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Trade: FIL/USDT/240/MIDPOINT/MIDPRICE/5230

Strategy
FIL/USDT/240/MIDPOINT/MIDPRICE/5230
Pair
FIL_USDT
Interval
4h
Score
497652
Daily Profit
0.386544
Profit Factor
1.766959
Profitability
49.295775
Streak
0.000000
Best Strategy
Training Data Length
1815.330000
Evaluation Time
2025-10-05 02:38
Expiration Time
2025-11-28 09:02

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 701705.2002 444183.89 257521.3102 1384425.1727 504075.7883 880349.3843
Total P&L (%) 701.7052 444.1839 257.5213 1384.4252 504.0758 880.3494
Avg Daily Profit (%) 0.3865 0.2447 0.1419 0.1487 0.0991 0.1258
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -123523 -89702 -71013 -2829189 -1610282 -2033322
Profit Factor 1.767 1.8573 1.649 1.108 1.0751 1.1441
Total Trades 213 107 106 213 107 106
Winning Trades 105 46 59 105 46 59
Losing Trades 108 61 47 108 61 47
Profitability (%) 49.2958 42.9907 55.6604 49.2958 42.9907 55.6604
Ratio Avg Win / Avg Loss 1.8174 2.463 1.3136 1.1396 1.4257 0.9114
Largest Winning Trade 292627 292627 57782 1273401 1273401 588173
Largest Losing Trade -56247 -32740 -56247 -1848785 -642547 -1848785
Avg Bars in Trades 50 47 53 50 47 53
Avg Bars in Winners 62 57 66 62 57 66
Avg Bars in Losers 38 39 36 38 39 36
Bars Traded 10706 5071 5635 10706 5071 5635
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 497652 307179 -1187 -95005 -201144 -87791
Evaluation Data
{
    "trading_pair": "FIL_USDT",
    "interval": "4h",
    "packets": 25000,
    "actual_packets": 10892,
    "evaluation_days": 1815.33,
    "actual_first_datapoint_time": 1602777600000,
    "first_datapoint_time": 1604145600000,
    "last_datapoint_time": 1759608000000,
    "evaluation_time": 1759621083495,
    "expiration_time": 1764313344000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "midpoint",
        "factors": {
            "length": 96,
            "offset": 0
        }
    },
    "second_band": {
        "type": "midprice",
        "factors": {
            "length": 70,
            "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": [
        [
            701705.2001639451,
            444183.889970663,
            257521.3101932824,
            1384425.172677733,
            504075.7883382369,
            880349.384339498
        ],
        [
            701.7052,
            444.18389,
            257.52131,
            1384.425173,
            504.075788,
            880.349384
        ],
        [
            0.386544,
            0.244685,
            0.141859,
            0.148712,
            0.099124,
            0.125827
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -123523,
            -89702,
            -71013,
            -2829189,
            -1610282,
            -2033322
        ],
        [
            1.766959,
            1.857347,
            1.64895,
            1.107989,
            1.075093,
            1.144146
        ],
        [
            213,
            107,
            106,
            213,
            107,
            106
        ],
        [
            105,
            46,
            59,
            105,
            46,
            59
        ],
        [
            108,
            61,
            47,
            108,
            61,
            47
        ],
        [
            49.295775,
            42.990654,
            55.660377,
            49.295775,
            42.990654,
            55.660377
        ],
        [
            1.817443,
            2.463003,
            1.31357,
            1.139646,
            1.425667,
            0.911439
        ],
        [
            292627,
            292627,
            57782,
            1273401,
            1273401,
            588173
        ],
        [
            -56247,
            -32740,
            -56247,
            -1848785,
            -642547,
            -1848785
        ],
        [
            50,
            47,
            53,
            50,
            47,
            53
        ],
        [
            62,
            57,
            66,
            62,
            57,
            66
        ],
        [
            38,
            39,
            36,
            38,
            39,
            36
        ],
        [
            10706,
            5071,
            5635,
            10706,
            5071,
            5635
        ],
        [
            0,
            0,
            0,
            0,
            0,
            0
        ],
        [
            0,
            0,
            0,
            0,
            0,
            0
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            497652,
            307179,
            -1187,
            -95005,
            -201144,
            -87791
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "FIL_USDT",
    "interval": "4h",
    "packets": 25000,
    "actual_packets": 10892,
    "evaluation_days": 1815.33,
    "actual_first_datapoint_time": 1602777600000,
    "first_datapoint_time": 1604145600000,
    "last_datapoint_time": 1759608000000,
    "evaluation_time": 1759621083495,
    "expiration_time": 1764313344000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "midpoint",
        "factors": {
            "length": 96,
            "offset": 0
        }
    },
    "second_band": {
        "type": "midprice",
        "factors": {
            "length": 70,
            "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)