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Trade: FIL/USDT/720/HILO/HL2/4814

Strategy
FIL/USDT/720/HILO/HL2/4814
Pair
FIL_USDT
Interval
12h
Score
302329
Daily Profit
0.343062
Profit Factor
1.749184
Profitability
33.755274
Streak
12.167382
Best Strategy
Training Data Length
1812.500000
Evaluation Time
2025-10-01 19:01
Expiration Time
2025-11-24 23:00

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 621799.0239 374234.6634 247564.3605 1467116.7895 10638.0426 1456478.747
Total P&L (%) 621.799 374.2347 247.5644 1467.1168 10.638 1456.4787
Avg Daily Profit (%) 0.3431 0.2065 0.1366 0.1519 0.0056 0.1516
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -66258 -108643 -46594 -1030544 -1143799 -752257
Profit Factor 1.7492 1.8019 1.6815 1.1689 1.0022 1.3723
Total Trades 237 118 119 237 118 119
Winning Trades 80 29 51 80 29 51
Losing Trades 157 89 68 157 89 68
Profitability (%) 33.7553 24.5763 42.8571 33.7553 24.5763 42.8571
Ratio Avg Win / Avg Loss 3.4328 5.5299 2.242 2.294 3.0758 1.8298
Largest Winning Trade 285094 285094 54549 814760 814760 575920
Largest Losing Trade -21965 -14004 -21965 -226852 -226852 -201939
Avg Bars in Trades 15 14 15 15 14 15
Avg Bars in Winners 28 33 26 28 33 26
Avg Bars in Losers 8 8 7 8 8 7
Bars Traded 3586 1707 1879 3586 1707 1879
Profit Streak 12.1674 0 15.1674 12.1674 0 15.1674
Trades During Streak 1 0 1 1 0 1
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 302329 -20550 -9657 -30169 -579907 255872
Evaluation Data
{
    "trading_pair": "FIL_USDT",
    "interval": "12h",
    "packets": 25000,
    "actual_packets": 3625,
    "evaluation_days": 1812.5,
    "actual_first_datapoint_time": 1602763200000,
    "first_datapoint_time": 1603627200000,
    "last_datapoint_time": 1759320000000,
    "evaluation_time": 1759334461776,
    "expiration_time": 1764018000000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "hilo",
        "factors": {
            "length": 0,
            "offset": 0
        }
    },
    "second_band": {
        "type": "hl2",
        "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": [
        [
            621799.0238843905,
            374234.6633738858,
            247564.3605105036,
            1467116.78952232,
            10638.0425633438,
            1456478.7469589764
        ],
        [
            621.799024,
            374.234663,
            247.564361,
            1467.11679,
            10.638043,
            1456.478747
        ],
        [
            0.343062,
            0.206474,
            0.136587,
            0.15194,
            0.005578,
            0.151564
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -66258,
            -108643,
            -46594,
            -1030544,
            -1143799,
            -752257
        ],
        [
            1.749184,
            1.801862,
            1.681504,
            1.168908,
            1.002228,
            1.372322
        ],
        [
            237,
            118,
            119,
            237,
            118,
            119
        ],
        [
            80,
            29,
            51,
            80,
            29,
            51
        ],
        [
            157,
            89,
            68,
            157,
            89,
            68
        ],
        [
            33.755274,
            24.576271,
            42.857143,
            33.755274,
            24.576271,
            42.857143
        ],
        [
            3.432773,
            5.529852,
            2.242006,
            2.293981,
            3.075804,
            1.829762
        ],
        [
            285094,
            285094,
            54549,
            814760,
            814760,
            575920
        ],
        [
            -21965,
            -14004,
            -21965,
            -226852,
            -226852,
            -201939
        ],
        [
            15,
            14,
            15,
            15,
            14,
            15
        ],
        [
            28,
            33,
            26,
            28,
            33,
            26
        ],
        [
            8,
            8,
            7,
            8,
            8,
            7
        ],
        [
            3586,
            1707,
            1879,
            3586,
            1707,
            1879
        ],
        [
            12.167382,
            0,
            15.167382,
            12.167382,
            0,
            15.167382
        ],
        [
            1,
            0,
            1,
            1,
            0,
            1
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            302329,
            -20550,
            -9657,
            -30169,
            -579907,
            255872
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "FIL_USDT",
    "interval": "12h",
    "packets": 25000,
    "actual_packets": 3625,
    "evaluation_days": 1812.5,
    "actual_first_datapoint_time": 1602763200000,
    "first_datapoint_time": 1603627200000,
    "last_datapoint_time": 1759320000000,
    "evaluation_time": 1759334461776,
    "expiration_time": 1764018000000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "hilo",
        "factors": {
            "length": 0,
            "offset": 0
        }
    },
    "second_band": {
        "type": "hl2",
        "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)