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Trade: FIL/USDT/5/T3/SMA/7100

Strategy
FIL/USDT/5/T3/SMA/7100
Pair
FIL_USDT
Interval
5m
Score
399554
Daily Profit
0.475555
Profit Factor
1.816273
Profitability
58.333333
Streak
9.228975
Best Strategy
Training Data Length
86.810000
Evaluation Time
2025-10-12 19:19
Expiration Time
2025-12-26 18:15

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 42648.8885 1365.9943 41282.8942 41665.9651 -1207.5822 42873.5472
Total P&L (%) 42.6489 1.366 41.2829 41.666 -1.2076 42.8735
Avg Daily Profit (%) 0.4913 0.0157 0.4756 0.402 -0.014 0.4118
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -22219 -15636 -12910 -21027 -16491 -11670
Profit Factor 1.4037 1.0248 1.8163 1.4157 0.9772 1.9049
Total Trades 96 48 48 96 48 48
Winning Trades 54 26 28 54 26 28
Losing Trades 42 22 20 42 22 20
Profitability (%) 56.25 54.1667 58.3333 56.25 54.1667 58.3333
Ratio Avg Win / Avg Loss 1.0917 0.8671 1.2973 1.1011 0.8268 1.3606
Largest Winning Trade 28290 8377 28290 31240 7112 31240
Largest Losing Trade -8829 -8526 -8829 -8052 -8052 -7834
Avg Bars in Trades 252 251 252 252 251 252
Avg Bars in Winners 199 164 232 199 164 232
Avg Bars in Losers 319 354 281 319 354 281
Bars Traded 24200 12064 12136 24200 12064 12136
Profit Streak 5.0693 5.0693 9.229 5.0693 5.0693 9.229
Trades During Streak 5 2 6 5 2 6
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 347453 -532649 399554 319491 -580911 391198
Evaluation Data
{
    "trading_pair": "FIL_USDT",
    "interval": "5m",
    "packets": 25000,
    "actual_packets": 25000,
    "evaluation_days": 86.81,
    "actual_first_datapoint_time": 1752786000000,
    "first_datapoint_time": 1752846600000,
    "last_datapoint_time": 1760285700000,
    "evaluation_time": 1760285983481,
    "expiration_time": 1766765700000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "t3",
        "factors": {
            "length": 123,
            "offset": 0,
            "a": 0.79115
        }
    },
    "second_band": {
        "type": "sma",
        "factors": {
            "length": 203,
            "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": [
        [
            42648.88847159,
            1365.994262369,
            41282.894209221,
            41665.9650840569,
            -1207.5821559412,
            42873.5472399981
        ],
        [
            42.648888,
            1.365994,
            41.282894,
            41.665965,
            -1.207582,
            42.873547
        ],
        [
            0.49129,
            0.015735,
            0.475555,
            0.402029,
            -0.013994,
            0.411847
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -22219,
            -15636,
            -12910,
            -21027,
            -16491,
            -11670
        ],
        [
            1.403677,
            1.024802,
            1.816273,
            1.415715,
            0.97715,
            1.904888
        ],
        [
            96,
            48,
            48,
            96,
            48,
            48
        ],
        [
            54,
            26,
            28,
            54,
            26,
            28
        ],
        [
            42,
            22,
            20,
            42,
            22,
            20
        ],
        [
            56.25,
            54.166667,
            58.333333,
            56.25,
            54.166667,
            58.333333
        ],
        [
            1.091749,
            0.86714,
            1.297338,
            1.101112,
            0.826819,
            1.360634
        ],
        [
            28290,
            8377,
            28290,
            31240,
            7112,
            31240
        ],
        [
            -8829,
            -8526,
            -8829,
            -8052,
            -8052,
            -7834
        ],
        [
            252,
            251,
            252,
            252,
            251,
            252
        ],
        [
            199,
            164,
            232,
            199,
            164,
            232
        ],
        [
            319,
            354,
            281,
            319,
            354,
            281
        ],
        [
            24200,
            12064,
            12136,
            24200,
            12064,
            12136
        ],
        [
            5.069253,
            5.069253,
            9.228975,
            5.069253,
            5.069253,
            9.228975
        ],
        [
            5,
            2,
            6,
            5,
            2,
            6
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            347453,
            -532649,
            399554,
            319491,
            -580911,
            391198
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "FIL_USDT",
    "interval": "5m",
    "packets": 25000,
    "actual_packets": 25000,
    "evaluation_days": 86.81,
    "actual_first_datapoint_time": 1752786000000,
    "first_datapoint_time": 1752846600000,
    "last_datapoint_time": 1760285700000,
    "evaluation_time": 1760285983481,
    "expiration_time": 1766765700000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "t3",
        "factors": {
            "length": 123,
            "offset": 0,
            "a": 0.79115
        }
    },
    "second_band": {
        "type": "sma",
        "factors": {
            "length": 203,
            "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)