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Trade: FIL/USDT/720/BBM/HILO/7069

Strategy
FIL/USDT/720/BBM/HILO/7069
Pair
FIL_USDT
Interval
12h
Score
354560
Daily Profit
0.198182
Profit Factor
1.362127
Profitability
52.422907
Streak
0.000000
Best Strategy
Training Data Length
1815.000000
Evaluation Time
2025-10-04 08:43
Expiration Time
2025-11-27 12:48

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 359699.8599 248760.9597 110938.9002 -56469.7263 15236.073 -71705.7992
Total P&L (%) 359.6999 248.761 110.9389 -56.4697 15.2361 -71.7058
Avg Daily Profit (%) 0.1982 0.1371 0.0611 -0.0458 0.0078 -0.0695
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -167335 -98052 -132000 -773894 -322737 -759847
Profit Factor 1.3621 1.6219 1.187 0.9793 1.0165 0.9602
Total Trades 227 114 113 227 114 113
Winning Trades 119 51 68 119 51 68
Losing Trades 108 63 45 108 63 45
Profitability (%) 52.4229 44.7368 60.177 52.4229 44.7368 60.177
Ratio Avg Win / Avg Loss 1.2362 2.0035 0.7855 0.8888 1.2557 0.6354
Largest Winning Trade 294295 294295 57040 217974 189438 217974
Largest Losing Trade -76454 -29406 -76454 -399190 -100452 -399190
Avg Bars in Trades 15 10 21 15 10 21
Avg Bars in Winners 17 10 22 17 10 22
Avg Bars in Losers 13 9 19 13 9 19
Bars Traded 3572 1141 2431 3572 1141 2431
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 354560 -9011 -126463 -578998 -396853 -579434
Evaluation Data
{
    "trading_pair": "FIL_USDT",
    "interval": "12h",
    "packets": 25000,
    "actual_packets": 3630,
    "evaluation_days": 1815,
    "actual_first_datapoint_time": 1602763200000,
    "first_datapoint_time": 1604145600000,
    "last_datapoint_time": 1759536000000,
    "evaluation_time": 1759556618544,
    "expiration_time": 1764240480000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "bbm",
        "factors": {
            "length": 33,
            "offset": 0,
            "std": 2.08615
        }
    },
    "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": [
        [
            359699.8598839974,
            248760.9596979216,
            110938.9001860757,
            -56469.7262730673,
            15236.0729757056,
            -71705.7992487732
        ],
        [
            359.69986,
            248.76096,
            110.9389,
            -56.469726,
            15.236073,
            -71.705799
        ],
        [
            0.198182,
            0.137058,
            0.061123,
            -0.045814,
            0.007814,
            -0.069536
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -167335,
            -98052,
            -132000,
            -773894,
            -322737,
            -759847
        ],
        [
            1.362127,
            1.62186,
            1.186996,
            0.979284,
            1.016497,
            0.960215
        ],
        [
            227,
            114,
            113,
            227,
            114,
            113
        ],
        [
            119,
            51,
            68,
            119,
            51,
            68
        ],
        [
            108,
            63,
            45,
            108,
            63,
            45
        ],
        [
            52.422907,
            44.736842,
            60.176991,
            52.422907,
            44.736842,
            60.176991
        ],
        [
            1.236216,
            2.003474,
            0.785512,
            0.888762,
            1.255673,
            0.635437
        ],
        [
            294295,
            294295,
            57040,
            217974,
            189438,
            217974
        ],
        [
            -76454,
            -29406,
            -76454,
            -399190,
            -100452,
            -399190
        ],
        [
            15,
            10,
            21,
            15,
            10,
            21
        ],
        [
            17,
            10,
            22,
            17,
            10,
            22
        ],
        [
            13,
            9,
            19,
            13,
            9,
            19
        ],
        [
            3572,
            1141,
            2431,
            3572,
            1141,
            2431
        ],
        [
            0,
            0,
            0,
            0,
            0,
            0
        ],
        [
            0,
            0,
            0,
            0,
            0,
            0
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            354560,
            -9011,
            -126463,
            -578998,
            -396853,
            -579434
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "FIL_USDT",
    "interval": "12h",
    "packets": 25000,
    "actual_packets": 3630,
    "evaluation_days": 1815,
    "actual_first_datapoint_time": 1602763200000,
    "first_datapoint_time": 1604145600000,
    "last_datapoint_time": 1759536000000,
    "evaluation_time": 1759556618544,
    "expiration_time": 1764240480000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "bbm",
        "factors": {
            "length": 33,
            "offset": 0,
            "std": 2.08615
        }
    },
    "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)