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Trade: FIL/USDT/360/BBU/MIDPOINT/1520

Strategy
FIL/USDT/360/BBU/MIDPOINT/1520
Pair
FIL_USDT
Interval
6h
Score
505078
Daily Profit
0.337794
Profit Factor
2.216712
Profitability
51.879699
Streak
0.000000
Best Strategy
Training Data Length
1813.000000
Evaluation Time
2025-10-02 14:50
Expiration Time
2025-11-25 17:21

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 612419.9012 343337.2688 269082.6324 5212046.163 2184549.6419 3027496.5211
Total P&L (%) 612.4199 343.3373 269.0826 5212.0462 2184.5496 3027.4965
Avg Daily Profit (%) 0.3378 0.1894 0.1484 0.2194 0.1727 0.1901
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -144312 -77391 -113405 -5282218 -3425730 -3644307
Profit Factor 2.2167 2.6916 1.8958 1.3802 1.3732 1.3854
Total Trades 133 67 66 133 67 66
Winning Trades 69 36 33 69 36 33
Losing Trades 64 31 33 64 31 33
Profitability (%) 51.8797 53.7313 50 51.8797 53.7313 50
Ratio Avg Win / Avg Loss 2.0561 2.3178 1.8958 1.2802 1.1824 1.3854
Largest Winning Trade 77708 72715 77708 1713464 1553432 1713464
Largest Losing Trade -30805 -23000 -30805 -1217173 -863337 -1217173
Avg Bars in Trades 52 16 89 52 16 89
Avg Bars in Winners 78 20 141 78 20 141
Avg Bars in Losers 25 11 38 25 11 38
Bars Traded 7029 1096 5933 7029 1096 5933
Profit Streak 0 0 141.2437 0 0 141.2437
Trades During Streak 0 0 4 0 0 4
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 505078 -103253 -114113 337431 -107583 -114238
Evaluation Data
{
    "trading_pair": "FIL_USDT",
    "interval": "6h",
    "packets": 25000,
    "actual_packets": 7252,
    "evaluation_days": 1813,
    "actual_first_datapoint_time": 1602763200000,
    "first_datapoint_time": 1604642400000,
    "last_datapoint_time": 1759384800000,
    "evaluation_time": 1759405855324,
    "expiration_time": 1764084096000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "bbu",
        "factors": {
            "length": 222,
            "offset": 0,
            "std": 1.1438
        }
    },
    "second_band": {
        "type": "midpoint",
        "factors": {
            "length": 23,
            "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": [
        [
            612419.9012085276,
            343337.2688121547,
            269082.6323963727,
            5212046.163037877,
            2184549.6419081353,
            3027496.5211297446
        ],
        [
            612.419901,
            343.337269,
            269.082632,
            5212.046163,
            2184.549642,
            3027.496521
        ],
        [
            0.337794,
            0.189375,
            0.148418,
            0.219356,
            0.172722,
            0.190077
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -144312,
            -77391,
            -113405,
            -5282218,
            -3425730,
            -3644307
        ],
        [
            2.216712,
            2.691582,
            1.895831,
            1.380186,
            1.373158,
            1.385424
        ],
        [
            133,
            67,
            66,
            133,
            67,
            66
        ],
        [
            69,
            36,
            33,
            69,
            36,
            33
        ],
        [
            64,
            31,
            33,
            64,
            31,
            33
        ],
        [
            51.879699,
            53.731343,
            50,
            51.879699,
            53.731343,
            50
        ],
        [
            2.056081,
            2.317751,
            1.895831,
            1.280172,
            1.182441,
            1.385424
        ],
        [
            77708,
            72715,
            77708,
            1713464,
            1553432,
            1713464
        ],
        [
            -30805,
            -23000,
            -30805,
            -1217173,
            -863337,
            -1217173
        ],
        [
            52,
            16,
            89,
            52,
            16,
            89
        ],
        [
            78,
            20,
            141,
            78,
            20,
            141
        ],
        [
            25,
            11,
            38,
            25,
            11,
            38
        ],
        [
            7029,
            1096,
            5933,
            7029,
            1096,
            5933
        ],
        [
            0,
            0,
            141.243696,
            0,
            0,
            141.243696
        ],
        [
            0,
            0,
            4,
            0,
            0,
            4
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            505078,
            -103253,
            -114113,
            337431,
            -107583,
            -114238
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "FIL_USDT",
    "interval": "6h",
    "packets": 25000,
    "actual_packets": 7252,
    "evaluation_days": 1813,
    "actual_first_datapoint_time": 1602763200000,
    "first_datapoint_time": 1604642400000,
    "last_datapoint_time": 1759384800000,
    "evaluation_time": 1759405855324,
    "expiration_time": 1764084096000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "bbu",
        "factors": {
            "length": 222,
            "offset": 0,
            "std": 1.1438
        }
    },
    "second_band": {
        "type": "midpoint",
        "factors": {
            "length": 23,
            "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)