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Trade: FIL/USDT/120/BBM/DEMA/1109

Strategy
FIL/USDT/120/BBM/DEMA/1109
Pair
FIL_USDT
Interval
2h
Score
308222
Daily Profit
0.276009
Profit Factor
1.914066
Profitability
35.897436
Streak
51.071928
Best Strategy
Training Data Length
1816.250000
Evaluation Time
2025-10-06 12:43
Expiration Time
2025-12-10 19:14

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 501301.7765 316945.3374 184356.4391 688697.644 -478684.3274 1167381.9714
Total P&L (%) 501.3018 316.9453 184.3564 688.6976 -478.6843 1167.382
Avg Daily Profit (%) 0.276 0.1745 0.1015 0.1138 0 0.1399
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -138815 -86272 -86136 -4642893 -2921699 -2086945
Profit Factor 1.9141 2.0781 1.7246 1.0675 0.9157 1.2584
Total Trades 117 58 59 117 58 59
Winning Trades 42 15 27 42 15 27
Losing Trades 75 43 32 75 43 32
Profitability (%) 35.8974 25.8621 45.7627 35.8974 25.8621 45.7627
Ratio Avg Win / Avg Loss 3.418 5.9571 2.0439 1.9063 2.625 1.4914
Largest Winning Trade 271111 271111 69331 1229828 1229828 1062476
Largest Losing Trade -23831 -16928 -23831 -776061 -591363 -776061
Avg Bars in Trades 184 128 239 184 128 239
Avg Bars in Winners 367 289 411 367 289 411
Avg Bars in Losers 81 71 93 81 71 93
Bars Traded 21533 7431 14102 21533 7431 14102
Profit Streak 51.0719 51.0719 136.8219 51.0719 51.0719 136.8219
Trades During Streak 3 1 4 3 1 4
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 308222 -194430 -231143 -189576 -783784 -182943
Evaluation Data
{
    "trading_pair": "FIL_USDT",
    "interval": "2h",
    "packets": 25000,
    "actual_packets": 21795,
    "evaluation_days": 1816.25,
    "actual_first_datapoint_time": 1602777600000,
    "first_datapoint_time": 1604059200000,
    "last_datapoint_time": 1759737600000,
    "evaluation_time": 1759743814562,
    "expiration_time": 1765386864000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "bbm",
        "factors": {
            "length": 122,
            "offset": 0,
            "std": 1.05564
        }
    },
    "second_band": {
        "type": "dema",
        "factors": {
            "length": 179,
            "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": [
        [
            501301.7764647525,
            316945.3373964265,
            184356.4390683256,
            688697.6440244098,
            -478684.3274026383,
            1167381.9714270474
        ],
        [
            501.301776,
            316.945337,
            184.356439,
            688.697644,
            -478.684327,
            1167.381971
        ],
        [
            0.276009,
            0.174505,
            0.101504,
            0.113772,
            0,
            0.139921
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -138815,
            -86272,
            -86136,
            -4642893,
            -2921699,
            -2086945
        ],
        [
            1.914066,
            2.078068,
            1.724566,
            1.067539,
            0.915705,
            1.258362
        ],
        [
            117,
            58,
            59,
            117,
            58,
            59
        ],
        [
            42,
            15,
            27,
            42,
            15,
            27
        ],
        [
            75,
            43,
            32,
            75,
            43,
            32
        ],
        [
            35.897436,
            25.862069,
            45.762712,
            35.897436,
            25.862069,
            45.762712
        ],
        [
            3.417975,
            5.95713,
            2.04393,
            1.906319,
            2.625022,
            1.491392
        ],
        [
            271111,
            271111,
            69331,
            1229828,
            1229828,
            1062476
        ],
        [
            -23831,
            -16928,
            -23831,
            -776061,
            -591363,
            -776061
        ],
        [
            184,
            128,
            239,
            184,
            128,
            239
        ],
        [
            367,
            289,
            411,
            367,
            289,
            411
        ],
        [
            81,
            71,
            93,
            81,
            71,
            93
        ],
        [
            21533,
            7431,
            14102,
            21533,
            7431,
            14102
        ],
        [
            51.071928,
            51.071928,
            136.821928,
            51.071928,
            51.071928,
            136.821928
        ],
        [
            3,
            1,
            4,
            3,
            1,
            4
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            308222,
            -194430,
            -231143,
            -189576,
            -783784,
            -182943
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "FIL_USDT",
    "interval": "2h",
    "packets": 25000,
    "actual_packets": 21795,
    "evaluation_days": 1816.25,
    "actual_first_datapoint_time": 1602777600000,
    "first_datapoint_time": 1604059200000,
    "last_datapoint_time": 1759737600000,
    "evaluation_time": 1759743814562,
    "expiration_time": 1765386864000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "bbm",
        "factors": {
            "length": 122,
            "offset": 0,
            "std": 1.05564
        }
    },
    "second_band": {
        "type": "dema",
        "factors": {
            "length": 179,
            "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)