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Trade: FIL/USDT/120/MIDPOINT/HILO/3848

Strategy
FIL/USDT/120/MIDPOINT/HILO/3848
Pair
FIL_USDT
Interval
2h
Score
388671
Daily Profit
0.247896
Profit Factor
1.326485
Profitability
49.090909
Streak
0.000000
Best Strategy
Training Data Length
1819.420000
Evaluation Time
2025-10-09 16:03
Expiration Time
2025-12-14 01:58

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 451026.9565 212447.7656 238579.1909 772270.0159 193897.5383 578372.4776
Total P&L (%) 451.027 212.4478 238.5792 772.27 193.8975 578.3725
Avg Daily Profit (%) 0.2479 0.1168 0.1311 0.1191 0.0593 0.1053
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -91541 -99517 -57167 -1349164 -1410552 -631577
Profit Factor 1.3265 1.3103 1.3424 1.068 1.034 1.1021
Total Trades 550 275 275 550 275 275
Winning Trades 270 124 146 270 124 146
Losing Trades 280 151 129 280 151 129
Profitability (%) 49.0909 45.0909 53.0909 49.0909 45.0909 53.0909
Ratio Avg Win / Avg Loss 1.3756 1.5956 1.1861 1.1075 1.2592 0.9738
Largest Winning Trade 55384 54745 55384 543483 543483 493434
Largest Losing Trade -48817 -31578 -48817 -292034 -292034 -271833
Avg Bars in Trades 39 30 47 39 30 47
Avg Bars in Winners 45 32 56 45 32 56
Avg Bars in Losers 33 29 38 33 29 38
Bars Traded 21616 8432 13184 21616 8432 13184
Profit Streak 0 19.2944 0 0 19.2944 0
Trades During Streak 0 2 0 0 2 0
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 388671 -35819 -16341 -176807 -296839 -160578
Evaluation Data
{
    "trading_pair": "FIL_USDT",
    "interval": "2h",
    "packets": 25000,
    "actual_packets": 21833,
    "evaluation_days": 1819.42,
    "actual_first_datapoint_time": 1602777600000,
    "first_datapoint_time": 1603512000000,
    "last_datapoint_time": 1760011200000,
    "evaluation_time": 1760015032595,
    "expiration_time": 1765670313600,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "midpoint",
        "factors": {
            "length": 103,
            "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": [
        [
            451026.9564766596,
            212447.7655550606,
            238579.1909215995,
            772270.0158884829,
            193897.5382674885,
            578372.4776209942
        ],
        [
            451.026956,
            212.447766,
            238.579191,
            772.270016,
            193.897538,
            578.372478
        ],
        [
            0.247896,
            0.116767,
            0.131129,
            0.119116,
            0.059271,
            0.105283
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -91541,
            -99517,
            -57167,
            -1349164,
            -1410552,
            -631577
        ],
        [
            1.326485,
            1.310318,
            1.342369,
            1.067971,
            1.034025,
            1.102131
        ],
        [
            550,
            275,
            275,
            550,
            275,
            275
        ],
        [
            270,
            124,
            146,
            270,
            124,
            146
        ],
        [
            280,
            151,
            129,
            280,
            151,
            129
        ],
        [
            49.090909,
            45.090909,
            53.090909,
            49.090909,
            45.090909,
            53.090909
        ],
        [
            1.375614,
            1.595629,
            1.186065,
            1.107525,
            1.259175,
            0.973801
        ],
        [
            55384,
            54745,
            55384,
            543483,
            543483,
            493434
        ],
        [
            -48817,
            -31578,
            -48817,
            -292034,
            -292034,
            -271833
        ],
        [
            39,
            30,
            47,
            39,
            30,
            47
        ],
        [
            45,
            32,
            56,
            45,
            32,
            56
        ],
        [
            33,
            29,
            38,
            33,
            29,
            38
        ],
        [
            21616,
            8432,
            13184,
            21616,
            8432,
            13184
        ],
        [
            0,
            19.294359,
            0,
            0,
            19.294359,
            0
        ],
        [
            0,
            2,
            0,
            0,
            2,
            0
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            388671,
            -35819,
            -16341,
            -176807,
            -296839,
            -160578
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "FIL_USDT",
    "interval": "2h",
    "packets": 25000,
    "actual_packets": 21833,
    "evaluation_days": 1819.42,
    "actual_first_datapoint_time": 1602777600000,
    "first_datapoint_time": 1603512000000,
    "last_datapoint_time": 1760011200000,
    "evaluation_time": 1760015032595,
    "expiration_time": 1765670313600,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "midpoint",
        "factors": {
            "length": 103,
            "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)