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Trade: FIL/USDT/720/MIDPRICE/HILO/3899

Strategy
FIL/USDT/720/MIDPRICE/HILO/3899
Pair
FIL_USDT
Interval
12h
Score
472881
Daily Profit
0.276695
Profit Factor
2.095101
Profitability
54.838710
Streak
0.000000
Best Strategy
Training Data Length
1805.500000
Evaluation Time
2025-09-27 03:56
Expiration Time
2025-11-17 17:57

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 499573.1544 246436.4703 253136.6842 1286455.0851 -200039.655 1486494.7401
Total P&L (%) 499.5732 246.4365 253.1367 1286.4551 -200.0397 1486.4947
Avg Daily Profit (%) 0.2767 0.1365 0.1402 0.1457 0 0.1532
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -105599 -75825 -53868 -6166689 -3206345 -3697678
Profit Factor 2.0951 1.9746 2.245 1.0864 0.9717 1.19
Total Trades 93 47 46 93 47 46
Winning Trades 51 21 30 51 21 30
Losing Trades 42 26 16 42 26 16
Profitability (%) 54.8387 44.6809 65.2174 54.8387 44.6809 65.2174
Ratio Avg Win / Avg Loss 1.7254 2.4447 1.1973 0.8947 1.2031 0.6347
Largest Winning Trade 133776 133776 58061 1351173 1351173 940893
Largest Losing Trade -53868 -29483 -53868 -3697678 -1027743 -3697678
Avg Bars in Trades 36 17 54 36 17 54
Avg Bars in Winners 46 19 64 46 19 64
Avg Bars in Losers 23 16 35 23 16 35
Bars Traded 3348 836 2513 3348 836 2513
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 472881 -8775 -660 -124393 -580820 -3485
Evaluation Data
{
    "trading_pair": "FIL_USDT",
    "interval": "12h",
    "packets": 25000,
    "actual_packets": 3611,
    "evaluation_days": 1805.5,
    "actual_first_datapoint_time": 1602763200000,
    "first_datapoint_time": 1606910400000,
    "last_datapoint_time": 1758715200000,
    "evaluation_time": 1758934562403,
    "expiration_time": 1763395056000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "midprice",
        "factors": {
            "length": 97,
            "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": [
        [
            499573.1544437708,
            246436.4702517578,
            253136.6841920132,
            1286455.0851419973,
            -200039.6550067487,
            1486494.740148746
        ],
        [
            499.573154,
            246.43647,
            253.136684,
            1286.455085,
            -200.039655,
            1486.49474
        ],
        [
            0.276695,
            0.136492,
            0.140203,
            0.145735,
            0,
            0.153211
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -105599,
            -75825,
            -53868,
            -6166689,
            -3206345,
            -3697678
        ],
        [
            2.095101,
            1.974574,
            2.244995,
            1.086365,
            0.971717,
            1.190022
        ],
        [
            93,
            47,
            46,
            93,
            47,
            46
        ],
        [
            51,
            21,
            30,
            51,
            21,
            30
        ],
        [
            42,
            26,
            16,
            42,
            26,
            16
        ],
        [
            54.83871,
            44.680851,
            65.217391,
            54.83871,
            44.680851,
            65.217391
        ],
        [
            1.725377,
            2.444711,
            1.197331,
            0.894653,
            1.203079,
            0.634679
        ],
        [
            133776,
            133776,
            58061,
            1351173,
            1351173,
            940893
        ],
        [
            -53868,
            -29483,
            -53868,
            -3697678,
            -1027743,
            -3697678
        ],
        [
            36,
            17,
            54,
            36,
            17,
            54
        ],
        [
            46,
            19,
            64,
            46,
            19,
            64
        ],
        [
            23,
            16,
            35,
            23,
            16,
            35
        ],
        [
            3348,
            836,
            2513,
            3348,
            836,
            2513
        ],
        [
            0,
            0,
            0,
            0,
            0,
            0
        ],
        [
            0,
            0,
            0,
            0,
            0,
            0
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            472881,
            -8775,
            -660,
            -124393,
            -580820,
            -3485
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "FIL_USDT",
    "interval": "12h",
    "packets": 25000,
    "actual_packets": 3611,
    "evaluation_days": 1805.5,
    "actual_first_datapoint_time": 1602763200000,
    "first_datapoint_time": 1606910400000,
    "last_datapoint_time": 1758715200000,
    "evaluation_time": 1758934562403,
    "expiration_time": 1763395056000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "midprice",
        "factors": {
            "length": 97,
            "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)