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Trade: FIL/USDT/360/HILO/MIDPRICE/4733

Strategy
FIL/USDT/360/HILO/MIDPRICE/4733
Pair
FIL_USDT
Interval
6h
Score
341242
Daily Profit
0.338820
Profit Factor
1.551003
Profitability
36.363636
Streak
14.060216
Best Strategy
Training Data Length
1814.000000
Evaluation Time
2025-10-03 16:26
Expiration Time
2025-11-26 18:04

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 614619.3391 330938.0415 283681.2975 2543927.5882 -840138.9331 3384066.5213
Total P&L (%) 614.6193 330.938 283.6813 2543.9276 -840.1389 3384.0665
Avg Daily Profit (%) 0.3388 0.1824 0.1564 0.1807 0 0.1959
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -115123 -99725 -53714 -6099039 -5754506 -2170507
Profit Factor 1.551 1.5563 1.5449 1.1064 0.9346 1.3056
Total Trades 374 187 187 374 187 187
Winning Trades 136 59 77 136 59 77
Losing Trades 238 128 110 238 128 110
Profitability (%) 36.3636 31.5508 41.1765 36.3636 31.5508 41.1765
Ratio Avg Win / Avg Loss 2.7143 3.3764 2.2071 1.9361 2.0276 1.8651
Largest Winning Trade 113047 113047 50822 2706538 2706538 1538744
Largest Losing Trade -23567 -17546 -23567 -1083057 -1083057 -780405
Avg Bars in Trades 19 18 19 19 18 19
Avg Bars in Winners 34 37 31 34 37 31
Avg Bars in Losers 10 10 11 10 10 11
Bars Traded 7200 3518 3682 7200 3518 3682
Profit Streak 14.0602 0 15.8102 14.0602 0 15.8102
Trades During Streak 1 0 1 1 0 1
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 341242 135323 280425 -97029 -584473 254934
Evaluation Data
{
    "trading_pair": "FIL_USDT",
    "interval": "6h",
    "packets": 25000,
    "actual_packets": 7256,
    "evaluation_days": 1814,
    "actual_first_datapoint_time": 1602763200000,
    "first_datapoint_time": 1603216800000,
    "last_datapoint_time": 1759471200000,
    "evaluation_time": 1759498002650,
    "expiration_time": 1764173088000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "hilo",
        "factors": {
            "length": 0,
            "offset": 0
        }
    },
    "second_band": {
        "type": "midprice",
        "factors": {
            "length": 11,
            "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": [
        [
            614619.339059758,
            330938.0415427977,
            283681.2975169603,
            2543927.588209806,
            -840138.9330894136,
            3384066.5212992216
        ],
        [
            614.619339,
            330.938042,
            283.681298,
            2543.927588,
            -840.138933,
            3384.066521
        ],
        [
            0.33882,
            0.182436,
            0.156384,
            0.180695,
            0,
            0.195935
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -115123,
            -99725,
            -53714,
            -6099039,
            -5754506,
            -2170507
        ],
        [
            1.551003,
            1.556308,
            1.544941,
            1.106353,
            0.934595,
            1.305572
        ],
        [
            374,
            187,
            187,
            374,
            187,
            187
        ],
        [
            136,
            59,
            77,
            136,
            59,
            77
        ],
        [
            238,
            128,
            110,
            238,
            128,
            110
        ],
        [
            36.363636,
            31.550802,
            41.176471,
            36.363636,
            31.550802,
            41.176471
        ],
        [
            2.714255,
            3.376397,
            2.207058,
            1.936117,
            2.027596,
            1.865103
        ],
        [
            113047,
            113047,
            50822,
            2706538,
            2706538,
            1538744
        ],
        [
            -23567,
            -17546,
            -23567,
            -1083057,
            -1083057,
            -780405
        ],
        [
            19,
            18,
            19,
            19,
            18,
            19
        ],
        [
            34,
            37,
            31,
            34,
            37,
            31
        ],
        [
            10,
            10,
            11,
            10,
            10,
            11
        ],
        [
            7200,
            3518,
            3682,
            7200,
            3518,
            3682
        ],
        [
            14.060216,
            0,
            15.810216,
            14.060216,
            0,
            15.810216
        ],
        [
            1,
            0,
            1,
            1,
            0,
            1
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            341242,
            135323,
            280425,
            -97029,
            -584473,
            254934
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "FIL_USDT",
    "interval": "6h",
    "packets": 25000,
    "actual_packets": 7256,
    "evaluation_days": 1814,
    "actual_first_datapoint_time": 1602763200000,
    "first_datapoint_time": 1603216800000,
    "last_datapoint_time": 1759471200000,
    "evaluation_time": 1759498002650,
    "expiration_time": 1764173088000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "hilo",
        "factors": {
            "length": 0,
            "offset": 0
        }
    },
    "second_band": {
        "type": "midprice",
        "factors": {
            "length": 11,
            "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)