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Trade: DOT/USDT/720/BBM/HILO/5200

Strategy
DOT/USDT/720/BBM/HILO/5200
Pair
DOT_USDT
Interval
12h
Score
345473
Daily Profit
0.229209
Profit Factor
2.815288
Profitability
38.297872
Streak
36.907708
Best Strategy
Training Data Length
1863.500000
Evaluation Time
2025-09-27 12:47
Expiration Time
2025-11-19 11:43

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 481811.6393 427130.6911 54680.9482 311812.2838 297456.7337 14355.5501
Total P&L (%) 481.8116 427.1307 54.6809 311.8123 297.4567 14.3556
Avg Daily Profit (%) 0.2586 0.2292 0.0293 0.076 0.0741 0.0072
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -133546 -68633 -118444 -289614 -158483 -240423
Profit Factor 1.9495 2.8153 1.2009 1.2291 1.4973 1.0188
Total Trades 95 47 48 95 47 48
Winning Trades 39 18 21 39 18 21
Losing Trades 56 29 27 56 29 27
Profitability (%) 41.0526 38.2979 43.75 41.0526 38.2979 43.75
Ratio Avg Win / Avg Loss 2.7993 4.5357 1.5441 1.7648 2.4123 1.3099
Largest Winning Trade 342550 342550 61927 274019 274019 160614
Largest Losing Trade -52004 -52004 -36801 -130281 -77655 -130281
Avg Bars in Trades 38 29 46 38 29 46
Avg Bars in Winners 60 46 72 60 46 72
Avg Bars in Losers 22 19 26 22 19 26
Bars Traded 3633 1384 2249 3633 1384 2249
Profit Streak 0 36.9077 0 0 36.9077 0
Trades During Streak 0 1 0 0 1 0
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 309529 345473 -156455 -93960 -95284 -415650
Evaluation Data
{
    "trading_pair": "DOT_USDT",
    "interval": "12h",
    "packets": 25000,
    "actual_packets": 3727,
    "evaluation_days": 1863.5,
    "actual_first_datapoint_time": 1597752000000,
    "first_datapoint_time": 1600646400000,
    "last_datapoint_time": 1758715200000,
    "evaluation_time": 1758966425996,
    "expiration_time": 1763545392000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "bbm",
        "factors": {
            "length": 68,
            "offset": 0,
            "std": 1.88746
        }
    },
    "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": [
        [
            481811.6392986606,
            427130.6910615406,
            54680.9482371199,
            311812.2838339549,
            297456.7337330815,
            14355.5501008735
        ],
        [
            481.811639,
            427.130691,
            54.680948,
            311.812284,
            297.456734,
            14.35555
        ],
        [
            0.258552,
            0.229209,
            0.029343,
            0.075983,
            0.074077,
            0.007199
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -133546,
            -68633,
            -118444,
            -289614,
            -158483,
            -240423
        ],
        [
            1.949519,
            2.815288,
            1.200936,
            1.229089,
            1.497286,
            1.018816
        ],
        [
            95,
            47,
            48,
            95,
            47,
            48
        ],
        [
            39,
            18,
            21,
            39,
            18,
            21
        ],
        [
            56,
            29,
            27,
            56,
            29,
            27
        ],
        [
            41.052632,
            38.297872,
            43.75,
            41.052632,
            38.297872,
            43.75
        ],
        [
            2.799309,
            4.535741,
            1.544061,
            1.764845,
            2.412294,
            1.309906
        ],
        [
            342550,
            342550,
            61927,
            274019,
            274019,
            160614
        ],
        [
            -52004,
            -52004,
            -36801,
            -130281,
            -77655,
            -130281
        ],
        [
            38,
            29,
            46,
            38,
            29,
            46
        ],
        [
            60,
            46,
            72,
            60,
            46,
            72
        ],
        [
            22,
            19,
            26,
            22,
            19,
            26
        ],
        [
            3633,
            1384,
            2249,
            3633,
            1384,
            2249
        ],
        [
            0,
            36.907708,
            0,
            0,
            36.907708,
            0
        ],
        [
            0,
            1,
            0,
            0,
            1,
            0
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            309529,
            345473,
            -156455,
            -93960,
            -95284,
            -415650
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "DOT_USDT",
    "interval": "12h",
    "packets": 25000,
    "actual_packets": 3727,
    "evaluation_days": 1863.5,
    "actual_first_datapoint_time": 1597752000000,
    "first_datapoint_time": 1600646400000,
    "last_datapoint_time": 1758715200000,
    "evaluation_time": 1758966425996,
    "expiration_time": 1763545392000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "bbm",
        "factors": {
            "length": 68,
            "offset": 0,
            "std": 1.88746
        }
    },
    "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)