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Trade: FIL/USDT/360/SSF/TEMA/3893

Strategy
FIL/USDT/360/SSF/TEMA/3893
Pair
FIL_USDT
Interval
6h
Score
424799
Daily Profit
0.177269
Profit Factor
1.972164
Profitability
51.111111
Streak
0.000000
Best Strategy
Training Data Length
1817.500000
Evaluation Time
2025-10-06 23:17
Expiration Time
2025-11-30 08:36

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 595758.4405 343277.3754 252481.0651 1821071.4306 -579288.8771 2400360.3077
Total P&L (%) 595.7584 343.2774 252.4811 1821.0714 -579.2889 2400.3603
Avg Daily Profit (%) 0.3278 0.1889 0.1389 0.1627 0 0.1773
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -72030 -119368 -38912 -1625941 -1448836 -682030
Profit Factor 2.2444 2.0963 2.5245 1.2472 0.8818 1.9722
Total Trades 90 45 45 90 45 45
Winning Trades 35 12 23 35 12 23
Losing Trades 55 33 22 55 33 22
Profitability (%) 38.8889 26.6667 51.1111 38.8889 26.6667 51.1111
Ratio Avg Win / Avg Loss 3.5269 5.7647 2.4148 1.9598 2.4248 1.8864
Largest Winning Trade 258012 258012 69706 1038296 1038296 682844
Largest Losing Trade -38912 -20113 -38912 -575188 -440830 -575188
Avg Bars in Trades 79 63 94 79 63 94
Avg Bars in Winners 138 136 139 138 136 139
Avg Bars in Losers 41 37 46 41 37 46
Bars Traded 7130 2879 4251 7130 2879 4251
Profit Streak 0 0 0 0 0 0
Trades During Streak 0 0 0 0 0 0
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 335558 -10891 -2561 162380 -600403 424799
Evaluation Data
{
    "trading_pair": "FIL_USDT",
    "interval": "6h",
    "packets": 25000,
    "actual_packets": 7270,
    "evaluation_days": 1817.5,
    "actual_first_datapoint_time": 1602763200000,
    "first_datapoint_time": 1604145600000,
    "last_datapoint_time": 1759773600000,
    "evaluation_time": 1759781866320,
    "expiration_time": 1764484560000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "ssf",
        "factors": {
            "length": 203,
            "offset": 0,
            "poles": 2
        }
    },
    "second_band": {
        "type": "tema",
        "factors": {
            "length": 65,
            "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": [
        [
            595758.4405302868,
            343277.3754396322,
            252481.0650906549,
            1821071.4306018732,
            -579288.8771405304,
            2400360.307742403
        ],
        [
            595.758441,
            343.277375,
            252.481065,
            1821.071431,
            -579.288877,
            2400.360308
        ],
        [
            0.32779,
            0.188873,
            0.138917,
            0.162744,
            0,
            0.177269
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -72030,
            -119368,
            -38912,
            -1625941,
            -1448836,
            -682030
        ],
        [
            2.24441,
            2.096252,
            2.524546,
            1.247162,
            0.88175,
            1.972164
        ],
        [
            90,
            45,
            45,
            90,
            45,
            45
        ],
        [
            35,
            12,
            23,
            35,
            12,
            23
        ],
        [
            55,
            33,
            22,
            55,
            33,
            22
        ],
        [
            38.888889,
            26.666667,
            51.111111,
            38.888889,
            26.666667,
            51.111111
        ],
        [
            3.526929,
            5.764693,
            2.414783,
            1.959826,
            2.424811,
            1.886418
        ],
        [
            258012,
            258012,
            69706,
            1038296,
            1038296,
            682844
        ],
        [
            -38912,
            -20113,
            -38912,
            -575188,
            -440830,
            -575188
        ],
        [
            79,
            63,
            94,
            79,
            63,
            94
        ],
        [
            138,
            136,
            139,
            138,
            136,
            139
        ],
        [
            41,
            37,
            46,
            41,
            37,
            46
        ],
        [
            7130,
            2879,
            4251,
            7130,
            2879,
            4251
        ],
        [
            0,
            0,
            0,
            0,
            0,
            0
        ],
        [
            0,
            0,
            0,
            0,
            0,
            0
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            335558,
            -10891,
            -2561,
            162380,
            -600403,
            424799
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "FIL_USDT",
    "interval": "6h",
    "packets": 25000,
    "actual_packets": 7270,
    "evaluation_days": 1817.5,
    "actual_first_datapoint_time": 1602763200000,
    "first_datapoint_time": 1604145600000,
    "last_datapoint_time": 1759773600000,
    "evaluation_time": 1759781866320,
    "expiration_time": 1764484560000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "ssf",
        "factors": {
            "length": 203,
            "offset": 0,
            "poles": 2
        }
    },
    "second_band": {
        "type": "tema",
        "factors": {
            "length": 65,
            "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)