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Trade: FIL/USDT/120/BBM/SSF/2176

Strategy
FIL/USDT/120/BBM/SSF/2176
Pair
FIL_USDT
Interval
2h
Score
302330
Daily Profit
0.152020
Profit Factor
1.232102
Profitability
50.735294
Streak
0.000000
Best Strategy
Training Data Length
1820.170000
Evaluation Time
2025-10-10 09:46
Expiration Time
2025-12-14 20:37

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 276702.0575 170594.5548 106107.5026 -59112.5286 -267851.2679 208738.7393
Total P&L (%) 276.7021 170.5946 106.1075 -59.1125 -267.8513 208.7387
Avg Daily Profit (%) 0.152 0.0937 0.0583 -0.0491 0 0.062
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -249311 -178563 -163822 -1747646 -1563657 -878653
Profit Factor 1.2321 1.2718 1.188 0.9878 0.9015 1.0985
Total Trades 272 136 136 272 136 136
Winning Trades 138 59 79 138 59 79
Losing Trades 134 77 57 134 77 57
Profitability (%) 50.7353 43.3824 58.0882 50.7353 43.3824 58.0882
Ratio Avg Win / Avg Loss 1.1964 1.6598 0.8572 0.9592 1.1765 0.7926
Largest Winning Trade 120735 120735 55200 577791 577791 400002
Largest Losing Trade -72427 -32565 -72427 -413875 -314791 -413875
Avg Bars in Trades 79 73 85 79 73 85
Avg Bars in Winners 89 84 92 89 84 92
Avg Bars in Losers 69 65 74 69 65 74
Bars Traded 21603 10037 11566 21603 10037 11566
Profit Streak 0 53.199 0 0 53.199 0
Trades During Streak 0 3 0 0 3 0
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 302330 -68176 -129623 -579259 -580470 -223199
Evaluation Data
{
    "trading_pair": "FIL_USDT",
    "interval": "2h",
    "packets": 25000,
    "actual_packets": 21842,
    "evaluation_days": 1820.17,
    "actual_first_datapoint_time": 1602777600000,
    "first_datapoint_time": 1603576800000,
    "last_datapoint_time": 1760076000000,
    "evaluation_time": 1760078794228,
    "expiration_time": 1765737446400,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "bbm",
        "factors": {
            "length": 219,
            "offset": 0,
            "std": 2.42975
        }
    },
    "second_band": {
        "type": "ssf",
        "factors": {
            "length": 122,
            "offset": 0,
            "poles": 3
        }
    }
}
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": [
        [
            276702.057460119,
            170594.5548345353,
            106107.5026255838,
            -59112.5285834894,
            -267851.2678767887,
            208738.7392932991
        ],
        [
            276.702057,
            170.594555,
            106.107503,
            -59.112529,
            -267.851268,
            208.738739
        ],
        [
            0.15202,
            0.093725,
            0.058295,
            -0.049123,
            0,
            0.061954
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -249311,
            -178563,
            -163822,
            -1747646,
            -1563657,
            -878653
        ],
        [
            1.232102,
            1.271758,
            1.187996,
            0.987783,
            0.901495,
            1.098491
        ],
        [
            272,
            136,
            136,
            272,
            136,
            136
        ],
        [
            138,
            59,
            79,
            138,
            59,
            79
        ],
        [
            134,
            77,
            57,
            134,
            77,
            57
        ],
        [
            50.735294,
            43.382353,
            58.088235,
            50.735294,
            43.382353,
            58.088235
        ],
        [
            1.196389,
            1.659752,
            0.857162,
            0.959152,
            1.176527,
            0.792582
        ],
        [
            120735,
            120735,
            55200,
            577791,
            577791,
            400002
        ],
        [
            -72427,
            -32565,
            -72427,
            -413875,
            -314791,
            -413875
        ],
        [
            79,
            73,
            85,
            79,
            73,
            85
        ],
        [
            89,
            84,
            92,
            89,
            84,
            92
        ],
        [
            69,
            65,
            74,
            69,
            65,
            74
        ],
        [
            21603,
            10037,
            11566,
            21603,
            10037,
            11566
        ],
        [
            0,
            53.199007,
            0,
            0,
            53.199007,
            0
        ],
        [
            0,
            3,
            0,
            0,
            3,
            0
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            302330,
            -68176,
            -129623,
            -579259,
            -580470,
            -223199
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "FIL_USDT",
    "interval": "2h",
    "packets": 25000,
    "actual_packets": 21842,
    "evaluation_days": 1820.17,
    "actual_first_datapoint_time": 1602777600000,
    "first_datapoint_time": 1603576800000,
    "last_datapoint_time": 1760076000000,
    "evaluation_time": 1760078794228,
    "expiration_time": 1765737446400,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "bbm",
        "factors": {
            "length": 219,
            "offset": 0,
            "std": 2.42975
        }
    },
    "second_band": {
        "type": "ssf",
        "factors": {
            "length": 122,
            "offset": 0,
            "poles": 3
        }
    }
}

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)