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Trade: FIL/USDT/120/T3/MIDPOINT/2747

Strategy
FIL/USDT/120/T3/MIDPOINT/2747
Pair
FIL_USDT
Interval
2h
Score
523534
Daily Profit
0.417407
Profit Factor
2.091452
Profitability
46.596859
Streak
34.189156
Best Strategy
Training Data Length
1804.500000
Evaluation Time
2025-09-27 09:32
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 753210.8096 458910.2396 294300.5701 3788450.0558 -538579.9473 4327030.0031
Total P&L (%) 753.2108 458.9102 294.3006 3788.4501 -538.5799 4327.03
Avg Daily Profit (%) 0.4174 0.2543 0.1631 0.2031 0 0.2103
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -99374 -105952 -48339 -6025986 -4328717 -2141494
Profit Factor 2.0915 2.0883 2.0963 1.1917 0.9545 1.5466
Total Trades 191 96 95 191 96 95
Winning Trades 89 40 49 89 40 49
Losing Trades 102 56 46 102 56 46
Profitability (%) 46.5969 41.6667 51.5789 46.5969 41.6667 51.5789
Ratio Avg Win / Avg Loss 2.3969 2.9237 1.968 1.3657 1.3364 1.4519
Largest Winning Trade 313478 313478 51924 2321838 2321838 1736453
Largest Losing Trade -28853 -24532 -28853 -1832550 -1832550 -1092965
Avg Bars in Trades 112 130 93 112 130 93
Avg Bars in Winners 137 151 125 137 151 125
Avg Bars in Losers 90 114 60 90 114 60
Bars Traded 21395 12503 8892 21395 12503 8892
Profit Streak 34.1892 34.1892 47.5225 34.1892 34.1892 47.5225
Trades During Streak 2 1 1 2 1 1
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 523534 326121 423212 -944 -582108 366485
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": 1603742400000,
    "last_datapoint_time": 1758722400000,
    "evaluation_time": 1758954743126,
    "expiration_time": 1764335116800,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "t3",
        "factors": {
            "length": 135,
            "offset": 0,
            "a": 0.70856
        }
    },
    "second_band": {
        "type": "midpoint",
        "factors": {
            "length": 116,
            "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": [
        [
            753210.8096161751,
            458910.2395557074,
            294300.5700604678,
            3788450.055778415,
            -538579.9472758487,
            4327030.003054261
        ],
        [
            753.21081,
            458.91024,
            294.30057,
            3788.450056,
            -538.579947,
            4327.030003
        ],
        [
            0.417407,
            0.254314,
            0.163093,
            0.203065,
            0,
            0.210269
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -99374,
            -105952,
            -48339,
            -6025986,
            -4328717,
            -2141494
        ],
        [
            2.091452,
            2.088335,
            2.096348,
            1.191681,
            0.95454,
            1.546552
        ],
        [
            191,
            96,
            95,
            191,
            96,
            95
        ],
        [
            89,
            40,
            49,
            89,
            40,
            49
        ],
        [
            102,
            56,
            46,
            102,
            56,
            46
        ],
        [
            46.596859,
            41.666667,
            51.578947,
            46.596859,
            41.666667,
            51.578947
        ],
        [
            2.396945,
            2.923669,
            1.968,
            1.365747,
            1.336356,
            1.451865
        ],
        [
            313478,
            313478,
            51924,
            2321838,
            2321838,
            1736453
        ],
        [
            -28853,
            -24532,
            -28853,
            -1832550,
            -1832550,
            -1092965
        ],
        [
            112,
            130,
            93,
            112,
            130,
            93
        ],
        [
            137,
            151,
            125,
            137,
            151,
            125
        ],
        [
            90,
            114,
            60,
            90,
            114,
            60
        ],
        [
            21395,
            12503,
            8892,
            21395,
            12503,
            8892
        ],
        [
            34.189156,
            34.189156,
            47.52249,
            34.189157,
            34.189157,
            47.52249
        ],
        [
            2,
            1,
            1,
            2,
            1,
            1
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            523534,
            326121,
            423212,
            -944,
            -582108,
            366485
        ]
    ]
}
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": 1603742400000,
    "last_datapoint_time": 1758722400000,
    "evaluation_time": 1758954743126,
    "expiration_time": 1764335116800,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "t3",
        "factors": {
            "length": 135,
            "offset": 0,
            "a": 0.70856
        }
    },
    "second_band": {
        "type": "midpoint",
        "factors": {
            "length": 116,
            "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)