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Trade: FIL/USDT/120/MIDPOINT/HILO/8243

Strategy
FIL/USDT/120/MIDPOINT/HILO/8243
Pair
FIL_USDT
Interval
2h
Score
342376
Daily Profit
0.228107
Profit Factor
1.323332
Profitability
47.651007
Streak
0.000000
Best Strategy
Training Data Length
1821.670000
Evaluation Time
2025-10-11 22:23
Expiration Time
2025-12-16 09:55

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 415534.8678 200733.2407 214801.6271 339706.4267 -274600.9057 614307.3324
Total P&L (%) 415.5349 200.7332 214.8016 339.7064 -274.6009 614.3073
Avg Daily Profit (%) 0.2281 0.1102 0.1179 0.0813 0 0.108
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -115126 -121434 -56115 -1646574 -1674380 -652657
Profit Factor 1.3233 1.3004 1.3482 1.0309 0.9526 1.1183
Total Trades 447 224 223 447 224 223
Winning Trades 213 97 116 213 97 116
Losing Trades 234 127 107 234 127 107
Profitability (%) 47.651 43.3036 52.0179 47.651 43.3036 52.0179
Ratio Avg Win / Avg Loss 1.4538 1.7026 1.2436 1.1326 1.2472 1.0315
Largest Winning Trade 99103 99103 52395 1011694 1011694 426156
Largest Losing Trade -48817 -31578 -48817 -285943 -221927 -285943
Avg Bars in Trades 48 37 60 48 37 60
Avg Bars in Winners 62 40 80 62 40 80
Avg Bars in Losers 36 34 38 36 34 38
Bars Traded 21722 8312 13410 21722 8312 13410
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 342376 -46673 -34334 -269451 -581098 -137922
Evaluation Data
{
    "trading_pair": "FIL_USDT",
    "interval": "2h",
    "packets": 25000,
    "actual_packets": 21860,
    "evaluation_days": 1821.67,
    "actual_first_datapoint_time": 1602777600000,
    "first_datapoint_time": 1603677600000,
    "last_datapoint_time": 1760205600000,
    "evaluation_time": 1760210638790,
    "expiration_time": 1765871712000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "midpoint",
        "factors": {
            "length": 126,
            "offset": 0
        }
    },
    "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": [
        [
            415534.8678248652,
            200733.2407343592,
            214801.6270905059,
            339706.4266965662,
            -274600.9056765914,
            614307.332373157
        ],
        [
            415.534868,
            200.733241,
            214.801627,
            339.706427,
            -274.600906,
            614.307332
        ],
        [
            0.228107,
            0.110192,
            0.117915,
            0.081329,
            0,
            0.107989
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -115126,
            -121434,
            -56115,
            -1646574,
            -1674380,
            -652657
        ],
        [
            1.323332,
            1.300405,
            1.348163,
            1.030928,
            0.952582,
            1.118305
        ],
        [
            447,
            224,
            223,
            447,
            224,
            223
        ],
        [
            213,
            97,
            116,
            213,
            97,
            116
        ],
        [
            234,
            127,
            107,
            234,
            127,
            107
        ],
        [
            47.651007,
            43.303571,
            52.017937,
            47.651007,
            43.303571,
            52.017937
        ],
        [
            1.453801,
            1.702592,
            1.243565,
            1.132569,
            1.247195,
            1.03154
        ],
        [
            99103,
            99103,
            52395,
            1011694,
            1011694,
            426156
        ],
        [
            -48817,
            -31578,
            -48817,
            -285943,
            -221927,
            -285943
        ],
        [
            48,
            37,
            60,
            48,
            37,
            60
        ],
        [
            62,
            40,
            80,
            62,
            40,
            80
        ],
        [
            36,
            34,
            38,
            36,
            34,
            38
        ],
        [
            21722,
            8312,
            13410,
            21722,
            8312,
            13410
        ],
        [
            0,
            0,
            0,
            0,
            0,
            0
        ],
        [
            0,
            0,
            0,
            0,
            0,
            0
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            342376,
            -46673,
            -34334,
            -269451,
            -581098,
            -137922
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "FIL_USDT",
    "interval": "2h",
    "packets": 25000,
    "actual_packets": 21860,
    "evaluation_days": 1821.67,
    "actual_first_datapoint_time": 1602777600000,
    "first_datapoint_time": 1603677600000,
    "last_datapoint_time": 1760205600000,
    "evaluation_time": 1760210638790,
    "expiration_time": 1765871712000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "midpoint",
        "factors": {
            "length": 126,
            "offset": 0
        }
    },
    "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)