,
    "evaluation_time": 1759130722237,
    "expiration_time": 1763809056000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "t3",
        "factors": {
            "length": 182,
            "offset": 0,
            "a": 0.51263
        }
    },
    "second_band": {
        "type": "swma",
        "factors": {
            "length": 76,
            "offset": 47
        }
    }
}
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": [
        [
            437976.616854894,
            281006.4296001733,
            156970.1872547212,
            198881.4920455625,
            161025.6189525076,
            37855.8730930552
        ],
        [
            437.976617,
            281.00643,
            156.970187,
            198.881492,
            161.025619,
            37.855873
        ],
        [
            0.24202,
            0.15528,
            0.08674,
            0.06052,
            0.053032,
            0.017742
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -130180,
            -64812,
            -110657,
            -1986094,
            -536733,
            -2110581
        ],
        [
            1.999042,
            2.752656,
            1.564509,
            1.037857,
            1.123539,
            1.009584
        ],
        [
            62,
            31,
            31,
            62,
            31,
            31
        ],
        [
            33,
            16,
            17,
            33,
            16,
            17
        ],
        [
            29,
            15,
            14,
            29,
            15,
            14
        ],
        [
            53.225806,
            51.612903,
            54.83871,
            53.225806,
            51.612903,
            54.83871
        ],
        [
            1.756734,
            2.580615,
            1.28842,
            0.912056,
            1.053318,
            0.831422
        ],
        [
            240123,
            240123,
            67519,
            821958,
            394883,
            821958
        ],
        [
            -66154,
            -29467,
            -66154,
            -1451232,
            -344288,
            -1451232
        ],
        [
            167,
            140,
            194,
            167,
            140,
            194
        ],
        [
            211,
            154,
            264,
            211,
            154,
            264
        ],
        [
            118,
            125,
            110,
            118,
            125,
            110
        ],
        [
            10409,
            4365,
            6044,
            10409,
            4365,
            6044
        ],
        [
            29.642618,
            0,
            68.809285,
            29.642618,
            0,
            68.809285
        ],
        [
            1,
            0,
            2,
            1,
            0,
            2
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            -145762,
            455785,
            -73896,
            -450205,
            -206562,
            -381658
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "FIL_USDT",
    "interval": "4h",
    "packets": 25000,
    "actual_packets": 10858,
    "evaluation_days": 1809.67,
    "actual_first_datapoint_time": 1602777600000,
    "first_datapoint_time": 1605384000000,
    "last_datapoint_time": 1759118400000,
    "evaluation_time": 1759130722237,
    "expiration_time": 1763809056000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "t3",
        "factors": {
            "length": 182,
            "offset": 0,
            "a": 0.51263
        }
    },
    "second_band": {
        "type": "swma",
        "factors": {
            "length": 76,
            "offset": 47
        }
    }
}

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)