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Trade: FIL/USDT/480/SINWMA/SUPERTREND/9466

Strategy
FIL/USDT/480/SINWMA/SUPERTREND/9466
Pair
FIL_USDT
Interval
8h
Score
370401
Daily Profit
0.394928
Profit Factor
2.087363
Profitability
40.540541
Streak
0.000000
Best Strategy
Training Data Length
1812.000000
Evaluation Time
2025-10-01 18:49
Expiration Time
2025-11-24 18:38

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 715609.9079 552254.034 163355.8739 258217.6097 -835515.9719 1093733.5816
Total P&L (%) 715.6099 552.254 163.3559 258.2176 -835.516 1093.7336
Avg Daily Profit (%) 0.3949 0.3048 0.0902 0.0704 0 0.1369
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -176503 -111256 -92345 -1874968 -1508571 -716804
Profit Factor 2.0874 2.4846 1.5709 1.0483 0.751 1.5478
Total Trades 111 56 55 111 56 55
Winning Trades 45 21 24 45 21 24
Losing Trades 66 35 31 66 35 31
Profitability (%) 40.5405 37.5 43.6364 40.5405 37.5 43.6364
Ratio Avg Win / Avg Loss 3.0615 4.141 2.0291 1.5374 1.2516 1.9992
Largest Winning Trade 626568 626568 69461 677967 672587 677967
Largest Losing Trade -46601 -33215 -46601 -514986 -514986 -224466
Avg Bars in Trades 47 44 49 47 44 49
Avg Bars in Winners 62 59 65 62 59 65
Avg Bars in Losers 36 35 36 36 35 36
Bars Traded 5218 2496 2722 5218 2496 2722
Profit Streak 0 0 28.6597 0 0 28.6597
Trades During Streak 0 0 1 0 0 1
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 370401 -171525 -251742 -268606 -764305 -189082
Evaluation Data
{
    "trading_pair": "FIL_USDT",
    "interval": "8h",
    "packets": 25000,
    "actual_packets": 5436,
    "evaluation_days": 1812,
    "actual_first_datapoint_time": 1602777600000,
    "first_datapoint_time": 1606723200000,
    "last_datapoint_time": 1759305600000,
    "evaluation_time": 1759333797985,
    "expiration_time": 1764002304000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "sinwma",
        "factors": {
            "length": 138,
            "offset": 0
        }
    },
    "second_band": {
        "type": "supertrend",
        "factors": {
            "length": 136,
            "offset": 0,
            "multiplier": 2.94747
        }
    }
}
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": [
        [
            715609.9079040831,
            552254.0339883512,
            163355.8739157313,
            258217.6097475523,
            -835515.9718824031,
            1093733.5816299557
        ],
        [
            715.609908,
            552.254034,
            163.355874,
            258.21761,
            -835.515972,
            1093.733582
        ],
        [
            0.394928,
            0.304776,
            0.090152,
            0.070443,
            0,
            0.136941
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -176503,
            -111256,
            -92345,
            -1874968,
            -1508571,
            -716804
        ],
        [
            2.087363,
            2.484594,
            1.570925,
            1.048251,
            0.750962,
            1.547798
        ],
        [
            111,
            56,
            55,
            111,
            56,
            55
        ],
        [
            45,
            21,
            24,
            45,
            21,
            24
        ],
        [
            66,
            35,
            31,
            66,
            35,
            31
        ],
        [
            40.540541,
            37.5,
            43.636364,
            40.540541,
            37.5,
            43.636364
        ],
        [
            3.061466,
            4.14099,
            2.029112,
            1.537434,
            1.251604,
            1.99924
        ],
        [
            626568,
            626568,
            69461,
            677967,
            672587,
            677967
        ],
        [
            -46601,
            -33215,
            -46601,
            -514986,
            -514986,
            -224466
        ],
        [
            47,
            44,
            49,
            47,
            44,
            49
        ],
        [
            62,
            59,
            65,
            62,
            59,
            65
        ],
        [
            36,
            35,
            36,
            36,
            35,
            36
        ],
        [
            5218,
            2496,
            2722,
            5218,
            2496,
            2722
        ],
        [
            0,
            0,
            28.659699,
            0,
            0,
            28.659699
        ],
        [
            0,
            0,
            1,
            0,
            0,
            1
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            370401,
            -171525,
            -251742,
            -268606,
            -764305,
            -189082
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "FIL_USDT",
    "interval": "8h",
    "packets": 25000,
    "actual_packets": 5436,
    "evaluation_days": 1812,
    "actual_first_datapoint_time": 1602777600000,
    "first_datapoint_time": 1606723200000,
    "last_datapoint_time": 1759305600000,
    "evaluation_time": 1759333797985,
    "expiration_time": 1764002304000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "sinwma",
        "factors": {
            "length": 138,
            "offset": 0
        }
    },
    "second_band": {
        "type": "supertrend",
        "factors": {
            "length": 136,
            "offset": 0,
            "multiplier": 2.94747
        }
    }
}

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)