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Trade: FIL/USDT/360/T3/HILO/2384

Strategy
FIL/USDT/360/T3/HILO/2384
Pair
FIL_USDT
Interval
6h
Score
493564
Daily Profit
0.163756
Profit Factor
2.564797
Profitability
53.846154
Streak
37.260766
Best Strategy
Training Data Length
1805.250000
Evaluation Time
2025-09-27 15:15
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 415995.4281 295619.788 120375.6401 -273390.6525 -94585.8339 -178804.8186
Total P&L (%) 415.9954 295.6198 120.3756 -273.3907 -94.5858 -178.8048
Avg Daily Profit (%) 0.2304 0.1638 0.0667 0 -0.1614 0
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -147935 -84150 -149505 -774889 -299436 -660689
Profit Factor 1.7741 2.5648 1.3454 0.8226 0.832 0.8172
Total Trades 77 39 38 77 39 38
Winning Trades 44 21 23 39 19 20
Losing Trades 33 18 15 38 20 18
Profitability (%) 57.1429 53.8462 60.5263 50.6494 48.7179 52.6316
Ratio Avg Win / Avg Loss 1.3305 2.1984 0.8774 0.8015 0.8758 0.7354
Largest Winning Trade 209983 209983 59335 154741 154741 152248
Largest Losing Trade -121344 -55468 -121344 -347583 -269935 -347583
Avg Bars in Trades 89 90 87 89 90 87
Avg Bars in Winners 100 102 98 95 118 73
Avg Bars in Losers 74 76 71 83 64 103
Bars Traded 6876 3538 3337 6876 3538 3337
Profit Streak 16.2608 37.2608 0 0 0 30.7608
Trades During Streak 1 2 0 0 0 1
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score -34363 493564 -103826 -626971 -581255 -579883
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": 1607536800000,
    "last_datapoint_time": 1758715200000,
    "evaluation_time": 1758975330190,
    "expiration_time": 1763394408000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "t3",
        "factors": {
            "length": 222,
            "offset": 0,
            "a": 0.75416
        }
    },
    "second_band": {
        "type": "hilo",
        "factors": {
            "length": 0,
            "offset": 72
        }
    }
}
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": [
        [
            415995.4281057082,
            295619.7880253657,
            120375.6400803427,
            -273390.6524802686,
            -94585.8338828903,
            -178804.8185973785
        ],
        [
            415.995428,
            295.619788,
            120.37564,
            -273.390652,
            -94.585834,
            -178.804819
        ],
        [
            0.230436,
            0.163756,
            0.066681,
            0,
            -0.161407,
            0
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -147935,
            -84150,
            -149505,
            -774889,
            -299436,
            -660689
        ],
        [
            1.774059,
            2.564797,
            1.345409,
            0.822593,
            0.832033,
            0.817157
        ],
        [
            77,
            39,
            38,
            77,
            39,
            38
        ],
        [
            44,
            21,
            23,
            39,
            19,
            20
        ],
        [
            33,
            18,
            15,
            38,
            20,
            18
        ],
        [
            57.142857,
            53.846154,
            60.526316,
            50.649351,
            48.717949,
            52.631579
        ],
        [
            1.330544,
            2.198398,
            0.877441,
            0.8015,
            0.875824,
            0.735441
        ],
        [
            209983,
            209983,
            59335,
            154741,
            154741,
            152248
        ],
        [
            -121344,
            -55468,
            -121344,
            -347583,
            -269935,
            -347583
        ],
        [
            89,
            90,
            87,
            89,
            90,
            87
        ],
        [
            100,
            102,
            98,
            95,
            118,
            73
        ],
        [
            74,
            76,
            71,
            83,
            64,
            103
        ],
        [
            6876,
            3538,
            3337,
            6876,
            3538,
            3337
        ],
        [
            16.260766,
            37.260766,
            0,
            0,
            0,
            30.760766
        ],
        [
            1,
            2,
            0,
            0,
            0,
            1
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            -34363,
            493564,
            -103826,
            -626971,
            -581255,
            -579883
        ]
    ]
}
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": 1607536800000,
    "last_datapoint_time": 1758715200000,
    "evaluation_time": 1758975330190,
    "expiration_time": 1763394408000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "t3",
        "factors": {
            "length": 222,
            "offset": 0,
            "a": 0.75416
        }
    },
    "second_band": {
        "type": "hilo",
        "factors": {
            "length": 0,
            "offset": 72
        }
    }
}

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)