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Trade: FIL/USDT/120/MIDPOINT/BBM/4149

Strategy
FIL/USDT/120/MIDPOINT/BBM/4149
Pair
FIL_USDT
Interval
2h
Score
418640
Daily Profit
0.329688
Profit Factor
1.662849
Profitability
42.448980
Streak
39.935960
Best Strategy
Training Data Length
1804.500000
Evaluation Time
2025-09-27 23:27
Expiration Time
2025-11-28 15:05

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 594921.4302 364579.0927 230342.3375 1034876.5871 204323.2547 830553.3324
Total P&L (%) 594.9214 364.5791 230.3423 1034.8766 204.3233 830.5533
Avg Daily Profit (%) 0.3297 0.202 0.1276 0.1347 0.0617 0.1237
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -83007 -76972 -86797 -1510127 -991418 -878701
Profit Factor 1.6628 1.7853 1.5316 1.1274 1.0513 1.2004
Total Trades 245 123 122 245 123 122
Winning Trades 104 47 57 104 47 57
Losing Trades 141 76 65 141 76 65
Profitability (%) 42.449 38.2114 46.7213 42.449 38.2114 46.7213
Ratio Avg Win / Avg Loss 2.2544 2.8869 1.7466 1.5284 1.7 1.3689
Largest Winning Trade 271548 271548 62638 721195 721195 677427
Largest Losing Trade -51470 -26117 -51470 -513610 -209341 -513610
Avg Bars in Trades 87 67 107 87 67 107
Avg Bars in Winners 129 91 160 129 91 160
Avg Bars in Losers 56 52 61 56 52 61
Bars Traded 21396 8248 13148 21396 8248 13148
Profit Streak 39.936 39.936 41.1026 39.936 39.936 41.1026
Trades During Streak 2 1 1 2 1 1
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 418640 243363 -20952 -92780 -277783 -28950
Evaluation Data
{
    "trading_pair": "FIL_USDT",
    "interval": "2h",
    "packets": 25000,
    "actual_packets": 21654,
    "evaluation_days": 1804.5,
    "actual_first_datapoint_time": 1602777600000,
    "first_datapoint_time": 1603915200000,
    "last_datapoint_time": 1758722400000,
    "evaluation_time": 1759004866918,
    "expiration_time": 1764335116800,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "midpoint",
        "factors": {
            "length": 159,
            "offset": 0
        }
    },
    "second_band": {
        "type": "bbm",
        "factors": {
            "length": 24,
            "offset": 0,
            "std": 4.91083
        }
    }
}
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": [
        [
            594921.4302091954,
            364579.0926817325,
            230342.3375274627,
            1034876.5871273824,
            204323.2547294597,
            830553.3323979222
        ],
        [
            594.92143,
            364.579093,
            230.342338,
            1034.876587,
            204.323255,
            830.553332
        ],
        [
            0.329688,
            0.202039,
            0.127649,
            0.134705,
            0.061694,
            0.12369
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -83007,
            -76972,
            -86797,
            -1510127,
            -991418,
            -878701
        ],
        [
            1.662849,
            1.785295,
            1.531643,
            1.12735,
            1.051313,
            1.200408
        ],
        [
            245,
            123,
            122,
            245,
            123,
            122
        ],
        [
            104,
            47,
            57,
            104,
            47,
            57
        ],
        [
            141,
            76,
            65,
            141,
            76,
            65
        ],
        [
            42.44898,
            38.211382,
            46.721311,
            42.44898,
            38.211382,
            46.721311
        ],
        [
            2.254439,
            2.886861,
            1.746611,
            1.528427,
            1.699995,
            1.368887
        ],
        [
            271548,
            271548,
            62638,
            721195,
            721195,
            677427
        ],
        [
            -51470,
            -26117,
            -51470,
            -513610,
            -209341,
            -513610
        ],
        [
            87,
            67,
            107,
            87,
            67,
            107
        ],
        [
            129,
            91,
            160,
            129,
            91,
            160
        ],
        [
            56,
            52,
            61,
            56,
            52,
            61
        ],
        [
            21396,
            8248,
            13148,
            21396,
            8248,
            13148
        ],
        [
            39.93596,
            39.93596,
            41.102626,
            39.93596,
            39.93596,
            41.102626
        ],
        [
            2,
            1,
            1,
            2,
            1,
            1
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            418640,
            243363,
            -20952,
            -92780,
            -277783,
            -28950
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "FIL_USDT",
    "interval": "2h",
    "packets": 25000,
    "actual_packets": 21654,
    "evaluation_days": 1804.5,
    "actual_first_datapoint_time": 1602777600000,
    "first_datapoint_time": 1603915200000,
    "last_datapoint_time": 1758722400000,
    "evaluation_time": 1759004866918,
    "expiration_time": 1764335116800,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "midpoint",
        "factors": {
            "length": 159,
            "offset": 0
        }
    },
    "second_band": {
        "type": "bbm",
        "factors": {
            "length": 24,
            "offset": 0,
            "std": 4.91083
        }
    }
}

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)