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Trade: FIL/USDT/240/MIDPRICE/BBM/5646

Strategy
FIL/USDT/240/MIDPRICE/BBM/5646
Pair
FIL_USDT
Interval
4h
Score
302983
Daily Profit
0.196026
Profit Factor
1.348360
Profitability
58.128079
Streak
0.000000
Best Strategy
Training Data Length
1818.330000
Evaluation Time
2025-10-08 01:54
Expiration Time
2025-12-01 11:12

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 356439.6602 189344.7316 167094.9287 -4664.6758 33781.9252 -38446.601
Total P&L (%) 356.4397 189.3447 167.0949 -4.6647 33.7819 -38.4466
Avg Daily Profit (%) 0.196 0.1041 0.0919 -0.0026 0.016 -0.0267
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -156834 -75984 -168038 -127510 -25681 -128083
Profit Factor 1.3484 1.4624 1.2723 0.9898 1.2098 0.8712
Total Trades 203 102 101 203 102 101
Winning Trades 118 57 61 118 57 61
Losing Trades 85 45 40 85 45 40
Profitability (%) 58.1281 55.8824 60.396 58.1281 55.8824 60.396
Ratio Avg Win / Avg Loss 0.9713 1.1545 0.8343 0.713 0.9551 0.5713
Largest Winning Trade 49849 47791 49849 15788 15194 15788
Largest Losing Trade -83482 -37396 -83482 -112613 -13387 -112613
Avg Bars in Trades 52 34 71 52 34 71
Avg Bars in Winners 46 26 65 46 26 65
Avg Bars in Losers 61 44 80 61 44 80
Bars Traded 10707 3519 7188 10707 3519 7188
Profit Streak 0 0 0 0 0 0
Trades During Streak 0 0 0 0 0 0
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 302983 -52408 -70969 -578661 -175892 -579715
Evaluation Data
{
    "trading_pair": "FIL_USDT",
    "interval": "4h",
    "packets": 25000,
    "actual_packets": 10910,
    "evaluation_days": 1818.33,
    "actual_first_datapoint_time": 1602777600000,
    "first_datapoint_time": 1604548800000,
    "last_datapoint_time": 1759867200000,
    "evaluation_time": 1759877676822,
    "expiration_time": 1764580320000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "midprice",
        "factors": {
            "length": 124,
            "offset": 0
        }
    },
    "second_band": {
        "type": "bbm",
        "factors": {
            "length": 245,
            "offset": 0,
            "std": 4.89245
        }
    }
}
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": [
        [
            356439.6602478915,
            189344.731580576,
            167094.9286673155,
            -4664.6757915523,
            33781.9252152141,
            -38446.6010067663
        ],
        [
            356.43966,
            189.344732,
            167.094929,
            -4.664676,
            33.781925,
            -38.446601
        ],
        [
            0.196026,
            0.104131,
            0.091895,
            -0.002627,
            0.016007,
            -0.026684
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -156834,
            -75984,
            -168038,
            -127510,
            -25681,
            -128083
        ],
        [
            1.34836,
            1.462357,
            1.272286,
            0.989847,
            1.209845,
            0.871173
        ],
        [
            203,
            102,
            101,
            203,
            102,
            101
        ],
        [
            118,
            57,
            61,
            118,
            57,
            61
        ],
        [
            85,
            45,
            40,
            85,
            45,
            40
        ],
        [
            58.128079,
            55.882353,
            60.39604,
            58.128079,
            55.882353,
            60.39604
        ],
        [
            0.971276,
            1.154492,
            0.834286,
            0.713025,
            0.955141,
            0.571261
        ],
        [
            49849,
            47791,
            49849,
            15788,
            15194,
            15788
        ],
        [
            -83482,
            -37396,
            -83482,
            -112613,
            -13387,
            -112613
        ],
        [
            52,
            34,
            71,
            52,
            34,
            71
        ],
        [
            46,
            26,
            65,
            46,
            26,
            65
        ],
        [
            61,
            44,
            80,
            61,
            44,
            80
        ],
        [
            10707,
            3519,
            7188,
            10707,
            3519,
            7188
        ],
        [
            0,
            0,
            0,
            0,
            0,
            0
        ],
        [
            0,
            0,
            0,
            0,
            0,
            0
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            302983,
            -52408,
            -70969,
            -578661,
            -175892,
            -579715
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "FIL_USDT",
    "interval": "4h",
    "packets": 25000,
    "actual_packets": 10910,
    "evaluation_days": 1818.33,
    "actual_first_datapoint_time": 1602777600000,
    "first_datapoint_time": 1604548800000,
    "last_datapoint_time": 1759867200000,
    "evaluation_time": 1759877676822,
    "expiration_time": 1764580320000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "midprice",
        "factors": {
            "length": 124,
            "offset": 0
        }
    },
    "second_band": {
        "type": "bbm",
        "factors": {
            "length": 245,
            "offset": 0,
            "std": 4.89245
        }
    }
}

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)