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Trade: FIL/USDT/720/BBM/DCM/4884

Strategy
FIL/USDT/720/BBM/DCM/4884
Pair
FIL_USDT
Interval
12h
Score
333541
Daily Profit
0.156859
Profit Factor
1.376526
Profitability
52.586207
Streak
29.754583
Best Strategy
Training Data Length
1812.000000
Evaluation Time
2025-10-01 09:06
Expiration Time
2025-11-24 10:38

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 284228.5923 196060.3645 88168.2278 -42349.9507 -73920.5565 31570.6057
Total P&L (%) 284.2286 196.0604 88.1682 -42.35 -73.9206 31.5706
Avg Daily Profit (%) 0.1569 0.1082 0.0487 -0.0304 -0.0741 0.0151
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -196549 -229836 -49335 -363623 -362007 -145322
Profit Factor 1.3765 1.3785 1.3723 0.9549 0.8854 1.1075
Total Trades 116 58 58 116 58 58
Winning Trades 61 24 37 61 24 37
Losing Trades 55 34 21 55 34 21
Profitability (%) 52.5862 41.3793 63.7931 52.5862 41.3793 63.7931
Ratio Avg Win / Avg Loss 1.2411 1.9528 0.7789 0.861 1.2543 0.6286
Largest Winning Trade 254479 254479 43335 241273 241273 118830
Largest Losing Trade -39057 -39057 -32877 -118884 -118884 -100526
Avg Bars in Trades 29 45 14 29 45 14
Avg Bars in Winners 26 40 17 26 40 17
Avg Bars in Losers 33 48 9 33 48 9
Bars Traded 3466 2626 840 3466 2626 840
Profit Streak 29.7546 33.2546 0 29.7546 33.2546 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 333541 -229730 -307059 -579316 -761978 -457528
Evaluation Data
{
    "trading_pair": "FIL_USDT",
    "interval": "12h",
    "packets": 25000,
    "actual_packets": 3624,
    "evaluation_days": 1812,
    "actual_first_datapoint_time": 1602763200000,
    "first_datapoint_time": 1605484800000,
    "last_datapoint_time": 1759276800000,
    "evaluation_time": 1759298796018,
    "expiration_time": 1763973504000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "bbm",
        "factors": {
            "length": 49,
            "offset": 0,
            "std": 1.92204
        }
    },
    "second_band": {
        "type": "dcm",
        "factors": {
            "length": 64,
            "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": [
        [
            284228.592324693,
            196060.3644989752,
            88168.2278257179,
            -42349.9507208207,
            -73920.5564594593,
            31570.6057386386
        ],
        [
            284.228592,
            196.060364,
            88.168228,
            -42.349951,
            -73.920556,
            31.570606
        ],
        [
            0.156859,
            0.108201,
            0.048658,
            -0.030392,
            -0.074146,
            0.015143
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -196549,
            -229836,
            -49335,
            -363623,
            -362007,
            -145322
        ],
        [
            1.376526,
            1.378474,
            1.372266,
            0.95488,
            0.885379,
            1.107493
        ],
        [
            116,
            58,
            58,
            116,
            58,
            58
        ],
        [
            61,
            24,
            37,
            61,
            24,
            37
        ],
        [
            55,
            34,
            21,
            55,
            34,
            21
        ],
        [
            52.586207,
            41.37931,
            63.793103,
            52.586207,
            41.37931,
            63.793103
        ],
        [
            1.24113,
            1.952839,
            0.778854,
            0.860957,
            1.254286,
            0.628577
        ],
        [
            254479,
            254479,
            43335,
            241273,
            241273,
            118830
        ],
        [
            -39057,
            -39057,
            -32877,
            -118884,
            -118884,
            -100526
        ],
        [
            29,
            45,
            14,
            29,
            45,
            14
        ],
        [
            26,
            40,
            17,
            26,
            40,
            17
        ],
        [
            33,
            48,
            9,
            33,
            48,
            9
        ],
        [
            3466,
            2626,
            840,
            3466,
            2626,
            840
        ],
        [
            29.754583,
            33.254583,
            0,
            29.754584,
            33.254584,
            0
        ],
        [
            1,
            1,
            0,
            1,
            1,
            0
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            333541,
            -229730,
            -307059,
            -579316,
            -761978,
            -457528
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "FIL_USDT",
    "interval": "12h",
    "packets": 25000,
    "actual_packets": 3624,
    "evaluation_days": 1812,
    "actual_first_datapoint_time": 1602763200000,
    "first_datapoint_time": 1605484800000,
    "last_datapoint_time": 1759276800000,
    "evaluation_time": 1759298796018,
    "expiration_time": 1763973504000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "bbm",
        "factors": {
            "length": 49,
            "offset": 0,
            "std": 1.92204
        }
    },
    "second_band": {
        "type": "dcm",
        "factors": {
            "length": 64,
            "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)