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Trade: FIL/USDT/120/DEMA/BBM/9794

Strategy
FIL/USDT/120/DEMA/BBM/9794
Pair
FIL_USDT
Interval
2h
Score
316499
Daily Profit
0.334950
Profit Factor
1.672519
Profitability
35.661765
Streak
15.114004
Best Strategy
Training Data Length
1815.080000
Evaluation Time
2025-10-05 07:44
Expiration Time
2025-12-09 14:13

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 607961.3346 328220.9247 279740.4099 2607889.1452 570595.4834 2037293.6618
Total P&L (%) 607.9613 328.2209 279.7404 2607.8891 570.5955 2037.2937
Avg Daily Profit (%) 0.335 0.1808 0.1541 0.1819 0.1049 0.1688
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -60439 -85796 -77823 -2348196 -2321435 -2851954
Profit Factor 1.6725 1.6348 1.7228 1.1417 1.0578 1.2388
Total Trades 272 136 136 272 136 136
Winning Trades 97 44 53 97 44 53
Losing Trades 175 92 83 175 92 83
Profitability (%) 35.6618 32.3529 38.9706 35.6618 32.3529 38.9706
Ratio Avg Win / Avg Loss 3.0174 3.4183 2.698 2.0597 2.2117 1.94
Largest Winning Trade 112878 112878 53446 1460243 1460243 1113080
Largest Losing Trade -36580 -36580 -17679 -714945 -493668 -714945
Avg Bars in Trades 78 89 68 78 89 68
Avg Bars in Winners 129 138 122 129 138 122
Avg Bars in Losers 50 65 34 50 65 34
Bars Traded 21464 12119 9345 21464 12119 9345
Profit Streak 15.114 0 17.4473 15.114 0 17.4473
Trades During Streak 1 0 1 1 0 1
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 316499 125869 236860 -59255 -215442 168392
Evaluation Data
{
    "trading_pair": "FIL_USDT",
    "interval": "2h",
    "packets": 25000,
    "actual_packets": 21781,
    "evaluation_days": 1815.08,
    "actual_first_datapoint_time": 1602777600000,
    "first_datapoint_time": 1604116800000,
    "last_datapoint_time": 1759636800000,
    "evaluation_time": 1759639449944,
    "expiration_time": 1765282435200,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "dema",
        "factors": {
            "length": 187,
            "offset": 0
        }
    },
    "second_band": {
        "type": "bbm",
        "factors": {
            "length": 156,
            "offset": 0,
            "std": 1.54051
        }
    }
}
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": [
        [
            607961.334573578,
            328220.9246976823,
            279740.409875896,
            2607889.1452352763,
            570595.4834154136,
            2037293.6618198631
        ],
        [
            607.961335,
            328.220925,
            279.74041,
            2607.889145,
            570.595483,
            2037.293662
        ],
        [
            0.33495,
            0.18083,
            0.15412,
            0.181907,
            0.104899,
            0.168847
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -60439,
            -85796,
            -77823,
            -2348196,
            -2321435,
            -2851954
        ],
        [
            1.672519,
            1.634847,
            1.722847,
            1.141678,
            1.057777,
            1.238802
        ],
        [
            272,
            136,
            136,
            272,
            136,
            136
        ],
        [
            97,
            44,
            53,
            97,
            44,
            53
        ],
        [
            175,
            92,
            83,
            175,
            92,
            83
        ],
        [
            35.661765,
            32.352941,
            38.970588,
            35.661765,
            32.352941,
            38.970588
        ],
        [
            3.017431,
            3.418316,
            2.698043,
            2.059728,
            2.211716,
            1.94001
        ],
        [
            112878,
            112878,
            53446,
            1460243,
            1460243,
            1113080
        ],
        [
            -36580,
            -36580,
            -17679,
            -714945,
            -493668,
            -714945
        ],
        [
            78,
            89,
            68,
            78,
            89,
            68
        ],
        [
            129,
            138,
            122,
            129,
            138,
            122
        ],
        [
            50,
            65,
            34,
            50,
            65,
            34
        ],
        [
            21464,
            12119,
            9345,
            21464,
            12119,
            9345
        ],
        [
            15.114004,
            0,
            17.447337,
            15.114004,
            0,
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        ],
        [
            1,
            0,
            1,
            1,
            0,
            1
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            316499,
            125869,
            236860,
            -59255,
            -215442,
            168392
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "FIL_USDT",
    "interval": "2h",
    "packets": 25000,
    "actual_packets": 21781,
    "evaluation_days": 1815.08,
    "actual_first_datapoint_time": 1602777600000,
    "first_datapoint_time": 1604116800000,
    "last_datapoint_time": 1759636800000,
    "evaluation_time": 1759639449944,
    "expiration_time": 1765282435200,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "dema",
        "factors": {
            "length": 187,
            "offset": 0
        }
    },
    "second_band": {
        "type": "bbm",
        "factors": {
            "length": 156,
            "offset": 0,
            "std": 1.54051
        }
    }
}

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)