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Trade: FIL/USDT/30/T3/MIDPRICE/2658

Strategy
FIL/USDT/30/T3/MIDPRICE/2658
Pair
FIL_USDT
Interval
30m
Score
316023
Daily Profit
0.271652
Profit Factor
1.336193
Profitability
44.933921
Streak
4.747788
Best Strategy
Training Data Length
520.830000
Evaluation Time
2025-10-06 05:26
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 141484.3814 48559.6217 92924.7597 171942.7651 45946.8047 125995.9603
Total P&L (%) 141.4844 48.5596 92.9248 171.9428 45.9468 125.996
Avg Daily Profit (%) 0.2717 0.0932 0.1784 0.1923 0.0726 0.1567
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -54261 -52335 -23686 -82711 -56239 -48245
Profit Factor 1.3362 1.2332 1.4371 1.262 1.1434 1.3753
Total Trades 227 114 113 227 114 113
Winning Trades 102 53 49 102 53 49
Losing Trades 125 61 64 125 61 64
Profitability (%) 44.9339 46.4912 43.3628 44.9339 46.4912 43.3628
Ratio Avg Win / Avg Loss 1.6375 1.4193 1.8771 1.5466 1.316 1.7963
Largest Winning Trade 34219 18482 34219 50803 50803 43942
Largest Losing Trade -20149 -20149 -14793 -45202 -45202 -23266
Avg Bars in Trades 108 107 108 108 107 108
Avg Bars in Winners 138 127 151 138 127 151
Avg Bars in Losers 83 91 76 83 91 76
Bars Traded 24601 12289 12312 24601 12289 12312
Profit Streak 4.7478 6.0395 0 4.7478 6.0395 0
Trades During Streak 1 1 0 1 1 0
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 316023 -71766 218377 275280 -161970 198072
Evaluation Data
{
    "trading_pair": "FIL_USDT",
    "interval": "30m",
    "packets": 25000,
    "actual_packets": 25000,
    "evaluation_days": 520.83,
    "actual_first_datapoint_time": 1714717800000,
    "first_datapoint_time": 1715164200000,
    "last_datapoint_time": 1759716000000,
    "evaluation_time": 1759717608909,
    "expiration_time": 1766196000000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "t3",
        "factors": {
            "length": 108,
            "offset": 0,
            "a": 0.68266
        }
    },
    "second_band": {
        "type": "midprice",
        "factors": {
            "length": 249,
            "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": [
        [
            141484.3813766486,
            48559.6217262124,
            92924.7596504363,
            171942.7650504943,
            45946.8047462993,
            125995.9603041951
        ],
        [
            141.484381,
            48.559622,
            92.92476,
            171.942765,
            45.946805,
            125.99596
        ],
        [
            0.271652,
            0.093235,
            0.178417,
            0.192267,
            0.072617,
            0.15667
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -54261,
            -52335,
            -23686,
            -82711,
            -56239,
            -48245
        ],
        [
            1.336193,
            1.233164,
            1.437131,
            1.262024,
            1.143383,
            1.375254
        ],
        [
            227,
            114,
            113,
            227,
            114,
            113
        ],
        [
            102,
            53,
            49,
            102,
            53,
            49
        ],
        [
            125,
            61,
            64,
            125,
            61,
            64
        ],
        [
            44.933921,
            46.491228,
            43.362832,
            44.933921,
            46.491228,
            43.362832
        ],
        [
            1.637492,
            1.419302,
            1.87707,
            1.546598,
            1.315969,
            1.796251
        ],
        [
            34219,
            18482,
            34219,
            50803,
            50803,
            43942
        ],
        [
            -20149,
            -20149,
            -14793,
            -45202,
            -45202,
            -23266
        ],
        [
            108,
            107,
            108,
            108,
            107,
            108
        ],
        [
            138,
            127,
            151,
            138,
            127,
            151
        ],
        [
            83,
            91,
            76,
            83,
            91,
            76
        ],
        [
            24601,
            12289,
            12312,
            24601,
            12289,
            12312
        ],
        [
            4.747788,
            6.039455,
            0,
            4.747788,
            6.039455,
            0
        ],
        [
            1,
            1,
            0,
            1,
            1,
            0
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            316023,
            -71766,
            218377,
            275280,
            -161970,
            198072
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "FIL_USDT",
    "interval": "30m",
    "packets": 25000,
    "actual_packets": 25000,
    "evaluation_days": 520.83,
    "actual_first_datapoint_time": 1714717800000,
    "first_datapoint_time": 1715164200000,
    "last_datapoint_time": 1759716000000,
    "evaluation_time": 1759717608909,
    "expiration_time": 1766196000000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "t3",
        "factors": {
            "length": 108,
            "offset": 0,
            "a": 0.68266
        }
    },
    "second_band": {
        "type": "midprice",
        "factors": {
            "length": 249,
            "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)