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Trade: FIL/USDT/120/BBM/HILO/9887

Strategy
FIL/USDT/120/BBM/HILO/9887
Pair
FIL_USDT
Interval
2h
Score
345809
Daily Profit
0.289000
Profit Factor
1.442385
Profitability
40.919540
Streak
0.000000
Best Strategy
Training Data Length
1804.500000
Evaluation Time
2025-09-27 07:10
Expiration Time
2025-11-28 15:05

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 521499.9137 334874.5526 186625.3611 293634.8658 -417830.5962 711465.462
Total P&L (%) 521.4999 334.8746 186.6254 293.6349 -417.8306 711.4655
Avg Daily Profit (%) 0.289 0.1856 0.1034 0.076 0 0.1161
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -119373 -103134 -62785 -1546151 -1380447 -659585
Profit Factor 1.4424 1.5526 1.3258 1.0291 0.917 1.1412
Total Trades 435 218 217 435 218 217
Winning Trades 178 79 99 178 79 99
Losing Trades 257 139 118 257 139 118
Profitability (%) 40.9195 36.2385 45.6221 40.9195 36.2385 45.6221
Ratio Avg Win / Avg Loss 2.0825 2.7319 1.5802 1.4859 1.6135 1.3602
Largest Winning Trade 315251 315251 56902 490589 490589 365437
Largest Losing Trade -28646 -23263 -28646 -332683 -227654 -332683
Avg Bars in Trades 49 41 57 49 41 57
Avg Bars in Winners 75 65 83 75 65 83
Avg Bars in Losers 31 28 35 31 28 35
Bars Traded 21472 9040 12432 21472 9040 12432
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 345809 196936 -54680 -281244 -582766 -103937
Evaluation Data
{
    "trading_pair": "FIL_USDT",
    "interval": "2h",
    "packets": 25000,
    "actual_packets": 21654,
    "evaluation_days": 1804.5,
    "actual_first_datapoint_time": 1602777600000,
    "first_datapoint_time": 1603512000000,
    "last_datapoint_time": 1758722400000,
    "evaluation_time": 1758946231490,
    "expiration_time": 1764335116800,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "bbm",
        "factors": {
            "length": 210,
            "offset": 0,
            "std": 2.05662
        }
    },
    "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": [
        [
            521499.9137379264,
            334874.5526234749,
            186625.3611144507,
            293634.865805004,
            -417830.5961869582,
            711465.4619919616
        ],
        [
            521.499914,
            334.874553,
            186.625361,
            293.634866,
            -417.830596,
            711.465462
        ],
        [
            0.289,
            0.185577,
            0.103422,
            0.075964,
            0,
            0.116092
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -119373,
            -103134,
            -62785,
            -1546151,
            -1380447,
            -659585
        ],
        [
            1.442385,
            1.55264,
            1.325765,
            1.029147,
            0.917021,
            1.141193
        ],
        [
            435,
            218,
            217,
            435,
            218,
            217
        ],
        [
            178,
            79,
            99,
            178,
            79,
            99
        ],
        [
            257,
            139,
            118,
            257,
            139,
            118
        ],
        [
            40.91954,
            36.238532,
            45.62212,
            40.91954,
            36.238532,
            45.62212
        ],
        [
            2.082544,
            2.73186,
            1.580205,
            1.485903,
            1.613492,
            1.36021
        ],
        [
            315251,
            315251,
            56902,
            490589,
            490589,
            365437
        ],
        [
            -28646,
            -23263,
            -28646,
            -332683,
            -227654,
            -332683
        ],
        [
            49,
            41,
            57,
            49,
            41,
            57
        ],
        [
            75,
            65,
            83,
            75,
            65,
            83
        ],
        [
            31,
            28,
            35,
            31,
            28,
            35
        ],
        [
            21472,
            9040,
            12432,
            21472,
            9040,
            12432
        ],
        [
            0,
            0,
            0,
            0,
            0,
            0
        ],
        [
            0,
            0,
            0,
            0,
            0,
            0
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            345809,
            196936,
            -54680,
            -281244,
            -582766,
            -103937
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "FIL_USDT",
    "interval": "2h",
    "packets": 25000,
    "actual_packets": 21654,
    "evaluation_days": 1804.5,
    "actual_first_datapoint_time": 1602777600000,
    "first_datapoint_time": 1603512000000,
    "last_datapoint_time": 1758722400000,
    "evaluation_time": 1758946231490,
    "expiration_time": 1764335116800,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "bbm",
        "factors": {
            "length": 210,
            "offset": 0,
            "std": 2.05662
        }
    },
    "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)