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Trade: FIL/USDT/120/HL2/DCL/9494

Strategy
FIL/USDT/120/HL2/DCL/9494
Pair
FIL_USDT
Interval
2h
Score
345749
Daily Profit
0.204283
Profit Factor
1.402727
Profitability
45.169713
Streak
0.000000
Best Strategy
Training Data Length
1804.500000
Evaluation Time
2025-09-27 23:27
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 368628.1936 214545.5091 154082.6845 113244.1977 -55607.7789 168851.9767
Total P&L (%) 368.6282 214.5455 154.0827 113.2442 -55.6078 168.852
Avg Daily Profit (%) 0.2043 0.1189 0.0854 0.042 -0.045 0.0548
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -113533 -79268 -103527 -490964 -237319 -370389
Profit Factor 1.4027 1.6186 1.271 1.0561 0.9251 1.1321
Total Trades 383 192 191 383 192 191
Winning Trades 173 86 87 173 86 87
Losing Trades 210 106 104 210 106 104
Profitability (%) 45.1697 44.7917 45.5497 45.1697 44.7917 45.5497
Ratio Avg Win / Avg Loss 1.7027 1.995 1.5194 1.2819 1.1402 1.3533
Largest Winning Trade 106629 106629 70864 194179 72643 194179
Largest Losing Trade -68876 -27041 -68876 -253120 -87336 -253120
Avg Bars in Trades 55 18 93 55 18 93
Avg Bars in Winners 83 23 143 83 23 143
Avg Bars in Losers 32 14 51 32 14 51
Bars Traded 21354 3535 17819 21354 3535 17819
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 345749 -32513 -79223 -295582 -580409 -196208
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": 1604167200000,
    "last_datapoint_time": 1758722400000,
    "evaluation_time": 1759004860577,
    "expiration_time": 1764335116800,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "hl2",
        "factors": {
            "length": 0,
            "offset": 193
        }
    },
    "second_band": {
        "type": "dcl",
        "factors": {
            "length": 134,
            "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": [
        [
            368628.1936443202,
            214545.5091099957,
            154082.6845343245,
            113244.1977159094,
            -55607.7789463092,
            168851.9766622187
        ],
        [
            368.628194,
            214.545509,
            154.082685,
            113.244198,
            -55.607779,
            168.851977
        ],
        [
            0.204283,
            0.118895,
            0.085388,
            0.041974,
            -0.044994,
            0.054822
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -113533,
            -79268,
            -103527,
            -490964,
            -237319,
            -370389
        ],
        [
            1.402727,
            1.618579,
            1.271037,
            1.056056,
            0.92506,
            1.132105
        ],
        [
            383,
            192,
            191,
            383,
            192,
            191
        ],
        [
            173,
            86,
            87,
            173,
            86,
            87
        ],
        [
            210,
            106,
            104,
            210,
            106,
            104
        ],
        [
            45.169713,
            44.791667,
            45.549738,
            45.169713,
            44.791667,
            45.549738
        ],
        [
            1.702733,
            1.994993,
            1.5194,
            1.281918,
            1.14019,
            1.353321
        ],
        [
            106629,
            106629,
            70864,
            194179,
            72643,
            194179
        ],
        [
            -68876,
            -27041,
            -68876,
            -253120,
            -87336,
            -253120
        ],
        [
            55,
            18,
            93,
            55,
            18,
            93
        ],
        [
            83,
            23,
            143,
            83,
            23,
            143
        ],
        [
            32,
            14,
            51,
            32,
            14,
            51
        ],
        [
            21354,
            3535,
            17819,
            21354,
            3535,
            17819
        ],
        [
            0,
            0,
            0,
            0,
            0,
            0
        ],
        [
            0,
            0,
            0,
            0,
            0,
            0
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            345749,
            -32513,
            -79223,
            -295582,
            -580409,
            -196208
        ]
    ]
}
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": 1604167200000,
    "last_datapoint_time": 1758722400000,
    "evaluation_time": 1759004860577,
    "expiration_time": 1764335116800,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "hl2",
        "factors": {
            "length": 0,
            "offset": 193
        }
    },
    "second_band": {
        "type": "dcl",
        "factors": {
            "length": 134,
            "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)