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Trade: FIL/USDT/120/DCM/BBM/4520

Strategy
FIL/USDT/120/DCM/BBM/4520
Pair
FIL_USDT
Interval
2h
Score
648926
Daily Profit
0.487474
Profit Factor
3.423401
Profitability
55.555556
Streak
0.000000
Best Strategy
Training Data Length
1817.170000
Evaluation Time
2025-10-07 10:14
Expiration Time
2025-12-11 18:01

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 885823.3003 521575.0426 364248.2577 19513363.9745 4125043.0078 15388320.9667
Total P&L (%) 885.8233 521.575 364.2483 19513.364 4125.043 15388.321
Avg Daily Profit (%) 0.4875 0.287 0.2004 0.2909 0.2062 0.2779
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -80016 -42377 -54135 -6749714 -6057996 -5519300
Profit Factor 3.4234 3.4752 3.3528 1.6561 1.2425 2.2087
Total Trades 99 50 49 99 50 49
Winning Trades 55 23 32 55 23 32
Losing Trades 44 27 17 44 27 17
Profitability (%) 55.5556 46 65.3061 55.5556 46 65.3061
Ratio Avg Win / Avg Loss 2.7387 4.0796 1.7812 1.3249 1.4586 1.1734
Largest Winning Trade 317563 317563 72036 5212719 5212719 4853774
Largest Losing Trade -54135 -22333 -54135 -5519300 -2479474 -5519300
Avg Bars in Trades 213 159 267 213 159 267
Avg Bars in Winners 294 211 353 294 211 353
Avg Bars in Losers 111 115 106 111 115 106
Bars Traded 21103 7973 13130 21103 7973 13130
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 648926 -166182 580185 425666 -173787 499526
Evaluation Data
{
    "trading_pair": "FIL_USDT",
    "interval": "2h",
    "packets": 25000,
    "actual_packets": 21806,
    "evaluation_days": 1817.17,
    "actual_first_datapoint_time": 1602777600000,
    "first_datapoint_time": 1604592000000,
    "last_datapoint_time": 1759816800000,
    "evaluation_time": 1759821255156,
    "expiration_time": 1765468915200,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "dcm",
        "factors": {
            "length": 162,
            "offset": 91
        }
    },
    "second_band": {
        "type": "bbm",
        "factors": {
            "length": 138,
            "offset": 0,
            "std": 3.727
        }
    }
}
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": [
        [
            885823.3002914554,
            521575.0425690546,
            364248.2577224009,
            19513363.974497575,
            4125043.0077681392,
            15388320.966729434
        ],
        [
            885.8233,
            521.575043,
            364.248258,
            19513.363974,
            4125.043008,
            15388.320967
        ],
        [
            0.487474,
            0.287026,
            0.200448,
            0.290918,
            0.206226,
            0.277887
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -80016,
            -42377,
            -54135,
            -6749714,
            -6057996,
            -5519300
        ],
        [
            3.423401,
            3.475242,
            3.352839,
            1.65609,
            1.242497,
            2.20871
        ],
        [
            99,
            50,
            49,
            99,
            50,
            49
        ],
        [
            55,
            23,
            32,
            55,
            23,
            32
        ],
        [
            44,
            27,
            17,
            44,
            27,
            17
        ],
        [
            55.555556,
            46,
            65.306122,
            55.555556,
            46,
            65.306122
        ],
        [
            2.738721,
            4.079632,
            1.781196,
            1.324872,
            1.458583,
            1.173377
        ],
        [
            317563,
            317563,
            72036,
            5212719,
            5212719,
            4853774
        ],
        [
            -54135,
            -22333,
            -54135,
            -5519300,
            -2479474,
            -5519300
        ],
        [
            213,
            159,
            267,
            213,
            159,
            267
        ],
        [
            294,
            211,
            353,
            294,
            211,
            353
        ],
        [
            111,
            115,
            106,
            111,
            115,
            106
        ],
        [
            21103,
            7973,
            13130,
            21103,
            7973,
            13130
        ],
        [
            0,
            0,
            0,
            0,
            0,
            0
        ],
        [
            0,
            0,
            0,
            0,
            0,
            0
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            648926,
            -166182,
            580185,
            425666,
            -173787,
            499526
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "FIL_USDT",
    "interval": "2h",
    "packets": 25000,
    "actual_packets": 21806,
    "evaluation_days": 1817.17,
    "actual_first_datapoint_time": 1602777600000,
    "first_datapoint_time": 1604592000000,
    "last_datapoint_time": 1759816800000,
    "evaluation_time": 1759821255156,
    "expiration_time": 1765468915200,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "dcm",
        "factors": {
            "length": 162,
            "offset": 91
        }
    },
    "second_band": {
        "type": "bbm",
        "factors": {
            "length": 138,
            "offset": 0,
            "std": 3.727
        }
    }
}

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)