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Trade: FIL/USDT/120/RMA/MIDPRICE/6788

Strategy
FIL/USDT/120/RMA/MIDPRICE/6788
Pair
FIL_USDT
Interval
2h
Score
344334
Daily Profit
0.348191
Profit Factor
2.081180
Profitability
39.669421
Streak
0.000000
Best Strategy
Training Data Length
1809.330000
Evaluation Time
2025-09-29 14:55
Expiration Time
2025-12-03 15:15

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 629992.9333 469498.1734 160494.7599 307912.8963 -144362.9068 452275.8031
Total P&L (%) 629.9929 469.4982 160.4948 307.9129 -144.3629 452.2758
Avg Daily Profit (%) 0.3482 0.2595 0.0887 0.0777 0 0.0945
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -94110 -86771 -54483 -829683 -843430 -563320
Profit Factor 2.0812 2.4242 1.6343 1.0776 0.9362 1.2654
Total Trades 121 61 60 121 61 60
Winning Trades 48 20 28 48 20 28
Losing Trades 73 41 32 73 41 32
Profitability (%) 39.6694 32.7869 46.6667 39.6694 32.7869 46.6667
Ratio Avg Win / Avg Loss 3.1651 4.9695 1.8678 1.6388 1.9193 1.4461
Largest Winning Trade 504663 504663 72289 435954 383098 435954
Largest Losing Trade -50982 -21545 -50982 -517121 -233133 -517121
Avg Bars in Trades 177 132 222 177 132 222
Avg Bars in Winners 296 231 343 296 231 343
Avg Bars in Losers 98 84 116 98 84 116
Bars Traded 21441 8074 13367 21441 8074 13367
Profit Streak 0 0 16.1635 0 0 16.1635
Trades During Streak 0 0 1 0 0 1
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 344334 -155903 -241339 -226917 -746652 -236843
Evaluation Data
{
    "trading_pair": "FIL_USDT",
    "interval": "2h",
    "packets": 25000,
    "actual_packets": 21712,
    "evaluation_days": 1809.33,
    "actual_first_datapoint_time": 1602777600000,
    "first_datapoint_time": 1604073600000,
    "last_datapoint_time": 1759140000000,
    "evaluation_time": 1759146928452,
    "expiration_time": 1764767750400,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "rma",
        "factors": {
            "length": 181,
            "offset": 0
        }
    },
    "second_band": {
        "type": "midprice",
        "factors": {
            "length": 116,
            "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": [
        [
            629992.9333246324,
            469498.1733771377,
            160494.7599474943,
            307912.8962913015,
            -144362.906813253,
            452275.8031045543
        ],
        [
            629.992933,
            469.498173,
            160.49476,
            307.912896,
            -144.362907,
            452.275803
        ],
        [
            0.348191,
            0.259487,
            0.088704,
            0.077732,
            0,
            0.094493
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -94110,
            -86771,
            -54483,
            -829683,
            -843430,
            -563320
        ],
        [
            2.08118,
            2.424157,
            1.634309,
            1.077599,
            0.936228,
            1.265377
        ],
        [
            121,
            61,
            60,
            121,
            61,
            60
        ],
        [
            48,
            20,
            28,
            48,
            20,
            28
        ],
        [
            73,
            41,
            32,
            73,
            41,
            32
        ],
        [
            39.669421,
            32.786885,
            46.666667,
            39.669421,
            32.786885,
            46.666667
        ],
        [
            3.165127,
            4.969522,
            1.867782,
            1.638848,
            1.919268,
            1.446145
        ],
        [
            504663,
            504663,
            72289,
            435954,
            383098,
            435954
        ],
        [
            -50982,
            -21545,
            -50982,
            -517121,
            -233133,
            -517121
        ],
        [
            177,
            132,
            222,
            177,
            132,
            222
        ],
        [
            296,
            231,
            343,
            296,
            231,
            343
        ],
        [
            98,
            84,
            116,
            98,
            84,
            116
        ],
        [
            21441,
            8074,
            13367,
            21441,
            8074,
            13367
        ],
        [
            0,
            0,
            16.163524,
            0,
            0,
            16.163524
        ],
        [
            0,
            0,
            1,
            0,
            0,
            1
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            344334,
            -155903,
            -241339,
            -226917,
            -746652,
            -236843
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "FIL_USDT",
    "interval": "2h",
    "packets": 25000,
    "actual_packets": 21712,
    "evaluation_days": 1809.33,
    "actual_first_datapoint_time": 1602777600000,
    "first_datapoint_time": 1604073600000,
    "last_datapoint_time": 1759140000000,
    "evaluation_time": 1759146928452,
    "expiration_time": 1764767750400,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "rma",
        "factors": {
            "length": 181,
            "offset": 0
        }
    },
    "second_band": {
        "type": "midprice",
        "factors": {
            "length": 116,
            "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)