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Trade: FIL/USDT/60/DCM/MIDPOINT/1922

Strategy
FIL/USDT/60/DCM/MIDPOINT/1922
Pair
FIL_USDT
Interval
1h
Score
305237
Daily Profit
0.244022
Profit Factor
1.714269
Profitability
42.105263
Streak
0.000000
Best Strategy
Training Data Length
1041.670000
Evaluation Time
2025-09-28 18:00
Expiration Time
2025-12-12 16:00

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 254190.6107 156063.9999 98126.6108 306616.3778 92501.1276 214115.2501
Total P&L (%) 254.1906 156.064 98.1266 306.6164 92.5011 214.1153
Avg Daily Profit (%) 0.244 0.1498 0.0942 0.1347 0.0629 0.1099
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -66796 -57941 -39339 -205727 -163256 -90991
Profit Factor 1.7143 1.8738 1.5536 1.3072 1.1734 1.4609
Total Trades 114 57 57 114 57 57
Winning Trades 48 22 26 48 22 26
Losing Trades 66 35 31 66 35 31
Profitability (%) 42.1053 38.5965 45.614 42.1053 38.5965 45.614
Ratio Avg Win / Avg Loss 2.3571 2.981 1.8523 1.7974 1.8667 1.7419
Largest Winning Trade 84568 84568 32800 154653 154653 117718
Largest Losing Trade -34729 -18249 -34729 -77883 -44268 -77883
Avg Bars in Trades 213 209 218 213 209 218
Avg Bars in Winners 310 299 318 310 299 318
Avg Bars in Losers 143 152 133 143 152 133
Bars Traded 24377 11933 12444 24377 11933 12444
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 305237 -174256 -246221 -14669 -322422 -225800
Evaluation Data
{
    "trading_pair": "FIL_USDT",
    "interval": "1h",
    "packets": 25000,
    "actual_packets": 25000,
    "evaluation_days": 1041.67,
    "actual_first_datapoint_time": 1669068000000,
    "first_datapoint_time": 1670252400000,
    "last_datapoint_time": 1759068000000,
    "evaluation_time": 1759071641191,
    "expiration_time": 1765548000000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "dcm",
        "factors": {
            "length": 121,
            "offset": 209
        }
    },
    "second_band": {
        "type": "midpoint",
        "factors": {
            "length": 77,
            "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": [
        [
            254190.6107064446,
            156063.9999343357,
            98126.6107721087,
            306616.3777612069,
            92501.1276354745,
            214115.2501257323
        ],
        [
            254.190611,
            156.064,
            98.126611,
            306.616378,
            92.501128,
            214.11525
        ],
        [
            0.244022,
            0.149821,
            0.094201,
            0.134749,
            0.062893,
            0.109941
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -66796,
            -57941,
            -39339,
            -205727,
            -163256,
            -90991
        ],
        [
            1.714269,
            1.873774,
            1.553556,
            1.307208,
            1.173373,
            1.460921
        ],
        [
            114,
            57,
            57,
            114,
            57,
            57
        ],
        [
            48,
            22,
            26,
            48,
            22,
            26
        ],
        [
            66,
            35,
            31,
            66,
            35,
            31
        ],
        [
            42.105263,
            38.596491,
            45.614035,
            42.105263,
            38.596491,
            45.614035
        ],
        [
            2.35712,
            2.981004,
            1.852317,
            1.797411,
            1.86673,
            1.741867
        ],
        [
            84568,
            84568,
            32800,
            154653,
            154653,
            117718
        ],
        [
            -34729,
            -18249,
            -34729,
            -77883,
            -44268,
            -77883
        ],
        [
            213,
            209,
            218,
            213,
            209,
            218
        ],
        [
            310,
            299,
            318,
            310,
            299,
            318
        ],
        [
            143,
            152,
            133,
            143,
            152,
            133
        ],
        [
            24377,
            11933,
            12444,
            24377,
            11933,
            12444
        ],
        [
            0,
            0,
            0,
            0,
            0,
            0
        ],
        [
            0,
            0,
            0,
            0,
            0,
            0
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            305237,
            -174256,
            -246221,
            -14669,
            -322422,
            -225800
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "FIL_USDT",
    "interval": "1h",
    "packets": 25000,
    "actual_packets": 25000,
    "evaluation_days": 1041.67,
    "actual_first_datapoint_time": 1669068000000,
    "first_datapoint_time": 1670252400000,
    "last_datapoint_time": 1759068000000,
    "evaluation_time": 1759071641191,
    "expiration_time": 1765548000000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "dcm",
        "factors": {
            "length": 121,
            "offset": 209
        }
    },
    "second_band": {
        "type": "midpoint",
        "factors": {
            "length": 77,
            "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)