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Trade: FIL/USDT/5/BBL/DCL/8891

Strategy
FIL/USDT/5/BBL/DCL/8891
Pair
FIL_USDT
Interval
5m
Score
326423
Daily Profit
1.591097
Profit Factor
2.097637
Profitability
32.743363
Streak
0.000000
Best Strategy
Training Data Length
86.810000
Evaluation Time
2025-10-12 06:56
Expiration Time
2025-12-26 05:55

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 138123.1178 93523.7603 44599.3575 92013.4579 76043.8519 15969.606
Total P&L (%) 138.1231 93.5238 44.5994 92.0135 76.0439 15.9696
Avg Daily Profit (%) 1.5911 1.0773 0.5138 0.7544 0.6536 0.1708
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -75826 -55943 -19960 -58904 -43989 -14996
Profit Factor 2.0976 1.9278 2.7813 1.9388 1.9692 1.8171
Total Trades 113 56 57 113 56 57
Winning Trades 37 22 15 37 22 15
Losing Trades 76 34 42 76 34 42
Profitability (%) 32.7434 39.2857 26.3158 32.7434 39.2857 26.3158
Ratio Avg Win / Avg Loss 4.3087 2.9794 7.7875 3.9825 3.0432 5.0879
Largest Winning Trade 142749 142749 64373 113277 113277 31077
Largest Losing Trade -11604 -11604 -2612 -11917 -11917 -1639
Avg Bars in Trades 219 437 5 219 437 5
Avg Bars in Winners 373 624 5 373 624 5
Avg Bars in Losers 144 315 5 144 315 5
Bars Traded 24772 24478 294 24772 24478 294
Profit Streak 0 1.2824 0 0 1.2824 0
Trades During Streak 0 1 0 0 1 0
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 326423 -172211 -191942 276622 -173623 -204496
Evaluation Data
{
    "trading_pair": "FIL_USDT",
    "interval": "5m",
    "packets": 25000,
    "actual_packets": 25000,
    "evaluation_days": 86.81,
    "actual_first_datapoint_time": 1752741600000,
    "first_datapoint_time": 1752748500000,
    "last_datapoint_time": 1760241300000,
    "evaluation_time": 1760241397951,
    "expiration_time": 1766721300000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "bbl",
        "factors": {
            "length": 24,
            "offset": 0,
            "std": 4.28417
        }
    },
    "second_band": {
        "type": "dcl",
        "factors": {
            "length": 21,
            "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": [
        [
            138123.1178125454,
            93523.7602645381,
            44599.3575480073,
            92013.4579107336,
            76043.8519369728,
            15969.6059737608
        ],
        [
            138.123118,
            93.52376,
            44.599358,
            92.013458,
            76.043852,
            15.969606
        ],
        [
            1.591097,
            1.077339,
            0.513758,
            0.754352,
            0.653622,
            0.170815
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -75826,
            -55943,
            -19960,
            -58904,
            -43989,
            -14996
        ],
        [
            2.097637,
            1.927828,
            2.78125,
            1.938831,
            1.969153,
            1.817098
        ],
        [
            113,
            56,
            57,
            113,
            56,
            57
        ],
        [
            37,
            22,
            15,
            37,
            22,
            15
        ],
        [
            76,
            34,
            42,
            76,
            34,
            42
        ],
        [
            32.743363,
            39.285714,
            26.315789,
            32.743363,
            39.285714,
            26.315789
        ],
        [
            4.30866,
            2.979371,
            7.787501,
            3.982464,
            3.043237,
            5.087874
        ],
        [
            142749,
            142749,
            64373,
            113277,
            113277,
            31077
        ],
        [
            -11604,
            -11604,
            -2612,
            -11917,
            -11917,
            -1639
        ],
        [
            219,
            437,
            5,
            219,
            437,
            5
        ],
        [
            373,
            624,
            5,
            373,
            624,
            5
        ],
        [
            144,
            315,
            5,
            144,
            315,
            5
        ],
        [
            24772,
            24478,
            294,
            24772,
            24478,
            294
        ],
        [
            0,
            1.282384,
            0,
            0,
            1.282384,
            0
        ],
        [
            0,
            1,
            0,
            0,
            1,
            0
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            326423,
            -172211,
            -191942,
            276622,
            -173623,
            -204496
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "FIL_USDT",
    "interval": "5m",
    "packets": 25000,
    "actual_packets": 25000,
    "evaluation_days": 86.81,
    "actual_first_datapoint_time": 1752741600000,
    "first_datapoint_time": 1752748500000,
    "last_datapoint_time": 1760241300000,
    "evaluation_time": 1760241397951,
    "expiration_time": 1766721300000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "bbl",
        "factors": {
            "length": 24,
            "offset": 0,
            "std": 4.28417
        }
    },
    "second_band": {
        "type": "dcl",
        "factors": {
            "length": 21,
            "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)