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Trade: FIL/USDT/120/DCM/SSF/4824

Strategy
FIL/USDT/120/DCM/SSF/4824
Pair
FIL_USDT
Interval
2h
Score
344283
Daily Profit
0.211049
Profit Factor
1.418994
Profitability
50.847458
Streak
0.000000
Best Strategy
Training Data Length
1804.500000
Evaluation Time
2025-09-28 06:02
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 380838.5266 214839.5997 165998.9268 106217.5325 -57139.0942 163356.6267
Total P&L (%) 380.8385 214.8396 165.9989 106.2175 -57.1391 163.3566
Avg Daily Profit (%) 0.211 0.1191 0.092 0.0401 -0.0469 0.0537
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -90990 -97503 -68195 -693553 -560424 -693127
Profit Factor 1.419 1.4804 1.3595 1.0275 0.9683 1.0792
Total Trades 177 89 88 177 89 88
Winning Trades 90 38 52 90 38 52
Losing Trades 87 51 36 87 51 36
Profitability (%) 50.8475 42.6966 59.0909 50.8475 42.6966 59.0909
Ratio Avg Win / Avg Loss 1.3717 1.9869 0.9412 0.9933 1.2995 0.7472
Largest Winning Trade 129659 129659 61379 342220 211043 342220
Largest Losing Trade -60524 -25867 -60524 -424979 -130429 -424979
Avg Bars in Trades 120 84 156 120 84 156
Avg Bars in Winners 150 95 190 150 95 190
Avg Bars in Losers 89 76 108 89 76 108
Bars Traded 21332 7529 13802 21332 7529 13802
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 344283 -34921 -70509 -330217 -582267 -255422
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": 1604548800000,
    "last_datapoint_time": 1758722400000,
    "evaluation_time": 1759028545995,
    "expiration_time": 1764335116800,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "dcm",
        "factors": {
            "length": 247,
            "offset": 0
        }
    },
    "second_band": {
        "type": "ssf",
        "factors": {
            "length": 106,
            "offset": 0,
            "poles": 2
        }
    }
}
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": [
        [
            380838.5265503866,
            214839.5997246222,
            165998.9268257642,
            106217.532486399,
            -57139.0942244095,
            163356.6267108081
        ],
        [
            380.838527,
            214.8396,
            165.998927,
            106.217532,
            -57.139094,
            163.356627
        ],
        [
            0.211049,
            0.119058,
            0.091992,
            0.040117,
            -0.046939,
            0.053677
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -90990,
            -97503,
            -68195,
            -693553,
            -560424,
            -693127
        ],
        [
            1.418994,
            1.480428,
            1.359499,
            1.027506,
            0.968251,
            1.079226
        ],
        [
            177,
            89,
            88,
            177,
            89,
            88
        ],
        [
            90,
            38,
            52,
            90,
            38,
            52
        ],
        [
            87,
            51,
            36,
            87,
            51,
            36
        ],
        [
            50.847458,
            42.696629,
            59.090909,
            50.847458,
            42.696629,
            59.090909
        ],
        [
            1.371694,
            1.98689,
            0.941191,
            0.993256,
            1.299495,
            0.747157
        ],
        [
            129659,
            129659,
            61379,
            342220,
            211043,
            342220
        ],
        [
            -60524,
            -25867,
            -60524,
            -424979,
            -130429,
            -424979
        ],
        [
            120,
            84,
            156,
            120,
            84,
            156
        ],
        [
            150,
            95,
            190,
            150,
            95,
            190
        ],
        [
            89,
            76,
            108,
            89,
            76,
            108
        ],
        [
            21332,
            7529,
            13802,
            21332,
            7529,
            13802
        ],
        [
            0,
            0,
            0,
            0,
            0,
            0
        ],
        [
            0,
            0,
            0,
            0,
            0,
            0
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            344283,
            -34921,
            -70509,
            -330217,
            -582267,
            -255422
        ]
    ]
}
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": 1604548800000,
    "last_datapoint_time": 1758722400000,
    "evaluation_time": 1759028545995,
    "expiration_time": 1764335116800,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "dcm",
        "factors": {
            "length": 247,
            "offset": 0
        }
    },
    "second_band": {
        "type": "ssf",
        "factors": {
            "length": 106,
            "offset": 0,
            "poles": 2
        }
    }
}

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)