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Trade: FIL/USDT/120/MIDPOINT/BBM/5246

Strategy
FIL/USDT/120/MIDPOINT/BBM/5246
Pair
FIL_USDT
Interval
2h
Score
341752
Daily Profit
0.321335
Profit Factor
1.810774
Profitability
40.127389
Streak
0.000000
Best Strategy
Training Data Length
1814.830000
Evaluation Time
2025-10-05 02:43
Expiration Time
2025-12-09 08:00

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 583168.1829 375083.9127 208084.2702 526950.838 -238711.7237 765662.5617
Total P&L (%) 583.1682 375.0839 208.0843 526.9508 -238.7117 765.6626
Avg Daily Profit (%) 0.3213 0.2067 0.1147 0.1012 0 0.119
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -87782 -111388 -68565 -986012 -1028153 -872473
Profit Factor 1.8108 1.9416 1.6484 1.1134 0.9046 1.3571
Total Trades 157 79 78 157 79 78
Winning Trades 63 24 39 63 24 39
Losing Trades 94 55 39 94 55 39
Profitability (%) 40.1274 30.3797 50 40.1274 30.3797 50
Ratio Avg Win / Avg Loss 2.7018 4.4495 1.6484 1.6612 2.0731 1.3571
Largest Winning Trade 343366 343366 64784 474175 474175 435868
Largest Losing Trade -43738 -27893 -43738 -385843 -256980 -385843
Avg Bars in Trades 136 109 163 136 109 163
Avg Bars in Winners 205 185 217 205 185 217
Avg Bars in Losers 90 75 110 90 75 110
Bars Traded 21417 8641 12776 21417 8641 12776
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 341752 -23222 -71265 -155158 -612588 -67750
Evaluation Data
{
    "trading_pair": "FIL_USDT",
    "interval": "2h",
    "packets": 25000,
    "actual_packets": 21778,
    "evaluation_days": 1814.83,
    "actual_first_datapoint_time": 1602777600000,
    "first_datapoint_time": 1604102400000,
    "last_datapoint_time": 1759615200000,
    "evaluation_time": 1759621415833,
    "expiration_time": 1765260057600,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "midpoint",
        "factors": {
            "length": 103,
            "offset": 82
        }
    },
    "second_band": {
        "type": "bbm",
        "factors": {
            "length": 66,
            "offset": 0,
            "std": 4.4209
        }
    }
}
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": [
        [
            583168.1829054268,
            375083.9126842615,
            208084.2702211654,
            526950.8379828985,
            -238711.723743379,
            765662.5617262779
        ],
        [
            583.168183,
            375.083913,
            208.08427,
            526.950838,
            -238.711724,
            765.662562
        ],
        [
            0.321335,
            0.206677,
            0.114658,
            0.101201,
            0,
            0.118998
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -87782,
            -111388,
            -68565,
            -986012,
            -1028153,
            -872473
        ],
        [
            1.810774,
            1.941617,
            1.648372,
            1.11339,
            0.904638,
            1.357116
        ],
        [
            157,
            79,
            78,
            157,
            79,
            78
        ],
        [
            63,
            24,
            39,
            63,
            24,
            39
        ],
        [
            94,
            55,
            39,
            94,
            55,
            39
        ],
        [
            40.127389,
            30.379747,
            50,
            40.127389,
            30.379747,
            50
        ],
        [
            2.701789,
            4.449538,
            1.648372,
            1.661249,
            2.073129,
            1.357116
        ],
        [
            343366,
            343366,
            64784,
            474175,
            474175,
            435868
        ],
        [
            -43738,
            -27893,
            -43738,
            -385843,
            -256980,
            -385843
        ],
        [
            136,
            109,
            163,
            136,
            109,
            163
        ],
        [
            205,
            185,
            217,
            205,
            185,
            217
        ],
        [
            90,
            75,
            110,
            90,
            75,
            110
        ],
        [
            21417,
            8641,
            12776,
            21417,
            8641,
            12776
        ],
        [
            0,
            0,
            0,
            0,
            0,
            0
        ],
        [
            0,
            0,
            0,
            0,
            0,
            0
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            341752,
            -23222,
            -71265,
            -155158,
            -612588,
            -67750
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "FIL_USDT",
    "interval": "2h",
    "packets": 25000,
    "actual_packets": 21778,
    "evaluation_days": 1814.83,
    "actual_first_datapoint_time": 1602777600000,
    "first_datapoint_time": 1604102400000,
    "last_datapoint_time": 1759615200000,
    "evaluation_time": 1759621415833,
    "expiration_time": 1765260057600,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "midpoint",
        "factors": {
            "length": 103,
            "offset": 82
        }
    },
    "second_band": {
        "type": "bbm",
        "factors": {
            "length": 66,
            "offset": 0,
            "std": 4.4209
        }
    }
}

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)