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Trade: FIL/USDT/15/MIDPOINT/MIDPRICE/5661

Strategy
FIL/USDT/15/MIDPOINT/MIDPRICE/5661
Pair
FIL_USDT
Interval
15m
Score
342546
Daily Profit
0.204790
Profit Factor
1.646670
Profitability
61.855670
Streak
0.000000
Best Strategy
Training Data Length
260.420000
Evaluation Time
2025-10-06 05:06
Expiration Time
2025-12-20 04:00

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 66131.0429 4336.9597 61794.0832 55350.389 -15013.827 70364.216
Total P&L (%) 66.131 4.337 61.7941 55.3504 -15.0138 70.3642
Avg Daily Profit (%) 0.2539 0.0167 0.2373 0.1693 -0.0624 0.2048
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -40707 -32700 -20761 -62540 -49796 -27671
Profit Factor 1.2617 1.0255 1.7479 1.1618 0.9356 1.6467
Total Trades 194 97 97 194 97 97
Winning Trades 116 56 60 116 56 60
Losing Trades 78 41 37 78 41 37
Profitability (%) 59.7938 57.732 61.8557 59.7938 57.732 61.8557
Ratio Avg Win / Avg Loss 0.8484 0.7508 1.0779 0.7812 0.685 1.0154
Largest Winning Trade 24582 24582 8405 28318 28318 10119
Largest Losing Trade -29844 -29844 -12927 -37995 -37995 -16313
Avg Bars in Trades 126 125 128 126 125 128
Avg Bars in Winners 101 88 114 101 88 114
Avg Bars in Losers 164 174 152 164 174 152
Bars Traded 24620 12134 12485 24620 12134 12485
Profit Streak 1.6611 6.9944 0 1.6611 6.9944 0
Trades During Streak 1 2 0 1 2 0
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 162791 -530054 339886 -39283 -580312 342546
Evaluation Data
{
    "trading_pair": "FIL_USDT",
    "interval": "15m",
    "packets": 25000,
    "actual_packets": 25000,
    "evaluation_days": 260.42,
    "actual_first_datapoint_time": 1737216900000,
    "first_datapoint_time": 1737386100000,
    "last_datapoint_time": 1759716000000,
    "evaluation_time": 1759716418120,
    "expiration_time": 1766196000000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "midpoint",
        "factors": {
            "length": 55,
            "offset": 0
        }
    },
    "second_band": {
        "type": "midprice",
        "factors": {
            "length": 189,
            "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": [
        [
            66131.0429110606,
            4336.9597391299,
            61794.0831719306,
            55350.389029509,
            -15013.8270147067,
            70364.2160442156
        ],
        [
            66.131043,
            4.33696,
            61.794083,
            55.350389,
            -15.013827,
            70.364216
        ],
        [
            0.25394,
            0.016654,
            0.237286,
            0.169298,
            -0.062449,
            0.20479
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -40707,
            -32700,
            -20761,
            -62540,
            -49796,
            -27671
        ],
        [
            1.26172,
            1.025503,
            1.747921,
            1.161831,
            0.935623,
            1.64667
        ],
        [
            194,
            97,
            97,
            194,
            97,
            97
        ],
        [
            116,
            56,
            60,
            116,
            56,
            60
        ],
        [
            78,
            41,
            37,
            78,
            41,
            37
        ],
        [
            59.793814,
            57.731959,
            61.85567,
            59.793814,
            57.731959,
            61.85567
        ],
        [
            0.848398,
            0.750815,
            1.077884,
            0.781231,
            0.685009,
            1.015446
        ],
        [
            24582,
            24582,
            8405,
            28318,
            28318,
            10119
        ],
        [
            -29844,
            -29844,
            -12927,
            -37995,
            -37995,
            -16313
        ],
        [
            126,
            125,
            128,
            126,
            125,
            128
        ],
        [
            101,
            88,
            114,
            101,
            88,
            114
        ],
        [
            164,
            174,
            152,
            164,
            174,
            152
        ],
        [
            24620,
            12134,
            12485,
            24620,
            12134,
            12485
        ],
        [
            1.661089,
            6.994422,
            0,
            1.661089,
            6.994423,
            0
        ],
        [
            1,
            2,
            0,
            1,
            2,
            0
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            162791,
            -530054,
            339886,
            -39283,
            -580312,
            342546
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "FIL_USDT",
    "interval": "15m",
    "packets": 25000,
    "actual_packets": 25000,
    "evaluation_days": 260.42,
    "actual_first_datapoint_time": 1737216900000,
    "first_datapoint_time": 1737386100000,
    "last_datapoint_time": 1759716000000,
    "evaluation_time": 1759716418120,
    "expiration_time": 1766196000000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "midpoint",
        "factors": {
            "length": 55,
            "offset": 0
        }
    },
    "second_band": {
        "type": "midprice",
        "factors": {
            "length": 189,
            "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)