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Trade: FIL/USDT/720/HILO/TEMA/5725

Strategy
FIL/USDT/720/HILO/TEMA/5725
Pair
FIL_USDT
Interval
12h
Score
439804
Daily Profit
0.485514
Profit Factor
2.614353
Profitability
37.419355
Streak
20.032095
Best Strategy
Training Data Length
1820.000000
Evaluation Time
2025-10-09 15:46
Expiration Time
2025-12-02 16:24

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 883635.2273 614461.3075 269173.9198 3162614.4016 -732786.6787 3895401.0803
Total P&L (%) 883.6352 614.4613 269.1739 3162.6144 -732.7867 3895.4011
Avg Daily Profit (%) 0.4855 0.3376 0.1479 0.1917 0 0.2028
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -114071 -78301 -82783 -9851308 -6081945 -5670465
Profit Factor 2.6144 2.854 2.2465 1.1141 0.9541 1.3312
Total Trades 155 77 78 155 77 78
Winning Trades 58 21 37 58 21 37
Losing Trades 97 56 41 97 56 41
Profitability (%) 37.4194 27.2727 47.4359 37.4194 27.2727 47.4359
Ratio Avg Win / Avg Loss 4.3723 7.6108 2.4894 1.8632 2.5443 1.4751
Largest Winning Trade 553305 553305 69206 3927926 3927926 2624706
Largest Losing Trade -30340 -30340 -20924 -2902766 -2902766 -1394503
Avg Bars in Trades 23 20 25 23 20 25
Avg Bars in Winners 42 45 41 42 45 41
Avg Bars in Losers 11 11 11 11 11 11
Bars Traded 3567 1593 1974 3567 1593 1974
Profit Streak 20.0321 0 23.0321 20.0321 0 23.0321
Trades During Streak 1 0 1 1 0 1
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 439804 -46816 -25963 -89222 -639478 -26294
Evaluation Data
{
    "trading_pair": "FIL_USDT",
    "interval": "12h",
    "packets": 25000,
    "actual_packets": 3640,
    "evaluation_days": 1820,
    "actual_first_datapoint_time": 1602763200000,
    "first_datapoint_time": 1604923200000,
    "last_datapoint_time": 1759968000000,
    "evaluation_time": 1760013973001,
    "expiration_time": 1764685440000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "hilo",
        "factors": {
            "length": 0,
            "offset": 0
        }
    },
    "second_band": {
        "type": "tema",
        "factors": {
            "length": 51,
            "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": [
        [
            883635.2272843077,
            614461.3075054646,
            269173.9197788428,
            3162614.401551324,
            -732786.67874309,
            3895401.080294409
        ],
        [
            883.635227,
            614.461308,
            269.17392,
            3162.614402,
            -732.786679,
            3895.40108
        ],
        [
            0.485514,
            0.337616,
            0.147898,
            0.191673,
            0,
            0.202828
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -114071,
            -78301,
            -82783,
            -9851308,
            -6081945,
            -5670465
        ],
        [
            2.614353,
            2.854034,
            2.246502,
            1.114067,
            0.954095,
            1.331161
        ],
        [
            155,
            77,
            78,
            155,
            77,
            78
        ],
        [
            58,
            21,
            37,
            58,
            21,
            37
        ],
        [
            97,
            56,
            41,
            97,
            56,
            41
        ],
        [
            37.419355,
            27.272727,
            47.435897,
            37.419355,
            27.272727,
            47.435897
        ],
        [
            4.372279,
            7.610758,
            2.489367,
            1.863181,
            2.544253,
            1.47507
        ],
        [
            553305,
            553305,
            69206,
            3927926,
            3927926,
            2624706
        ],
        [
            -30340,
            -30340,
            -20924,
            -2902766,
            -2902766,
            -1394503
        ],
        [
            23,
            20,
            25,
            23,
            20,
            25
        ],
        [
            42,
            45,
            41,
            42,
            45,
            41
        ],
        [
            11,
            11,
            11,
            11,
            11,
            11
        ],
        [
            3567,
            1593,
            1974,
            3567,
            1593,
            1974
        ],
        [
            20.032095,
            0,
            23.032095,
            20.032095,
            0,
            23.032095
        ],
        [
            1,
            0,
            1,
            1,
            0,
            1
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            439804,
            -46816,
            -25963,
            -89222,
            -639478,
            -26294
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "FIL_USDT",
    "interval": "12h",
    "packets": 25000,
    "actual_packets": 3640,
    "evaluation_days": 1820,
    "actual_first_datapoint_time": 1602763200000,
    "first_datapoint_time": 1604923200000,
    "last_datapoint_time": 1759968000000,
    "evaluation_time": 1760013973001,
    "expiration_time": 1764685440000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "hilo",
        "factors": {
            "length": 0,
            "offset": 0
        }
    },
    "second_band": {
        "type": "tema",
        "factors": {
            "length": 51,
            "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)