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Trade: FIL/USDT/720/SWMA/MIDPRICE/5259

Strategy
FIL/USDT/720/SWMA/MIDPRICE/5259
Pair
FIL_USDT
Interval
12h
Score
420634
Daily Profit
0.224943
Profit Factor
1.549341
Profitability
50.000000
Streak
31.441941
Best Strategy
Training Data Length
1812.000000
Evaluation Time
2025-10-01 13:36
Expiration Time
2025-11-24 10:38

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 407596.8057 273995.5103 133601.2954 48483.4275 -90155.5104 138638.9379
Total P&L (%) 407.5968 273.9955 133.6013 48.4834 -90.1555 138.6389
Avg Daily Profit (%) 0.2249 0.1512 0.0737 0.0218 -0.1279 0.048
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -190353 -203466 -48199 -531948 -557594 -178655
Profit Factor 1.5493 1.5236 1.611 1.0292 0.923 1.2839
Total Trades 118 59 59 118 59 59
Winning Trades 59 23 36 59 23 36
Losing Trades 59 36 23 59 36 23
Profitability (%) 50 38.9831 61.0169 50 38.9831 61.0169
Ratio Avg Win / Avg Loss 1.5493 2.3847 1.0292 1.0292 1.4448 0.8203
Largest Winning Trade 247786 247786 36070 352483 352483 151841
Largest Losing Trade -54588 -54588 -31520 -178655 -168704 -178655
Avg Bars in Trades 29 41 16 29 41 16
Avg Bars in Winners 33 52 20 33 52 20
Avg Bars in Losers 25 35 10 25 35 10
Bars Traded 3464 2475 988 3464 2475 988
Profit Streak 31.4419 37.4419 0 31.4419 37.4419 0
Trades During Streak 1 2 0 1 2 0
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 420634 -170487 -267534 -352449 -759364 -305444
Evaluation Data
{
    "trading_pair": "FIL_USDT",
    "interval": "12h",
    "packets": 25000,
    "actual_packets": 3624,
    "evaluation_days": 1812,
    "actual_first_datapoint_time": 1602763200000,
    "first_datapoint_time": 1605571200000,
    "last_datapoint_time": 1759276800000,
    "evaluation_time": 1759314983713,
    "expiration_time": 1763973504000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "swma",
        "factors": {
            "length": 43,
            "offset": 0
        }
    },
    "second_band": {
        "type": "midprice",
        "factors": {
            "length": 66,
            "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": [
        [
            407596.8057397404,
            273995.510303377,
            133601.2954363634,
            48483.4274860923,
            -90155.5104342383,
            138638.9379203307
        ],
        [
            407.596806,
            273.99551,
            133.601295,
            48.483427,
            -90.15551,
            138.638938
        ],
        [
            0.224943,
            0.151212,
            0.073731,
            0.021818,
            -0.127857,
            0.048013
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -190353,
            -203466,
            -48199,
            -531948,
            -557594,
            -178655
        ],
        [
            1.549341,
            1.523586,
            1.610977,
            1.029209,
            0.923044,
            1.283892
        ],
        [
            118,
            59,
            59,
            118,
            59,
            59
        ],
        [
            59,
            23,
            36,
            59,
            23,
            36
        ],
        [
            59,
            36,
            23,
            59,
            36,
            23
        ],
        [
            50,
            38.983051,
            61.016949,
            50,
            38.983051,
            61.016949
        ],
        [
            1.549341,
            2.384743,
            1.029235,
            1.029209,
            1.444765,
            0.820264
        ],
        [
            247786,
            247786,
            36070,
            352483,
            352483,
            151841
        ],
        [
            -54588,
            -54588,
            -31520,
            -178655,
            -168704,
            -178655
        ],
        [
            29,
            41,
            16,
            29,
            41,
            16
        ],
        [
            33,
            52,
            20,
            33,
            52,
            20
        ],
        [
            25,
            35,
            10,
            25,
            35,
            10
        ],
        [
            3464,
            2475,
            988,
            3464,
            2475,
            988
        ],
        [
            31.441941,
            37.441941,
            0,
            31.441941,
            37.441941,
            0
        ],
        [
            1,
            2,
            0,
            1,
            2,
            0
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            420634,
            -170487,
            -267534,
            -352449,
            -759364,
            -305444
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "FIL_USDT",
    "interval": "12h",
    "packets": 25000,
    "actual_packets": 3624,
    "evaluation_days": 1812,
    "actual_first_datapoint_time": 1602763200000,
    "first_datapoint_time": 1605571200000,
    "last_datapoint_time": 1759276800000,
    "evaluation_time": 1759314983713,
    "expiration_time": 1763973504000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "swma",
        "factors": {
            "length": 43,
            "offset": 0
        }
    },
    "second_band": {
        "type": "midprice",
        "factors": {
            "length": 66,
            "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)