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Trade: FIL/USDT/120/MIDPOINT/BBL/8531

Strategy
FIL/USDT/120/MIDPOINT/BBL/8531
Pair
FIL_USDT
Interval
2h
Score
326404
Daily Profit
0.182695
Profit Factor
1.306746
Profitability
46.334311
Streak
0.000000
Best Strategy
Training Data Length
1804.500000
Evaluation Time
2025-09-27 22:52
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 329673.2032 196990.074 132683.1293 166545.8582 74609.6703 91936.1879
Total P&L (%) 329.6732 196.9901 132.6831 166.5459 74.6097 91.9362
Avg Daily Profit (%) 0.1827 0.1092 0.0735 0.0543 0.0309 0.0361
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -67618 -63182 -145247 -204078 -242033 -111193
Profit Factor 1.3067 1.4044 1.2258 1.0889 1.0829 1.0944
Total Trades 341 171 170 341 171 170
Winning Trades 158 80 78 158 80 78
Losing Trades 183 91 92 183 91 92
Profitability (%) 46.3343 46.7836 45.8824 46.3343 46.7836 45.8824
Ratio Avg Win / Avg Loss 1.5135 1.5975 1.4458 1.2612 1.2318 1.2908
Largest Winning Trade 73750 47934 73750 118350 80599 118350
Largest Losing Trade -57016 -21573 -57016 -87519 -44237 -87519
Avg Bars in Trades 59 24 94 59 24 94
Avg Bars in Winners 94 28 162 94 28 162
Avg Bars in Losers 29 21 36 29 21 36
Bars Traded 20268 4227 16041 20268 4227 16041
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 326404 -46051 -96403 -242758 -281582 -262591
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": 1604138400000,
    "last_datapoint_time": 1758722400000,
    "evaluation_time": 1759002747129,
    "expiration_time": 1764335116800,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "midpoint",
        "factors": {
            "length": 190,
            "offset": 0
        }
    },
    "second_band": {
        "type": "bbl",
        "factors": {
            "length": 17,
            "offset": 0,
            "std": 2.5961
        }
    }
}
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": [
        [
            329673.2032422799,
            196990.0739703439,
            132683.1292719359,
            166545.8581674553,
            74609.6702711348,
            91936.1878963208
        ],
        [
            329.673203,
            196.990074,
            132.683129,
            166.545858,
            74.60967,
            91.936188
        ],
        [
            0.182695,
            0.109166,
            0.073529,
            0.054344,
            0.030893,
            0.036138
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -67618,
            -63182,
            -145247,
            -204078,
            -242033,
            -111193
        ],
        [
            1.306746,
            1.404394,
            1.225797,
            1.088872,
            1.082903,
            1.094386
        ],
        [
            341,
            171,
            170,
            341,
            171,
            170
        ],
        [
            158,
            80,
            78,
            158,
            80,
            78
        ],
        [
            183,
            91,
            92,
            183,
            91,
            92
        ],
        [
            46.334311,
            46.783626,
            45.882353,
            46.334311,
            46.783626,
            45.882353
        ],
        [
            1.513509,
            1.597498,
            1.445812,
            1.261161,
            1.231802,
            1.290814
        ],
        [
            73750,
            47934,
            73750,
            118350,
            80599,
            118350
        ],
        [
            -57016,
            -21573,
            -57016,
            -87519,
            -44237,
            -87519
        ],
        [
            59,
            24,
            94,
            59,
            24,
            94
        ],
        [
            94,
            28,
            162,
            94,
            28,
            162
        ],
        [
            29,
            21,
            36,
            29,
            21,
            36
        ],
        [
            20268,
            4227,
            16041,
            20268,
            4227,
            16041
        ],
        [
            0,
            0,
            0,
            0,
            0,
            0
        ],
        [
            0,
            0,
            0,
            0,
            0,
            0
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            326404,
            -46051,
            -96403,
            -242758,
            -281582,
            -262591
        ]
    ]
}
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": 1604138400000,
    "last_datapoint_time": 1758722400000,
    "evaluation_time": 1759002747129,
    "expiration_time": 1764335116800,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "midpoint",
        "factors": {
            "length": 190,
            "offset": 0
        }
    },
    "second_band": {
        "type": "bbl",
        "factors": {
            "length": 17,
            "offset": 0,
            "std": 2.5961
        }
    }
}

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)