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Trade: FIL/USDT/360/BBM/DCM/2328

Strategy
FIL/USDT/360/BBM/DCM/2328
Pair
FIL_USDT
Interval
6h
Score
325040
Daily Profit
0.385392
Profit Factor
2.553326
Profitability
35.238095
Streak
0.000000
Best Strategy
Training Data Length
1810.000000
Evaluation Time
2025-09-29 13:29
Expiration Time
2025-11-22 15:12

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 697559.9475 485759.2594 211800.6881 1163713.3307 -448896.9533 1612610.284
Total P&L (%) 697.5599 485.7593 211.8007 1163.7133 -448.897 1612.6103
Avg Daily Profit (%) 0.3854 0.2684 0.117 0.1402 0 0.1571
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -67696 -74835 -42410 -1839236 -2070276 -1094904
Profit Factor 2.5533 2.9671 2.0479 1.1376 0.9031 1.4219
Total Trades 105 53 52 105 53 52
Winning Trades 37 14 23 37 14 23
Losing Trades 68 39 29 68 39 29
Profitability (%) 35.2381 26.4151 44.2308 35.2381 26.4151 44.2308
Ratio Avg Win / Avg Loss 4.6926 8.2654 2.5821 2.0908 2.5158 1.7929
Largest Winning Trade 503581 503581 70238 990370 982690 990370
Largest Losing Trade -19251 -18453 -19251 -513492 -330104 -513492
Avg Bars in Trades 67 47 87 67 47 87
Avg Bars in Winners 146 118 164 146 118 164
Avg Bars in Losers 23 22 26 23 22 26
Bars Traded 7049 2513 4536 7049 2513 4536
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 325040 -190039 -215189 -78874 -781911 -172688
Evaluation Data
{
    "trading_pair": "FIL_USDT",
    "interval": "6h",
    "packets": 25000,
    "actual_packets": 7240,
    "evaluation_days": 1810,
    "actual_first_datapoint_time": 1602763200000,
    "first_datapoint_time": 1605808800000,
    "last_datapoint_time": 1759125600000,
    "evaluation_time": 1759141796702,
    "expiration_time": 1763817120000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "bbm",
        "factors": {
            "length": 216,
            "offset": 0,
            "std": 1.45344
        }
    },
    "second_band": {
        "type": "dcm",
        "factors": {
            "length": 9,
            "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": [
        [
            697559.9475386224,
            485759.259446715,
            211800.6880919078,
            1163713.330689729,
            -448896.9533449892,
            1612610.2840347178
        ],
        [
            697.559948,
            485.759259,
            211.800688,
            1163.713331,
            -448.896953,
            1612.610284
        ],
        [
            0.385392,
            0.268375,
            0.117017,
            0.140244,
            0,
            0.157063
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -67696,
            -74835,
            -42410,
            -1839236,
            -2070276,
            -1094904
        ],
        [
            2.553326,
            2.96705,
            2.047859,
            1.137637,
            0.903111,
            1.421946
        ],
        [
            105,
            53,
            52,
            105,
            53,
            52
        ],
        [
            37,
            14,
            23,
            37,
            14,
            23
        ],
        [
            68,
            39,
            29,
            68,
            39,
            29
        ],
        [
            35.238095,
            26.415094,
            44.230769,
            35.238095,
            26.415094,
            44.230769
        ],
        [
            4.692598,
            8.265352,
            2.582084,
            2.090792,
            2.515809,
            1.792888
        ],
        [
            503581,
            503581,
            70238,
            990370,
            982690,
            990370
        ],
        [
            -19251,
            -18453,
            -19251,
            -513492,
            -330104,
            -513492
        ],
        [
            67,
            47,
            87,
            67,
            47,
            87
        ],
        [
            146,
            118,
            164,
            146,
            118,
            164
        ],
        [
            23,
            22,
            26,
            23,
            22,
            26
        ],
        [
            7049,
            2513,
            4536,
            7049,
            2513,
            4536
        ],
        [
            0,
            0,
            0,
            0,
            0,
            0
        ],
        [
            0,
            0,
            0,
            0,
            0,
            0
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            325040,
            -190039,
            -215189,
            -78874,
            -781911,
            -172688
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "FIL_USDT",
    "interval": "6h",
    "packets": 25000,
    "actual_packets": 7240,
    "evaluation_days": 1810,
    "actual_first_datapoint_time": 1602763200000,
    "first_datapoint_time": 1605808800000,
    "last_datapoint_time": 1759125600000,
    "evaluation_time": 1759141796702,
    "expiration_time": 1763817120000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "bbm",
        "factors": {
            "length": 216,
            "offset": 0,
            "std": 1.45344
        }
    },
    "second_band": {
        "type": "dcm",
        "factors": {
            "length": 9,
            "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)