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Trade: FIL/USDT/480/HILO/MIDPRICE/5529

Strategy
FIL/USDT/480/HILO/MIDPRICE/5529
Pair
FIL_USDT
Interval
8h
Score
448714
Daily Profit
0.400060
Profit Factor
1.586408
Profitability
42.126789
Streak
0.000000
Best Strategy
Training Data Length
1807.330000
Evaluation Time
2025-09-27 04:15
Expiration Time
2025-11-19 23:16

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 723040.8164 441191.3499 281849.4665 2660560.7912 -689806.9305 3350367.7217
Total P&L (%) 723.0408 441.1914 281.8495 2660.5608 -689.8069 3350.3677
Avg Daily Profit (%) 0.4001 0.2441 0.1559 0.1838 0 0.1961
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -109502 -111052 -34278 -7173339 -5416237 -1856396
Profit Factor 1.5864 1.6377 1.5208 1.0884 0.9576 1.2424
Total Trades 489 244 245 489 244 245
Winning Trades 206 90 116 206 90 116
Losing Trades 283 154 129 283 154 129
Profitability (%) 42.1268 36.8852 47.3469 42.1268 36.8852 47.3469
Ratio Avg Win / Avg Loss 2.1794 2.8023 1.6913 1.4952 1.6386 1.3816
Largest Winning Trade 275490 275490 51504 2422519 2422519 2100526
Largest Losing Trade -23152 -23152 -21130 -1136221 -790962 -1136221
Avg Bars in Trades 10 13 8 10 13 8
Avg Bars in Winners 16 21 11 16 21 11
Avg Bars in Losers 7 8 6 7 8 6
Bars Traded 5361 3195 2166 5361 3195 2166
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 448714 251924 351411 -115608 -582101 277513
Evaluation Data
{
    "trading_pair": "FIL_USDT",
    "interval": "8h",
    "packets": 25000,
    "actual_packets": 5422,
    "evaluation_days": 1807.33,
    "actual_first_datapoint_time": 1602777600000,
    "first_datapoint_time": 1603382400000,
    "last_datapoint_time": 1758902400000,
    "evaluation_time": 1758935747827,
    "expiration_time": 1763587008000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "hilo",
        "factors": {
            "length": 0,
            "offset": 0
        }
    },
    "second_band": {
        "type": "midprice",
        "factors": {
            "length": 17,
            "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": [
        [
            723040.8164486951,
            441191.3499433856,
            281849.4665053105,
            2660560.791209736,
            -689806.9305199384,
            3350367.721729672
        ],
        [
            723.040816,
            441.19135,
            281.849467,
            2660.560791,
            -689.806931,
            3350.367722
        ],
        [
            0.40006,
            0.244112,
            0.155948,
            0.183755,
            0,
            0.19612
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -109502,
            -111052,
            -34278,
            -7173339,
            -5416237,
            -1856396
        ],
        [
            1.586408,
            1.637704,
            1.520828,
            1.088408,
            0.957605,
            1.242375
        ],
        [
            489,
            244,
            245,
            489,
            244,
            245
        ],
        [
            206,
            90,
            116,
            206,
            90,
            116
        ],
        [
            283,
            154,
            129,
            283,
            154,
            129
        ],
        [
            42.126789,
            36.885246,
            47.346939,
            42.126789,
            36.885246,
            47.346939
        ],
        [
            2.179386,
            2.802294,
            1.691266,
            1.49524,
            1.638569,
            1.381607
        ],
        [
            275490,
            275490,
            51504,
            2422519,
            2422519,
            2100526
        ],
        [
            -23152,
            -23152,
            -21130,
            -1136221,
            -790962,
            -1136221
        ],
        [
            10,
            13,
            8,
            10,
            13,
            8
        ],
        [
            16,
            21,
            11,
            16,
            21,
            11
        ],
        [
            7,
            8,
            6,
            7,
            8,
            6
        ],
        [
            5361,
            3195,
            2166,
            5361,
            3195,
            2166
        ],
        [
            0,
            0,
            0,
            0,
            0,
            0
        ],
        [
            0,
            0,
            0,
            0,
            0,
            0
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            448714,
            251924,
            351411,
            -115608,
            -582101,
            277513
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "FIL_USDT",
    "interval": "8h",
    "packets": 25000,
    "actual_packets": 5422,
    "evaluation_days": 1807.33,
    "actual_first_datapoint_time": 1602777600000,
    "first_datapoint_time": 1603382400000,
    "last_datapoint_time": 1758902400000,
    "evaluation_time": 1758935747827,
    "expiration_time": 1763587008000,
    "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": 17,
            "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)