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Trade: FIL/USDT/240/DCM/MIDPOINT/1239

Strategy
FIL/USDT/240/DCM/MIDPOINT/1239
Pair
FIL_USDT
Interval
4h
Score
437621
Daily Profit
0.329456
Profit Factor
2.303608
Profitability
45.882353
Streak
0.000000
Best Strategy
Training Data Length
1812.830000
Evaluation Time
2025-10-02 11:33
Expiration Time
2025-11-25 19:14

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 597248.5901 350777.8369 246470.7532 1878422.4132 -417243.2168 2295665.63
Total P&L (%) 597.2486 350.7778 246.4708 1878.4224 -417.2432 2295.6656
Avg Daily Profit (%) 0.3295 0.1935 0.136 0.1648 0 0.1754
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -106079 -88509 -71731 -2066722 -1989977 -1417022
Profit Factor 2.3036 2.4271 2.1607 1.2273 0.907 1.6073
Total Trades 85 43 42 85 43 42
Winning Trades 39 16 23 39 16 23
Losing Trades 46 27 19 46 27 19
Profitability (%) 45.8824 37.2093 54.7619 45.8824 37.2093 54.7619
Ratio Avg Win / Avg Loss 2.7171 4.0957 1.7849 1.4476 1.5305 1.3278
Largest Winning Trade 236191 236191 67797 1110409 1019264 1110409
Largest Losing Trade -35349 -33525 -35349 -822080 -628804 -822080
Avg Bars in Trades 124 80 169 124 80 169
Avg Bars in Winners 198 119 252 198 119 252
Avg Bars in Losers 62 57 69 62 57 69
Bars Traded 10584 3459 7125 10584 3459 7125
Profit Streak 0 0 146.0235 0 0 146.0235
Trades During Streak 0 0 1 0 0 1
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 437621 261598 -6184 216072 -582923 395701
Evaluation Data
{
    "trading_pair": "FIL_USDT",
    "interval": "4h",
    "packets": 25000,
    "actual_packets": 10877,
    "evaluation_days": 1812.83,
    "actual_first_datapoint_time": 1602777600000,
    "first_datapoint_time": 1605801600000,
    "last_datapoint_time": 1759392000000,
    "evaluation_time": 1759394032525,
    "expiration_time": 1764090864000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "dcm",
        "factors": {
            "length": 211,
            "offset": 0
        }
    },
    "second_band": {
        "type": "midpoint",
        "factors": {
            "length": 33,
            "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": [
        [
            597248.5901328188,
            350777.8369023151,
            246470.7532305037,
            1878422.4132112465,
            -417243.2168299953,
            2295665.6300412416
        ],
        [
            597.24859,
            350.777837,
            246.470753,
            1878.422413,
            -417.243217,
            2295.66563
        ],
        [
            0.329456,
            0.193497,
            0.135959,
            0.164789,
            0,
            0.175363
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -106079,
            -88509,
            -71731,
            -2066722,
            -1989977,
            -1417022
        ],
        [
            2.303608,
            2.42708,
            2.160684,
            1.227271,
            0.906968,
            1.607288
        ],
        [
            85,
            43,
            42,
            85,
            43,
            42
        ],
        [
            39,
            16,
            23,
            39,
            16,
            23
        ],
        [
            46,
            27,
            19,
            46,
            27,
            19
        ],
        [
            45.882353,
            37.209302,
            54.761905,
            45.882353,
            37.209302,
            54.761905
        ],
        [
            2.717076,
            4.095698,
            1.784913,
            1.44755,
            1.530508,
            1.327759
        ],
        [
            236191,
            236191,
            67797,
            1110409,
            1019264,
            1110409
        ],
        [
            -35349,
            -33525,
            -35349,
            -822080,
            -628804,
            -822080
        ],
        [
            124,
            80,
            169,
            124,
            80,
            169
        ],
        [
            198,
            119,
            252,
            198,
            119,
            252
        ],
        [
            62,
            57,
            69,
            62,
            57,
            69
        ],
        [
            10584,
            3459,
            7125,
            10584,
            3459,
            7125
        ],
        [
            0,
            0,
            146.023525,
            0,
            0,
            146.023525
        ],
        [
            0,
            0,
            1,
            0,
            0,
            1
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            437621,
            261598,
            -6184,
            216072,
            -582923,
            395701
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "FIL_USDT",
    "interval": "4h",
    "packets": 25000,
    "actual_packets": 10877,
    "evaluation_days": 1812.83,
    "actual_first_datapoint_time": 1602777600000,
    "first_datapoint_time": 1605801600000,
    "last_datapoint_time": 1759392000000,
    "evaluation_time": 1759394032525,
    "expiration_time": 1764090864000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "dcm",
        "factors": {
            "length": 211,
            "offset": 0
        }
    },
    "second_band": {
        "type": "midpoint",
        "factors": {
            "length": 33,
            "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)