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Trade: FIL/USDT/480/HILO/MIDPRICE/2418

Strategy
FIL/USDT/480/HILO/MIDPRICE/2418
Pair
FIL_USDT
Interval
8h
Score
439921
Daily Profit
0.402050
Profit Factor
1.585971
Profitability
41.528926
Streak
0.000000
Best Strategy
Training Data Length
1806.000000
Evaluation Time
2025-09-25 13:05
Expiration Time
2025-11-18 14:19

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 726102.1016 463044.5872 263057.5144 2155355.2491 -887087.5643 3042442.8134
Total P&L (%) 726.1021 463.0446 263.0575 2155.3552 -887.0876 3042.4428
Avg Daily Profit (%) 0.4021 0.2564 0.1457 0.1727 0 0.1911
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -87690 -138319 -34788 -4053710 -3429570 -1461397
Profit Factor 1.586 1.6663 1.4834 1.0833 0.937 1.2578
Total Trades 484 242 242 484 242 242
Winning Trades 201 86 115 201 86 115
Losing Trades 283 156 127 283 156 127
Profitability (%) 41.5289 35.5372 47.5207 41.5289 35.5372 47.5207
Ratio Avg Win / Avg Loss 2.233 3.0226 1.6382 1.5252 1.6996 1.3891
Largest Winning Trade 307333 307333 45110 2199959 2199959 1506184
Largest Losing Trade -23152 -23152 -17283 -580437 -495111 -580437
Avg Bars in Trades 11 12 9 11 12 9
Avg Bars in Winners 16 21 12 16 21 12
Avg Bars in Losers 7 7 6 7 7 6
Bars Traded 5391 3095 2296 5391 3095 2296
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 439921 238441 134797 -120481 -582636 281223

Evaluation Data

{
    "trading_pair": "FIL_USDT",
    "interval": "8h",
    "packets": 25000,
    "actual_packets": 5418,
    "evaluation_days": 1806,
    "actual_first_datapoint_time": 1602777600000,
    "first_datapoint_time": 1603382400000,
    "last_datapoint_time": 1758787200000,
    "evaluation_time": 1758794751264,
    "expiration_time": 1763468352000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}

Factors

{
    "first_band": {
        "type": "hilo",
        "factors": {
            "length": 0,
            "offset": 0
        }
    },
    "second_band": {
        "type": "midprice",
        "factors": {
            "length": 16,
            "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": [
        [
            726102.1016269187,
            463044.5872275727,
            263057.5143993462,
            2155355.2491343333,
            -887087.5642676544,
            3042442.813401987
        ],
        [
            726.102102,
            463.044587,
            263.057514,
            2155.355249,
            -887.087564,
            3042.442813
        ],
        [
            0.40205,
            0.256392,
            0.145658,
            0.172679,
            0,
            0.191079
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -87690,
            -138319,
            -34788,
            -4053710,
            -3429570,
            -1461397
        ],
        [
            1.585971,
            1.666297,
            1.483392,
            1.083289,
            0.936981,
            1.257801
        ],
        [
            484,
            242,
            242,
            484,
            242,
            242
        ],
        [
            201,
            86,
            115,
            201,
            86,
            115
        ],
        [
            283,
            156,
            127,
            283,
            156,
            127
        ],
        [
            41.528926,
            35.53719,
            47.520661,
            41.528926,
            35.53719,
            47.520661
        ],
        [
            2.232984,
            3.022585,
            1.638181,
            1.525228,
            1.69964,
            1.38905
        ],
        [
            307333,
            307333,
            45110,
            2199959,
            2199959,
            1506184
        ],
        [
            -23152,
            -23152,
            -17283,
            -580437,
            -495111,
            -580437
        ],
        [
            11,
            12,
            9,
            11,
            12,
            9
        ],
        [
            16,
            21,
            12,
            16,
            21,
            12
        ],
        [
            7,
            7,
            6,
            7,
            7,
            6
        ],
        [
            5391,
            3095,
            2296,
            5391,
            3095,
            2296
        ],
        [
            0,
            0,
            0,
            0,
            0,
            0
        ],
        [
            0,
            0,
            0,
            0,
            0,
            0
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            439921,
            238441,
            134797,
            -120481,
            -582636,
            281223
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "FIL_USDT",
    "interval": "8h",
    "packets": 25000,
    "actual_packets": 5418,
    "evaluation_days": 1806,
    "actual_first_datapoint_time": 1602777600000,
    "first_datapoint_time": 1603382400000,
    "last_datapoint_time": 1758787200000,
    "evaluation_time": 1758794751264,
    "expiration_time": 1763468352000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "hilo",
        "factors": {
            "length": 0,
            "offset": 0
        }
    },
    "second_band": {
        "type": "midprice",
        "factors": {
            "length": 16,
            "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)