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Trade: FIL/USDT/360/DEMA/HILO/2255

Strategy
FIL/USDT/360/DEMA/HILO/2255
Pair
FIL_USDT
Interval
6h
Score
321158
Daily Profit
0.217613
Profit Factor
1.607154
Profitability
44.347826
Streak
0.000000
Best Strategy
Training Data Length
1805.250000
Evaluation Time
2025-09-28 07:19
Expiration Time
2025-11-17 17:46

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 392846.2983 264701.2269 128145.0714 61284.5736 -1000345.7802 1061630.3538
Total P&L (%) 392.8463 264.7012 128.1451 61.2846 -1000.3458 1061.6304
Avg Daily Profit (%) 0.2176 0.1466 0.071 0.0265 0 0.1359
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -146946 -188446 -69074 -1737348 -2076812 -383864
Profit Factor 1.6072 1.67 1.5087 1.0155 0.651 1.9706
Total Trades 115 58 57 115 58 57
Winning Trades 51 16 35 51 16 35
Losing Trades 64 42 22 64 42 22
Profitability (%) 44.3478 27.5862 61.4035 44.3478 27.5862 61.4035
Ratio Avg Win / Avg Loss 2.0168 4.3837 0.9483 1.2743 1.7087 1.2387
Largest Winning Trade 270424 270424 63003 713626 713626 389865
Largest Losing Trade -54012 -39360 -54012 -587746 -587746 -306901
Avg Bars in Trades 59 65 53 59 65 53
Avg Bars in Winners 79 106 66 79 106 66
Avg Bars in Losers 43 49 31 43 49 31
Bars Traded 6832 3803 3029 6832 3803 3029
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 321158 -192887 -277044 -363473 -776749 -187079
Evaluation Data
{
    "trading_pair": "FIL_USDT",
    "interval": "6h",
    "packets": 25000,
    "actual_packets": 7221,
    "evaluation_days": 1805.25,
    "actual_first_datapoint_time": 1602763200000,
    "first_datapoint_time": 1607688000000,
    "last_datapoint_time": 1758715200000,
    "evaluation_time": 1759033181747,
    "expiration_time": 1763394408000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "dema",
        "factors": {
            "length": 229,
            "offset": 0
        }
    },
    "second_band": {
        "type": "hilo",
        "factors": {
            "length": 0,
            "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": [
        [
            392846.2982673175,
            264701.226911779,
            128145.0713555386,
            61284.5735823699,
            -1000345.780188596,
            1061630.3537709662
        ],
        [
            392.846298,
            264.701227,
            128.145071,
            61.284574,
            -1000.34578,
            1061.630354
        ],
        [
            0.217613,
            0.146629,
            0.070985,
            0.026482,
            0,
            0.135941
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -146946,
            -188446,
            -69074,
            -1737348,
            -2076812,
            -383864
        ],
        [
            1.607154,
            1.669964,
            1.508652,
            1.015477,
            0.65095,
            1.970636
        ],
        [
            115,
            58,
            57,
            115,
            58,
            57
        ],
        [
            51,
            16,
            35,
            51,
            16,
            35
        ],
        [
            64,
            42,
            22,
            64,
            42,
            22
        ],
        [
            44.347826,
            27.586207,
            61.403509,
            44.347826,
            27.586207,
            61.403509
        ],
        [
            2.016821,
            4.383654,
            0.948295,
            1.274324,
            1.708744,
            1.238685
        ],
        [
            270424,
            270424,
            63003,
            713626,
            713626,
            389865
        ],
        [
            -54012,
            -39360,
            -54012,
            -587746,
            -587746,
            -306901
        ],
        [
            59,
            65,
            53,
            59,
            65,
            53
        ],
        [
            79,
            106,
            66,
            79,
            106,
            66
        ],
        [
            43,
            49,
            31,
            43,
            49,
            31
        ],
        [
            6832,
            3803,
            3029,
            6832,
            3803,
            3029
        ],
        [
            0,
            0,
            0,
            0,
            0,
            0
        ],
        [
            0,
            0,
            0,
            0,
            0,
            0
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            321158,
            -192887,
            -277044,
            -363473,
            -776749,
            -187079
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "FIL_USDT",
    "interval": "6h",
    "packets": 25000,
    "actual_packets": 7221,
    "evaluation_days": 1805.25,
    "actual_first_datapoint_time": 1602763200000,
    "first_datapoint_time": 1607688000000,
    "last_datapoint_time": 1758715200000,
    "evaluation_time": 1759033181747,
    "expiration_time": 1763394408000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "dema",
        "factors": {
            "length": 229,
            "offset": 0
        }
    },
    "second_band": {
        "type": "hilo",
        "factors": {
            "length": 0,
            "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)