← Back to list  ·  Browse strategies →  ·  Learning hub →

Trade: FIL/USDT/120/MIDPRICE/BBM/2486

Strategy
FIL/USDT/120/MIDPRICE/BBM/2486
Pair
FIL_USDT
Interval
2h
Score
355160
Daily Profit
0.220520
Profit Factor
1.385754
Profitability
50.980392
Streak
0.000000
Best Strategy
Training Data Length
1804.500000
Evaluation Time
2025-09-27 00:53
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 397927.5174 204497.1429 193430.3745 228970.412 -152977.535 381947.947
Total P&L (%) 397.9275 204.4971 193.4304 228.9704 -152.9775 381.9479
Avg Daily Profit (%) 0.2205 0.1133 0.1072 0.066 0 0.0872
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -140920 -120933 -83867 -686379 -501369 -517956
Profit Factor 1.3858 1.4097 1.3633 1.0619 0.9146 1.2001
Total Trades 255 128 127 255 128 127
Winning Trades 130 61 69 130 61 69
Losing Trades 125 67 58 125 67 58
Profitability (%) 50.9804 47.6563 54.3307 50.9804 47.6563 54.3307
Ratio Avg Win / Avg Loss 1.3325 1.5484 1.1459 1.021 1.0046 1.0088
Largest Winning Trade 97948 97948 45401 218109 137398 218109
Largest Losing Trade -58683 -26568 -58683 -268098 -129052 -268098
Avg Bars in Trades 84 64 104 84 64 104
Avg Bars in Winners 99 66 128 99 66 128
Avg Bars in Losers 68 62 75 68 62 75
Bars Traded 21429 8217 13212 21429 8217 13212
Profit Streak 0 0 47.829 0 0 47.829
Trades During Streak 0 0 2 0 0 2
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 355160 -40965 -48078 -255796 -580237 -75745
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": 1604008800000,
    "last_datapoint_time": 1758722400000,
    "evaluation_time": 1758923621724,
    "expiration_time": 1764335116800,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "midprice",
        "factors": {
            "length": 172,
            "offset": 0
        }
    },
    "second_band": {
        "type": "bbm",
        "factors": {
            "length": 40,
            "offset": 0,
            "std": 1.8352
        }
    }
}
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": [
        [
            397927.5174084691,
            204497.1429089028,
            193430.3744995663,
            228970.4120130847,
            -152977.5349643594,
            381947.9469774441
        ],
        [
            397.927517,
            204.497143,
            193.430374,
            228.970412,
            -152.977535,
            381.947947
        ],
        [
            0.22052,
            0.113326,
            0.107193,
            0.066012,
            0,
            0.08719
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -140920,
            -120933,
            -83867,
            -686379,
            -501369,
            -517956
        ],
        [
            1.385754,
            1.409725,
            1.363285,
            1.061873,
            0.914644,
            1.200139
        ],
        [
            255,
            128,
            127,
            255,
            128,
            127
        ],
        [
            130,
            61,
            69,
            130,
            61,
            69
        ],
        [
            125,
            67,
            58,
            125,
            67,
            58
        ],
        [
            50.980392,
            47.65625,
            54.330709,
            50.980392,
            47.65625,
            54.330709
        ],
        [
            1.332456,
            1.548386,
            1.145949,
            1.021032,
            1.00461,
            1.008813
        ],
        [
            97948,
            97948,
            45401,
            218109,
            137398,
            218109
        ],
        [
            -58683,
            -26568,
            -58683,
            -268098,
            -129052,
            -268098
        ],
        [
            84,
            64,
            104,
            84,
            64,
            104
        ],
        [
            99,
            66,
            128,
            99,
            66,
            128
        ],
        [
            68,
            62,
            75,
            68,
            62,
            75
        ],
        [
            21429,
            8217,
            13212,
            21429,
            8217,
            13212
        ],
        [
            0,
            0,
            47.828955,
            0,
            0,
            47.828955
        ],
        [
            0,
            0,
            2,
            0,
            0,
            2
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            355160,
            -40965,
            -48078,
            -255796,
            -580237,
            -75745
        ]
    ]
}
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": 1604008800000,
    "last_datapoint_time": 1758722400000,
    "evaluation_time": 1758923621724,
    "expiration_time": 1764335116800,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "midprice",
        "factors": {
            "length": 172,
            "offset": 0
        }
    },
    "second_band": {
        "type": "bbm",
        "factors": {
            "length": 40,
            "offset": 0,
            "std": 1.8352
        }
    }
}

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)