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Trade: FIL/USDT/720/EMA/EMA/1376

Strategy
FIL/USDT/720/EMA/EMA/1376
Pair
FIL_USDT
Interval
12h
Score
379498
Daily Profit
0.189972
Profit Factor
1.718398
Profitability
48.387097
Streak
0.000000
Best Strategy
Training Data Length
1816.000000
Evaluation Time
2025-10-05 05:36
Expiration Time
2025-11-28 13:31

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 770449.439 525756.162 244693.277 2513206.4335 -526203.1762 3039409.6096
Total P&L (%) 770.4494 525.7562 244.6933 2513.2064 -526.2032 3039.4096
Avg Daily Profit (%) 0.4243 0.2895 0.1347 0.1799 0 0.19
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -70151 -80219 -33637 -3930712 -4278016 -1486618
Profit Factor 3.1906 3.3891 2.8588 1.2208 0.9264 1.7184
Total Trades 63 32 31 63 32 31
Winning Trades 24 9 15 24 9 15
Losing Trades 39 23 16 39 23 16
Profitability (%) 38.0952 28.125 48.3871 38.0952 28.125 48.3871
Ratio Avg Win / Avg Loss 5.1847 8.6611 3.0493 1.9837 2.3676 1.833
Largest Winning Trade 475655 475655 71057 2290379 2290379 1605938
Largest Losing Trade -26219 -26219 -24618 -881568 -881568 -645850
Avg Bars in Trades 55 37 74 55 37 74
Avg Bars in Winners 114 93 127 114 93 127
Avg Bars in Losers 19 15 25 19 15 25
Bars Traded 3511 1205 2306 3511 1205 2306
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 -139854 -790 -8358 -147331 -594074 379498
Evaluation Data
{
    "trading_pair": "FIL_USDT",
    "interval": "12h",
    "packets": 25000,
    "actual_packets": 3632,
    "evaluation_days": 1816,
    "actual_first_datapoint_time": 1602763200000,
    "first_datapoint_time": 1604232000000,
    "last_datapoint_time": 1759622400000,
    "evaluation_time": 1759631784250,
    "expiration_time": 1764329472000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "ema",
        "factors": {
            "length": 35,
            "offset": 0
        }
    },
    "second_band": {
        "type": "ema",
        "factors": {
            "length": 25,
            "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": [
        [
            770449.43904113,
            525756.1620435588,
            244693.2769975714,
            2513206.4334633667,
            -526203.17615557,
            3039409.6096189395
        ],
        [
            770.449439,
            525.756162,
            244.693277,
            2513.206433,
            -526.203176,
            3039.40961
        ],
        [
            0.424256,
            0.289513,
            0.134743,
            0.179851,
            0,
            0.189972
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -70151,
            -80219,
            -33637,
            -3930712,
            -4278016,
            -1486618
        ],
        [
            3.1906,
            3.389114,
            2.858753,
            1.22075,
            0.926447,
            1.718398
        ],
        [
            63,
            32,
            31,
            63,
            32,
            31
        ],
        [
            24,
            9,
            15,
            24,
            9,
            15
        ],
        [
            39,
            23,
            16,
            39,
            23,
            16
        ],
        [
            38.095238,
            28.125,
            48.387097,
            38.095238,
            28.125,
            48.387097
        ],
        [
            5.184725,
            8.661069,
            3.049336,
            1.983718,
            2.367587,
            1.832958
        ],
        [
            475655,
            475655,
            71057,
            2290379,
            2290379,
            1605938
        ],
        [
            -26219,
            -26219,
            -24618,
            -881568,
            -881568,
            -645850
        ],
        [
            55,
            37,
            74,
            55,
            37,
            74
        ],
        [
            114,
            93,
            127,
            114,
            93,
            127
        ],
        [
            19,
            15,
            25,
            19,
            15,
            25
        ],
        [
            3511,
            1205,
            2306,
            3511,
            1205,
            2306
        ],
        [
            0,
            0,
            0,
            0,
            0,
            0
        ],
        [
            0,
            0,
            0,
            0,
            0,
            0
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            -139854,
            -790,
            -8358,
            -147331,
            -594074,
            379498
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "FIL_USDT",
    "interval": "12h",
    "packets": 25000,
    "actual_packets": 3632,
    "evaluation_days": 1816,
    "actual_first_datapoint_time": 1602763200000,
    "first_datapoint_time": 1604232000000,
    "last_datapoint_time": 1759622400000,
    "evaluation_time": 1759631784250,
    "expiration_time": 1764329472000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "ema",
        "factors": {
            "length": 35,
            "offset": 0
        }
    },
    "second_band": {
        "type": "ema",
        "factors": {
            "length": 25,
            "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)