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Trade: FIL/USDT/480/HILO/MIDPRICE/9119

Strategy
FIL/USDT/480/HILO/MIDPRICE/9119
Pair
FIL_USDT
Interval
8h
Score
447317
Daily Profit
0.353218
Profit Factor
1.503846
Profitability
42.857143
Streak
10.589433
Best Strategy
Training Data Length
1822.330000
Evaluation Time
2025-10-12 01:08
Expiration Time
2025-12-05 10:04

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 643679.1069 405430.0897 238249.0172 960871.5371 -190335.2119 1151206.749
Total P&L (%) 643.6791 405.4301 238.249 960.8715 -190.3352 1151.2067
Avg Daily Profit (%) 0.3532 0.2225 0.1307 0.1297 0 0.1387
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -108434 -162260 -39001 -1611601 -1331927 -460916
Profit Factor 1.5038 1.5418 1.4502 1.1105 0.9605 1.297
Total Trades 476 238 238 476 238 238
Winning Trades 204 84 120 204 84 120
Losing Trades 272 154 118 272 154 118
Profitability (%) 42.8571 35.2941 50.4202 42.8571 35.2941 50.4202
Ratio Avg Win / Avg Loss 2.0051 2.8266 1.4261 1.4807 1.7609 1.2754
Largest Winning Trade 306451 306451 31905 692136 692136 479089
Largest Losing Trade -23152 -23152 -17283 -289265 -251957 -289265
Avg Bars in Trades 11 14 8 11 14 8
Avg Bars in Winners 16 24 10 16 24 10
Avg Bars in Losers 7 9 6 7 9 6
Bars Traded 5409 3474 1935 5409 3474 1935
Profit Streak 10.5894 11.5894 0 10.5894 11.5894 0
Trades During Streak 1 1 0 1 1 0
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 447317 229128 -16463 -117782 -582121 -6304
Evaluation Data
{
    "trading_pair": "FIL_USDT",
    "interval": "8h",
    "packets": 25000,
    "actual_packets": 5467,
    "evaluation_days": 1822.33,
    "actual_first_datapoint_time": 1602777600000,
    "first_datapoint_time": 1603382400000,
    "last_datapoint_time": 1760198400000,
    "evaluation_time": 1760220527034,
    "expiration_time": 1764921888000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "hilo",
        "factors": {
            "length": 0,
            "offset": 0
        }
    },
    "second_band": {
        "type": "midprice",
        "factors": {
            "length": 19,
            "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": [
        [
            643679.10689103,
            405430.0896907047,
            238249.0172003253,
            960871.537121118,
            -190335.2118629836,
            1151206.7489841029
        ],
        [
            643.679107,
            405.43009,
            238.249017,
            960.871537,
            -190.335212,
            1151.206749
        ],
        [
            0.353218,
            0.222479,
            0.130739,
            0.129681,
            0,
            0.138748
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -108434,
            -162260,
            -39001,
            -1611601,
            -1331927,
            -460916
        ],
        [
            1.503846,
            1.541764,
            1.450224,
            1.110535,
            0.960482,
            1.296971
        ],
        [
            476,
            238,
            238,
            476,
            238,
            238
        ],
        [
            204,
            84,
            120,
            204,
            84,
            120
        ],
        [
            272,
            154,
            118,
            272,
            154,
            118
        ],
        [
            42.857143,
            35.294118,
            50.420168,
            42.857143,
            35.294118,
            50.420168
        ],
        [
            2.005129,
            2.826568,
            1.426054,
            1.480713,
            1.760884,
            1.275355
        ],
        [
            306451,
            306451,
            31905,
            692136,
            692136,
            479089
        ],
        [
            -23152,
            -23152,
            -17283,
            -289265,
            -251957,
            -289265
        ],
        [
            11,
            14,
            8,
            11,
            14,
            8
        ],
        [
            16,
            24,
            10,
            16,
            24,
            10
        ],
        [
            7,
            9,
            6,
            7,
            9,
            6
        ],
        [
            5409,
            3474,
            1935,
            5409,
            3474,
            1935
        ],
        [
            10.589433,
            11.589433,
            0,
            10.589433,
            11.589433,
            0
        ],
        [
            1,
            1,
            0,
            1,
            1,
            0
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            447317,
            229128,
            -16463,
            -117782,
            -582121,
            -6304
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "FIL_USDT",
    "interval": "8h",
    "packets": 25000,
    "actual_packets": 5467,
    "evaluation_days": 1822.33,
    "actual_first_datapoint_time": 1602777600000,
    "first_datapoint_time": 1603382400000,
    "last_datapoint_time": 1760198400000,
    "evaluation_time": 1760220527034,
    "expiration_time": 1764921888000,
    "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": 19,
            "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)