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Trade: FIL/USDT/5/DEMA/KCB/8108

Strategy
FIL/USDT/5/DEMA/KCB/8108
Pair
FIL_USDT
Interval
5m
Score
713245
Daily Profit
0.711008
Profit Factor
3.455498
Profitability
70.588235
Streak
10.167983
Best Strategy
Training Data Length
86.810000
Evaluation Time
2025-10-13 22:31
Expiration Time
2025-12-27 21:25

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 78141.5839 16048.36 62093.224 103169.6764 18196.2199 84973.4566
Total P&L (%) 78.1416 16.0484 62.0932 103.1697 18.1962 84.9735
Avg Daily Profit (%) 0.9001 0.1849 0.7153 0.8199 0.1928 0.711
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -17458 -11370 -10736 -18220 -13960 -14312
Profit Factor 2.2844 1.494 3.1903 2.3544 1.4377 3.4555
Total Trades 69 35 34 69 35 34
Winning Trades 45 21 24 45 21 24
Losing Trades 24 14 10 24 14 10
Profitability (%) 65.2174 60 70.5882 65.2174 60 70.5882
Ratio Avg Win / Avg Loss 1.2184 0.996 1.3293 1.2557 0.9585 1.4398
Largest Winning Trade 28761 8172 28761 46409 8826 46409
Largest Losing Trade -9940 -8559 -9940 -11699 -11699 -10012
Avg Bars in Trades 345 345 345 345 345 345
Avg Bars in Winners 299 269 326 299 269 326
Avg Bars in Losers 430 459 390 430 459 390
Bars Traded 23819 12086 11733 23819 12086 11733
Profit Streak 0 0 10.168 0 0 10.168
Trades During Streak 0 0 5 0 0 5
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score -89899 -3089 677156 -89834 -1933 713245
Evaluation Data
{
    "trading_pair": "FIL_USDT",
    "interval": "5m",
    "packets": 25000,
    "actual_packets": 25000,
    "evaluation_days": 86.81,
    "actual_first_datapoint_time": 1752883800000,
    "first_datapoint_time": 1752942300000,
    "last_datapoint_time": 1760383500000,
    "evaluation_time": 1760383913718,
    "expiration_time": 1766863500000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "dema",
        "factors": {
            "length": 196,
            "offset": 0
        }
    },
    "second_band": {
        "type": "kcb",
        "factors": {
            "length": 82,
            "offset": 0,
            "scalar": 2
        }
    }
}
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": [
        [
            78141.5839125015,
            16048.3599534373,
            62093.2239590642,
            103169.6764467289,
            18196.2198837153,
            84973.4565630137
        ],
        [
            78.141584,
            16.04836,
            62.093224,
            103.169676,
            18.19622,
            84.973457
        ],
        [
            0.900145,
            0.184868,
            0.715277,
            0.819921,
            0.192762,
            0.711008
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -17458,
            -11370,
            -10736,
            -18220,
            -13960,
            -14312
        ],
        [
            2.284421,
            1.493972,
            3.190267,
            2.354374,
            1.437727,
            3.455498
        ],
        [
            69,
            35,
            34,
            69,
            35,
            34
        ],
        [
            45,
            21,
            24,
            45,
            21,
            24
        ],
        [
            24,
            14,
            10,
            24,
            14,
            10
        ],
        [
            65.217391,
            60,
            70.588235,
            65.217391,
            60,
            70.588235
        ],
        [
            1.218358,
            0.995982,
            1.329278,
            1.255666,
            0.958485,
            1.439791
        ],
        [
            28761,
            8172,
            28761,
            46409,
            8826,
            46409
        ],
        [
            -9940,
            -8559,
            -9940,
            -11699,
            -11699,
            -10012
        ],
        [
            345,
            345,
            345,
            345,
            345,
            345
        ],
        [
            299,
            269,
            326,
            299,
            269,
            326
        ],
        [
            430,
            459,
            390,
            430,
            459,
            390
        ],
        [
            23819,
            12086,
            11733,
            23819,
            12086,
            11733
        ],
        [
            0,
            0,
            10.167983,
            0,
            0,
            10.167983
        ],
        [
            0,
            0,
            5,
            0,
            0,
            5
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            -89899,
            -3089,
            677156,
            -89834,
            -1933,
            713245
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "FIL_USDT",
    "interval": "5m",
    "packets": 25000,
    "actual_packets": 25000,
    "evaluation_days": 86.81,
    "actual_first_datapoint_time": 1752883800000,
    "first_datapoint_time": 1752942300000,
    "last_datapoint_time": 1760383500000,
    "evaluation_time": 1760383913718,
    "expiration_time": 1766863500000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "dema",
        "factors": {
            "length": 196,
            "offset": 0
        }
    },
    "second_band": {
        "type": "kcb",
        "factors": {
            "length": 82,
            "offset": 0,
            "scalar": 2
        }
    }
}

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)