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Trade: FIL/USDT/120/BBM/HILO/6477

Strategy
FIL/USDT/120/BBM/HILO/6477
Pair
FIL_USDT
Interval
2h
Score
384880
Daily Profit
0.248777
Profit Factor
1.313674
Profitability
41.373534
Streak
19.586169
Best Strategy
Training Data Length
1819.670000
Evaluation Time
2025-10-09 23:04
Expiration Time
2025-12-14 08:11

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 452692.3856 234712.564 217979.8216 523549.9631 -372181.7756 895731.7387
Total P&L (%) 452.6924 234.7126 217.9798 523.55 -372.1818 895.7317
Avg Daily Profit (%) 0.2488 0.129 0.1198 0.1006 0 0.1264
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -136216 -93813 -69163 -1718407 -1812825 -954695
Profit Factor 1.3137 1.323 1.3042 1.0389 0.9448 1.1332
Total Trades 597 299 298 597 299 298
Winning Trades 247 116 131 247 116 131
Losing Trades 350 183 167 350 183 167
Profitability (%) 41.3735 38.796 43.9597 41.3735 38.796 43.9597
Ratio Avg Win / Avg Loss 1.8615 2.0872 1.6626 1.4721 1.4906 1.4446
Largest Winning Trade 93561 93561 52870 448922 448922 401316
Largest Losing Trade -22905 -22582 -22905 -282810 -217730 -282810
Avg Bars in Trades 36 30 41 36 30 41
Avg Bars in Winners 49 42 54 49 42 54
Avg Bars in Losers 27 23 31 27 23 31
Bars Traded 21693 9196 12497 21693 9196 12497
Profit Streak 19.5862 19.5862 20.8362 19.5862 19.5862 20.8362
Trades During Streak 6 3 3 6 3 3
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 384880 -21367 -31742 -234618 -580989 -97802
Evaluation Data
{
    "trading_pair": "FIL_USDT",
    "interval": "2h",
    "packets": 25000,
    "actual_packets": 21836,
    "evaluation_days": 1819.67,
    "actual_first_datapoint_time": 1602777600000,
    "first_datapoint_time": 1603288800000,
    "last_datapoint_time": 1760032800000,
    "evaluation_time": 1760040245065,
    "expiration_time": 1765692691200,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "bbm",
        "factors": {
            "length": 245,
            "offset": 0,
            "std": 3.35086
        }
    },
    "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": [
        [
            452692.3856238304,
            234712.5640458598,
            217979.8215779705,
            523549.9631370956,
            -372181.7755709214,
            895731.7387080168
        ],
        [
            452.692386,
            234.712564,
            217.979822,
            523.549963,
            -372.181776,
            895.731739
        ],
        [
            0.248777,
            0.128986,
            0.119791,
            0.100633,
            0,
            0.126383
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -136216,
            -93813,
            -69163,
            -1718407,
            -1812825,
            -954695
        ],
        [
            1.313674,
            1.323044,
            1.304175,
            1.03886,
            0.944832,
            1.133165
        ],
        [
            597,
            299,
            298,
            597,
            299,
            298
        ],
        [
            247,
            116,
            131,
            247,
            116,
            131
        ],
        [
            350,
            183,
            167,
            350,
            183,
            167
        ],
        [
            41.373534,
            38.795987,
            43.959732,
            41.373534,
            38.795987,
            43.959732
        ],
        [
            1.861482,
            2.087216,
            1.662575,
            1.472068,
            1.490554,
            1.444569
        ],
        [
            93561,
            93561,
            52870,
            448922,
            448922,
            401316
        ],
        [
            -22905,
            -22582,
            -22905,
            -282810,
            -217730,
            -282810
        ],
        [
            36,
            30,
            41,
            36,
            30,
            41
        ],
        [
            49,
            42,
            54,
            49,
            42,
            54
        ],
        [
            27,
            23,
            31,
            27,
            23,
            31
        ],
        [
            21693,
            9196,
            12497,
            21693,
            9196,
            12497
        ],
        [
            19.586169,
            19.586169,
            20.836169,
            19.58617,
            19.58617,
            20.83617
        ],
        [
            6,
            3,
            3,
            6,
            3,
            3
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            384880,
            -21367,
            -31742,
            -234618,
            -580989,
            -97802
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "FIL_USDT",
    "interval": "2h",
    "packets": 25000,
    "actual_packets": 21836,
    "evaluation_days": 1819.67,
    "actual_first_datapoint_time": 1602777600000,
    "first_datapoint_time": 1603288800000,
    "last_datapoint_time": 1760032800000,
    "evaluation_time": 1760040245065,
    "expiration_time": 1765692691200,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "bbm",
        "factors": {
            "length": 245,
            "offset": 0,
            "std": 3.35086
        }
    },
    "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)