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Trade: FIL/USDT/720/MIDPRICE/HILO/7070

Strategy
FIL/USDT/720/MIDPRICE/HILO/7070
Pair
FIL_USDT
Interval
12h
Score
418133
Daily Profit
0.273841
Profit Factor
2.071076
Profitability
55.421687
Streak
0.000000
Best Strategy
Training Data Length
1805.500000
Evaluation Time
2025-09-26 17:11
Expiration Time
2025-11-17 17:57

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 494420.7141 240134.0287 254286.6854 1227427.6417 84487.5912 1142940.0504
Total P&L (%) 494.4207 240.134 254.2867 1227.4276 84.4876 1142.9401
Avg Daily Profit (%) 0.2738 0.133 0.1408 0.1433 0.0339 0.1397
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -85416 -77135 -53625 -4060799 -2076078 -2593315
Profit Factor 2.0711 1.9383 2.2363 1.107 1.0162 1.1824
Total Trades 83 42 41 83 42 41
Winning Trades 46 19 27 46 19 27
Losing Trades 37 23 14 37 23 14
Profitability (%) 55.4217 45.2381 65.8537 55.4217 45.2381 65.8537
Ratio Avg Win / Avg Loss 1.6659 2.3464 1.1595 0.8904 1.2302 0.6131
Largest Winning Trade 133776 133776 58061 1000780 962002 1000780
Largest Losing Trade -52894 -29483 -52894 -2593315 -955280 -2593315
Avg Bars in Trades 40 20 61 40 20 61
Avg Bars in Winners 52 24 71 52 24 71
Avg Bars in Losers 25 16 40 25 16 40
Bars Traded 3349 840 2509 3349 840 2509
Profit Streak 0 0 11.0911 0 0 11.0911
Trades During Streak 0 0 1 0 0 1
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 418133 -13321 30812 -106416 -351791 -25009

Evaluation Data

{
    "trading_pair": "FIL_USDT",
    "interval": "12h",
    "packets": 25000,
    "actual_packets": 3611,
    "evaluation_days": 1805.5,
    "actual_first_datapoint_time": 1602763200000,
    "first_datapoint_time": 1607385600000,
    "last_datapoint_time": 1758715200000,
    "evaluation_time": 1758895873708,
    "expiration_time": 1763395056000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}

Factors

{
    "first_band": {
        "type": "midprice",
        "factors": {
            "length": 108,
            "offset": 0
        }
    },
    "second_band": {
        "type": "hilo",
        "factors": {
            "length": 0,
            "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": [
        [
            494420.7141214221,
            240134.0287047924,
            254286.6854166297,
            1227427.641655835,
            84487.5912340137,
            1142940.0504218228
        ],
        [
            494.420714,
            240.134029,
            254.286685,
            1227.427642,
            84.487591,
            1142.94005
        ],
        [
            0.273841,
            0.133001,
            0.14084,
            0.143322,
            0.033925,
            0.139675
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -85416,
            -77135,
            -53625,
            -4060799,
            -2076078,
            -2593315
        ],
        [
            2.071076,
            1.938314,
            2.23626,
            1.106951,
            1.016218,
            1.182373
        ],
        [
            83,
            42,
            41,
            83,
            42,
            41
        ],
        [
            46,
            19,
            27,
            46,
            19,
            27
        ],
        [
            37,
            23,
            14,
            37,
            23,
            14
        ],
        [
            55.421687,
            45.238095,
            65.853659,
            55.421687,
            45.238095,
            65.853659
        ],
        [
            1.665866,
            2.34638,
            1.159542,
            0.890373,
            1.230158,
            0.613082
        ],
        [
            133776,
            133776,
            58061,
            1000780,
            962002,
            1000780
        ],
        [
            -52894,
            -29483,
            -52894,
            -2593315,
            -955280,
            -2593315
        ],
        [
            40,
            20,
            61,
            40,
            20,
            61
        ],
        [
            52,
            24,
            71,
            52,
            24,
            71
        ],
        [
            25,
            16,
            40,
            25,
            16,
            40
        ],
        [
            3349,
            840,
            2509,
            3349,
            840,
            2509
        ],
        [
            0,
            0,
            11.091131,
            0,
            0,
            11.091131
        ],
        [
            0,
            0,
            1,
            0,
            0,
            1
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            418133,
            -13321,
            30812,
            -106416,
            -351791,
            -25009
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "FIL_USDT",
    "interval": "12h",
    "packets": 25000,
    "actual_packets": 3611,
    "evaluation_days": 1805.5,
    "actual_first_datapoint_time": 1602763200000,
    "first_datapoint_time": 1607385600000,
    "last_datapoint_time": 1758715200000,
    "evaluation_time": 1758895873708,
    "expiration_time": 1763395056000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "midprice",
        "factors": {
            "length": 108,
            "offset": 0
        }
    },
    "second_band": {
        "type": "hilo",
        "factors": {
            "length": 0,
            "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)