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Trade: FIL/USDT/120/RMA/HILO/1524

Strategy
FIL/USDT/120/RMA/HILO/1524
Pair
FIL_USDT
Interval
2h
Score
446500
Daily Profit
0.231500
Profit Factor
1.231231
Profitability
48.461538
Streak
0.000000
Best Strategy
Training Data Length
1817.830000
Evaluation Time
2025-10-08 02:18
Expiration Time
2025-12-12 10:36

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 420827.3079 216567.6884 204259.6195 373577.6825 20039.9459 353537.7366
Total P&L (%) 420.8273 216.5677 204.2596 373.5777 20.0399 353.5377
Avg Daily Profit (%) 0.2315 0.1191 0.1124 0.0856 0.01 0.0832
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -113639 -109856 -80796 -959401 -820052 -571113
Profit Factor 1.2312 1.263 1.205 1.0385 1.0046 1.0666
Total Trades 910 455 455 910 455 455
Winning Trades 441 197 244 441 197 244
Losing Trades 469 258 211 469 258 211
Profitability (%) 48.4615 43.2967 53.6264 48.4615 43.2967 53.6264
Ratio Avg Win / Avg Loss 1.3094 1.654 1.042 1.1045 1.3156 0.9223
Largest Winning Trade 99185 99185 54804 236320 236320 189406
Largest Losing Trade -31325 -21516 -31325 -146333 -113402 -146333
Avg Bars in Trades 23 17 30 23 17 30
Avg Bars in Winners 28 21 34 28 21 34
Avg Bars in Losers 19 14 25 19 14 25
Bars Traded 21620 7795 13825 21620 7795 13825
Profit Streak 0 17.8044 0 0 17.8044 0
Trades During Streak 0 2 0 0 2 0
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 446500 -32431 -41190 -251976 -401209 -228527
Evaluation Data
{
    "trading_pair": "FIL_USDT",
    "interval": "2h",
    "packets": 25000,
    "actual_packets": 21814,
    "evaluation_days": 1817.83,
    "actual_first_datapoint_time": 1602777600000,
    "first_datapoint_time": 1602972000000,
    "last_datapoint_time": 1759874400000,
    "evaluation_time": 1759879095918,
    "expiration_time": 1765528588800,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "rma",
        "factors": {
            "length": 28,
            "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": [
        [
            420827.3078835489,
            216567.6883719788,
            204259.6195115694,
            373577.682457725,
            20039.9458560801,
            353537.7366016443
        ],
        [
            420.827308,
            216.567688,
            204.25962,
            373.577682,
            20.039946,
            353.537737
        ],
        [
            0.2315,
            0.119135,
            0.112365,
            0.085586,
            0.010048,
            0.083206
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -113639,
            -109856,
            -80796,
            -959401,
            -820052,
            -571113
        ],
        [
            1.231231,
            1.262957,
            1.205006,
            1.03854,
            1.004572,
            1.066581
        ],
        [
            910,
            455,
            455,
            910,
            455,
            455
        ],
        [
            441,
            197,
            244,
            441,
            197,
            244
        ],
        [
            469,
            258,
            211,
            469,
            258,
            211
        ],
        [
            48.461538,
            43.296703,
            53.626374,
            48.461538,
            43.296703,
            53.626374
        ],
        [
            1.309404,
            1.654025,
            1.042034,
            1.104479,
            1.315632,
            0.92233
        ],
        [
            99185,
            99185,
            54804,
            236320,
            236320,
            189406
        ],
        [
            -31325,
            -21516,
            -31325,
            -146333,
            -113402,
            -146333
        ],
        [
            23,
            17,
            30,
            23,
            17,
            30
        ],
        [
            28,
            21,
            34,
            28,
            21,
            34
        ],
        [
            19,
            14,
            25,
            19,
            14,
            25
        ],
        [
            21620,
            7795,
            13825,
            21620,
            7795,
            13825
        ],
        [
            0,
            17.804351,
            0,
            0,
            17.804351,
            0
        ],
        [
            0,
            2,
            0,
            0,
            2,
            0
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            446500,
            -32431,
            -41190,
            -251976,
            -401209,
            -228527
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "FIL_USDT",
    "interval": "2h",
    "packets": 25000,
    "actual_packets": 21814,
    "evaluation_days": 1817.83,
    "actual_first_datapoint_time": 1602777600000,
    "first_datapoint_time": 1602972000000,
    "last_datapoint_time": 1759874400000,
    "evaluation_time": 1759879095918,
    "expiration_time": 1765528588800,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "rma",
        "factors": {
            "length": 28,
            "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)