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Trade: FIL/USDT/720/BBM/HILO/6695

Strategy
FIL/USDT/720/BBM/HILO/6695
Pair
FIL_USDT
Interval
12h
Score
347237
Daily Profit
0.193135
Profit Factor
1.527559
Profitability
47.154472
Streak
0.000000
Best Strategy
Training Data Length
1809.500000
Evaluation Time
2025-09-28 17:14
Expiration Time
2025-11-21 20:50

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 349477.6745 213850.5281 135627.1464 -1333.2622 -167197.3719 165864.1097
Total P&L (%) 349.4777 213.8505 135.6271 -1.3333 -167.1974 165.8641
Avg Daily Profit (%) 0.1931 0.1182 0.075 -0.0007 0 0.0541
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -230398 -148512 -137754 -1889445 -797976 -1346935
Profit Factor 1.5276 1.6716 1.3943 0.9996 0.849 1.0792
Total Trades 123 62 61 123 62 61
Winning Trades 58 23 35 58 23 35
Losing Trades 65 39 26 65 39 26
Profitability (%) 47.1545 37.0968 57.377 47.1545 37.0968 57.377
Ratio Avg Win / Avg Loss 1.7119 2.8344 1.0357 1.1202 1.4396 0.8017
Largest Winning Trade 179948 179948 71685 547779 335914 547779
Largest Losing Trade -72887 -34522 -72887 -996943 -296263 -996943
Avg Bars in Trades 28 20 37 28 20 37
Avg Bars in Winners 38 30 44 38 30 44
Avg Bars in Losers 20 14 28 20 14 28
Bars Traded 3555 1270 2285 3555 1270 2285
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 347237 -191262 -252933 -579613 -738309 -416483
Evaluation Data
{
    "trading_pair": "FIL_USDT",
    "interval": "12h",
    "packets": 25000,
    "actual_packets": 3619,
    "evaluation_days": 1809.5,
    "actual_first_datapoint_time": 1602763200000,
    "first_datapoint_time": 1605096000000,
    "last_datapoint_time": 1759060800000,
    "evaluation_time": 1759068888933,
    "expiration_time": 1763751024000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "bbm",
        "factors": {
            "length": 242,
            "offset": 0,
            "std": 3.51756
        }
    },
    "second_band": {
        "type": "hilo",
        "factors": {
            "length": 0,
            "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": [
        [
            349477.6745308933,
            213850.5280943102,
            135627.146436583,
            -1333.2621700881,
            -167197.3718773003,
            165864.1097072125
        ],
        [
            349.477675,
            213.850528,
            135.627146,
            -1.333262,
            -167.197372,
            165.86411
        ],
        [
            0.193135,
            0.118182,
            0.074953,
            -0.000742,
            0,
            0.054052
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -230398,
            -148512,
            -137754,
            -1889445,
            -797976,
            -1346935
        ],
        [
            1.527559,
            1.671552,
            1.394264,
            0.999583,
            0.848994,
            1.079247
        ],
        [
            123,
            62,
            61,
            123,
            62,
            61
        ],
        [
            58,
            23,
            35,
            58,
            23,
            35
        ],
        [
            65,
            39,
            26,
            65,
            39,
            26
        ],
        [
            47.154472,
            37.096774,
            57.377049,
            47.154472,
            37.096774,
            57.377049
        ],
        [
            1.71192,
            2.834371,
            1.035739,
            1.120223,
            1.439598,
            0.801727
        ],
        [
            179948,
            179948,
            71685,
            547779,
            335914,
            547779
        ],
        [
            -72887,
            -34522,
            -72887,
            -996943,
            -296263,
            -996943
        ],
        [
            28,
            20,
            37,
            28,
            20,
            37
        ],
        [
            38,
            30,
            44,
            38,
            30,
            44
        ],
        [
            20,
            14,
            28,
            20,
            14,
            28
        ],
        [
            3555,
            1270,
            2285,
            3555,
            1270,
            2285
        ],
        [
            0,
            0,
            0,
            0,
            0,
            0
        ],
        [
            0,
            0,
            0,
            0,
            0,
            0
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            347237,
            -191262,
            -252933,
            -579613,
            -738309,
            -416483
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "FIL_USDT",
    "interval": "12h",
    "packets": 25000,
    "actual_packets": 3619,
    "evaluation_days": 1809.5,
    "actual_first_datapoint_time": 1602763200000,
    "first_datapoint_time": 1605096000000,
    "last_datapoint_time": 1759060800000,
    "evaluation_time": 1759068888933,
    "expiration_time": 1763751024000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "bbm",
        "factors": {
            "length": 242,
            "offset": 0,
            "std": 3.51756
        }
    },
    "second_band": {
        "type": "hilo",
        "factors": {
            "length": 0,
            "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)