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Trade: FIL/USDT/720/SWMA/DEMA/6823

Strategy
FIL/USDT/720/SWMA/DEMA/6823
Pair
FIL_USDT
Interval
12h
Score
392641
Daily Profit
0.349184
Profit Factor
2.005114
Profitability
38.926174
Streak
46.562366
Best Strategy
Training Data Length
1814.500000
Evaluation Time
2025-10-03 16:29
Expiration Time
2025-11-27 00:26

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 633595.0988 378370.8081 255224.2907 2151704.6278 115355.094 2036349.5338
Total P&L (%) 633.5951 378.3708 255.2243 2151.7046 115.3551 2036.3495
Avg Daily Profit (%) 0.3492 0.2085 0.1407 0.1718 0.0423 0.1689
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -69453 -68203 -55822 -1638150 -1854937 -631900
Profit Factor 2.0051 2.0543 1.9401 1.2473 1.0232 1.5449
Total Trades 149 74 75 149 74 75
Winning Trades 58 19 39 58 19 39
Losing Trades 91 55 36 91 55 36
Profitability (%) 38.9262 25.6757 52 38.9262 25.6757 52
Ratio Avg Win / Avg Loss 3.146 5.9468 1.7908 1.9569 2.962 1.4261
Largest Winning Trade 265540 265540 74165 1249935 1249935 634972
Largest Losing Trade -27626 -18214 -27626 -526906 -287098 -526906
Avg Bars in Trades 24 19 28 24 19 28
Avg Bars in Winners 42 42 42 42 42 42
Avg Bars in Losers 12 12 12 12 12 12
Bars Traded 3592 1467 2125 3592 1467 2125
Profit Streak 46.5624 46.5624 87.0624 46.5624 46.5624 87.0624
Trades During Streak 3 1 3 3 1 3
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 392641 -78859 -56635 232306 -420744 -45706
Evaluation Data
{
    "trading_pair": "FIL_USDT",
    "interval": "12h",
    "packets": 25000,
    "actual_packets": 3629,
    "evaluation_days": 1814.5,
    "actual_first_datapoint_time": 1602763200000,
    "first_datapoint_time": 1603886400000,
    "last_datapoint_time": 1759492800000,
    "evaluation_time": 1759498188449,
    "expiration_time": 1764195984000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "swma",
        "factors": {
            "length": 27,
            "offset": 0
        }
    },
    "second_band": {
        "type": "dema",
        "factors": {
            "length": 16,
            "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": [
        [
            633595.0987949515,
            378370.8080603984,
            255224.2907345527,
            2151704.62784514,
            115355.0940300445,
            2036349.5338150952
        ],
        [
            633.595099,
            378.370808,
            255.224291,
            2151.704628,
            115.355094,
            2036.349534
        ],
        [
            0.349184,
            0.208526,
            0.140658,
            0.17178,
            0.042286,
            0.168877
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -69453,
            -68203,
            -55822,
            -1638150,
            -1854937,
            -631900
        ],
        [
            2.005114,
            2.054336,
            1.940051,
            1.247252,
            1.023232,
            1.544888
        ],
        [
            149,
            74,
            75,
            149,
            74,
            75
        ],
        [
            58,
            19,
            39,
            58,
            19,
            39
        ],
        [
            91,
            55,
            36,
            91,
            55,
            36
        ],
        [
            38.926174,
            25.675676,
            52,
            38.926174,
            25.675676,
            52
        ],
        [
            3.145954,
            5.946762,
            1.790817,
            1.956895,
            2.961988,
            1.42605
        ],
        [
            265540,
            265540,
            74165,
            1249935,
            1249935,
            634972
        ],
        [
            -27626,
            -18214,
            -27626,
            -526906,
            -287098,
            -526906
        ],
        [
            24,
            19,
            28,
            24,
            19,
            28
        ],
        [
            42,
            42,
            42,
            42,
            42,
            42
        ],
        [
            12,
            12,
            12,
            12,
            12,
            12
        ],
        [
            3592,
            1467,
            2125,
            3592,
            1467,
            2125
        ],
        [
            46.562366,
            46.562366,
            87.062366,
            46.562366,
            46.562366,
            87.062366
        ],
        [
            3,
            1,
            3,
            3,
            1,
            3
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            392641,
            -78859,
            -56635,
            232306,
            -420744,
            -45706
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "FIL_USDT",
    "interval": "12h",
    "packets": 25000,
    "actual_packets": 3629,
    "evaluation_days": 1814.5,
    "actual_first_datapoint_time": 1602763200000,
    "first_datapoint_time": 1603886400000,
    "last_datapoint_time": 1759492800000,
    "evaluation_time": 1759498188449,
    "expiration_time": 1764195984000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "swma",
        "factors": {
            "length": 27,
            "offset": 0
        }
    },
    "second_band": {
        "type": "dema",
        "factors": {
            "length": 16,
            "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)