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Trade: FIL/USDT/5/BBM/KCB/4762

Strategy
FIL/USDT/5/BBM/KCB/4762
Pair
FIL_USDT
Interval
5m
Score
526316
Daily Profit
0.774607
Profit Factor
1.709507
Profitability
55.454545
Streak
4.394667
Best Strategy
Training Data Length
86.810000
Evaluation Time
2025-10-12 06:13
Expiration Time
2025-12-26 05:10

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 67243.6035 11169.9486 56073.6549 80549.27 10983.705 69565.565
Total P&L (%) 67.2436 11.1699 56.0737 80.5493 10.9837 69.5656
Avg Daily Profit (%) 0.7746 0.1287 0.6459 0.6829 0.1201 0.6102
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -20631 -13098 -11932 -22359 -14922 -12444
Profit Factor 1.7095 1.23 2.2137 1.7559 1.199 2.3544
Total Trades 110 55 55 110 55 55
Winning Trades 61 26 35 61 26 35
Losing Trades 49 29 20 49 29 20
Profitability (%) 55.4545 47.2727 63.6364 55.4545 47.2727 63.6364
Ratio Avg Win / Avg Loss 1.3732 1.3719 1.265 1.4104 1.3373 1.3454
Largest Winning Trade 31385 7156 31385 43130 7574 43130
Largest Losing Trade -8996 -6388 -8996 -9270 -7690 -9270
Avg Bars in Trades 222 215 229 222 215 229
Avg Bars in Winners 196 183 206 196 183 206
Avg Bars in Losers 254 244 269 254 244 269
Bars Traded 24475 11857 12618 24475 11857 12618
Profit Streak 4.3947 4.4919 4.3947 4.3947 4.4919 4.3947
Trades During Streak 4 2 2 4 2 2
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 526316 -333327 -166016 507941 -351855 -165151
Evaluation Data
{
    "trading_pair": "FIL_USDT",
    "interval": "5m",
    "packets": 25000,
    "actual_packets": 25000,
    "evaluation_days": 86.81,
    "actual_first_datapoint_time": 1752738900000,
    "first_datapoint_time": 1752801900000,
    "last_datapoint_time": 1760238600000,
    "evaluation_time": 1760238799231,
    "expiration_time": 1766718600000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "bbm",
        "factors": {
            "length": 143,
            "offset": 0,
            "std": 1.82131
        }
    },
    "second_band": {
        "type": "kcb",
        "factors": {
            "length": 211,
            "offset": 0,
            "scalar": 1
        }
    }
}
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": [
        [
            67243.6035168831,
            11169.9485828918,
            56073.6549339912,
            80549.2699886038,
            10983.7049847348,
            69565.5650038689
        ],
        [
            67.243604,
            11.169949,
            56.073655,
            80.54927,
            10.983705,
            69.565565
        ],
        [
            0.774607,
            0.128671,
            0.645935,
            0.682927,
            0.12012,
            0.610159
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -20631,
            -13098,
            -11932,
            -22359,
            -14922,
            -12444
        ],
        [
            1.709507,
            1.229957,
            2.213688,
            1.75585,
            1.198955,
            2.354446
        ],
        [
            110,
            55,
            55,
            110,
            55,
            55
        ],
        [
            61,
            26,
            35,
            61,
            26,
            35
        ],
        [
            49,
            29,
            20,
            49,
            29,
            20
        ],
        [
            55.454545,
            47.272727,
            63.636364,
            55.454545,
            47.272727,
            63.636364
        ],
        [
            1.373211,
            1.371875,
            1.264965,
            1.410437,
            1.337296,
            1.345398
        ],
        [
            31385,
            7156,
            31385,
            43130,
            7574,
            43130
        ],
        [
            -8996,
            -6388,
            -8996,
            -9270,
            -7690,
            -9270
        ],
        [
            222,
            215,
            229,
            222,
            215,
            229
        ],
        [
            196,
            183,
            206,
            196,
            183,
            206
        ],
        [
            254,
            244,
            269,
            254,
            244,
            269
        ],
        [
            24475,
            11857,
            12618,
            24475,
            11857,
            12618
        ],
        [
            4.394667,
            4.491889,
            4.394667,
            4.394667,
            4.491889,
            4.394667
        ],
        [
            4,
            2,
            2,
            4,
            2,
            2
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            526316,
            -333327,
            -166016,
            507941,
            -351855,
            -165151
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "FIL_USDT",
    "interval": "5m",
    "packets": 25000,
    "actual_packets": 25000,
    "evaluation_days": 86.81,
    "actual_first_datapoint_time": 1752738900000,
    "first_datapoint_time": 1752801900000,
    "last_datapoint_time": 1760238600000,
    "evaluation_time": 1760238799231,
    "expiration_time": 1766718600000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "bbm",
        "factors": {
            "length": 143,
            "offset": 0,
            "std": 1.82131
        }
    },
    "second_band": {
        "type": "kcb",
        "factors": {
            "length": 211,
            "offset": 0,
            "scalar": 1
        }
    }
}

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)