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Trade: FIL/USDT/120/DCM/HILO/8437

Strategy
FIL/USDT/120/DCM/HILO/8437
Pair
FIL_USDT
Interval
2h
Score
345082
Daily Profit
0.233797
Profit Factor
1.416504
Profitability
45.276873
Streak
0.000000
Best Strategy
Training Data Length
1810.670000
Evaluation Time
2025-09-30 21:33
Expiration Time
2025-12-05 00:24

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 423329.3127 224996.4461 198332.8666 411403.8821 -135955.4955 547359.3776
Total P&L (%) 423.3293 224.9964 198.3329 411.4039 -135.9555 547.3594
Avg Daily Profit (%) 0.2338 0.1243 0.1095 0.0902 0 0.1032
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -126428 -90175 -93459 -1394409 -1071779 -606619
Profit Factor 1.4165 1.4463 1.3872 1.0483 0.9678 1.1277
Total Trades 307 154 153 307 154 153
Winning Trades 139 65 74 139 65 74
Losing Trades 168 89 79 168 89 79
Profitability (%) 45.2769 42.2078 48.366 45.2769 42.2078 48.366
Ratio Avg Win / Avg Loss 1.712 1.9803 1.4809 1.267 1.3252 1.2038
Largest Winning Trade 112323 112323 59190 571657 571657 479728
Largest Losing Trade -50540 -28416 -50540 -294279 -294279 -249585
Avg Bars in Trades 69 46 92 69 46 92
Avg Bars in Winners 97 56 133 97 56 133
Avg Bars in Losers 46 39 54 46 39 54
Bars Traded 21352 7173 14179 21352 7173 14179
Profit Streak 0 0 13.6067 0 0 13.6067
Trades During Streak 0 0 2 0 0 2
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 345082 -27815 -45453 -240187 -581890 -134200
Evaluation Data
{
    "trading_pair": "FIL_USDT",
    "interval": "2h",
    "packets": 25000,
    "actual_packets": 21728,
    "evaluation_days": 1810.67,
    "actual_first_datapoint_time": 1602777600000,
    "first_datapoint_time": 1604354400000,
    "last_datapoint_time": 1759255200000,
    "evaluation_time": 1759257216826,
    "expiration_time": 1764887097600,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "dcm",
        "factors": {
            "length": 220,
            "offset": 0
        }
    },
    "second_band": {
        "type": "hilo",
        "factors": {
            "length": 0,
            "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": [
        [
            423329.3127428209,
            224996.446131731,
            198332.8666110898,
            411403.8821159116,
            -135955.4955271175,
            547359.3776430292
        ],
        [
            423.329313,
            224.996446,
            198.332867,
            411.403882,
            -135.955496,
            547.359378
        ],
        [
            0.233797,
            0.124261,
            0.109536,
            0.090172,
            0,
            0.103205
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -126428,
            -90175,
            -93459,
            -1394409,
            -1071779,
            -606619
        ],
        [
            1.416504,
            1.446263,
            1.387211,
            1.048316,
            0.967837,
            1.127656
        ],
        [
            307,
            154,
            153,
            307,
            154,
            153
        ],
        [
            139,
            65,
            74,
            139,
            65,
            74
        ],
        [
            168,
            89,
            79,
            168,
            89,
            79
        ],
        [
            45.276873,
            42.207792,
            48.366013,
            45.276873,
            42.207792,
            48.366013
        ],
        [
            1.712033,
            1.980267,
            1.480942,
            1.26703,
            1.325192,
            1.203849
        ],
        [
            112323,
            112323,
            59190,
            571657,
            571657,
            479728
        ],
        [
            -50540,
            -28416,
            -50540,
            -294279,
            -294279,
            -249585
        ],
        [
            69,
            46,
            92,
            69,
            46,
            92
        ],
        [
            97,
            56,
            133,
            97,
            56,
            133
        ],
        [
            46,
            39,
            54,
            46,
            39,
            54
        ],
        [
            21352,
            7173,
            14179,
            21352,
            7173,
            14179
        ],
        [
            0,
            0,
            13.606676,
            0,
            0,
            13.606676
        ],
        [
            0,
            0,
            2,
            0,
            0,
            2
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            345082,
            -27815,
            -45453,
            -240187,
            -581890,
            -134200
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "FIL_USDT",
    "interval": "2h",
    "packets": 25000,
    "actual_packets": 21728,
    "evaluation_days": 1810.67,
    "actual_first_datapoint_time": 1602777600000,
    "first_datapoint_time": 1604354400000,
    "last_datapoint_time": 1759255200000,
    "evaluation_time": 1759257216826,
    "expiration_time": 1764887097600,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "dcm",
        "factors": {
            "length": 220,
            "offset": 0
        }
    },
    "second_band": {
        "type": "hilo",
        "factors": {
            "length": 0,
            "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)