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Trade: FIL/USDT/360/DCM/BBU/2209

Strategy
FIL/USDT/360/DCM/BBU/2209
Pair
FIL_USDT
Interval
6h
Score
475653
Daily Profit
0.446619
Profit Factor
2.352076
Profitability
45.528455
Streak
0.000000
Best Strategy
Training Data Length
1811.250000
Evaluation Time
2025-09-30 21:12
Expiration Time
2025-11-23 22:06

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 808938.3051 546964.3943 261973.9108 1602667.3592 -1842849.209 3445516.5682
Total P&L (%) 808.9383 546.9644 261.9739 1602.6674 -1842.8492 3445.5166
Avg Daily Profit (%) 0.4466 0.302 0.1446 0.1566 0 0.1972
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -110434 -107276 -73293 -5551337 -5075466 -3533314
Profit Factor 2.3521 2.4671 2.1619 1.0718 0.8664 1.404
Total Trades 123 62 61 123 62 61
Winning Trades 56 21 35 56 21 35
Losing Trades 67 41 26 67 41 26
Profitability (%) 45.5285 33.871 57.377 45.5285 33.871 57.377
Ratio Avg Win / Avg Loss 2.8141 4.8167 1.606 1.2823 1.6916 1.043
Largest Winning Trade 551260 551260 44865 2880908 2880908 1231926
Largest Losing Trade -26432 -26432 -20947 -1485851 -1416625 -1485851
Avg Bars in Trades 57 62 52 57 62 52
Avg Bars in Winners 76 100 61 76 100 61
Avg Bars in Losers 41 42 40 41 42 40
Bars Traded 7056 3846 3210 7056 3846 3210
Profit Streak 0 0 0 0 0 0
Trades During Streak 0 0 0 0 0 0
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 475653 -147119 -156568 -135308 -738730 -151990
Evaluation Data
{
    "trading_pair": "FIL_USDT",
    "interval": "6h",
    "packets": 25000,
    "actual_packets": 7245,
    "evaluation_days": 1811.25,
    "actual_first_datapoint_time": 1602763200000,
    "first_datapoint_time": 1606392000000,
    "last_datapoint_time": 1759233600000,
    "evaluation_time": 1759255938617,
    "expiration_time": 1763928360000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "dcm",
        "factors": {
            "length": 169,
            "offset": 0
        }
    },
    "second_band": {
        "type": "bbu",
        "factors": {
            "length": 188,
            "offset": 0,
            "std": 2.73094
        }
    }
}
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": [
        [
            808938.3050757748,
            546964.3942866126,
            261973.9107891621,
            1602667.3591879804,
            -1842849.209032089,
            3445516.5682200724
        ],
        [
            808.938305,
            546.964394,
            261.973911,
            1602.667359,
            -1842.849209,
            3445.516568
        ],
        [
            0.446619,
            0.301982,
            0.144637,
            0.156632,
            0,
            0.1972
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -110434,
            -107276,
            -73293,
            -5551337,
            -5075466,
            -3533314
        ],
        [
            2.352076,
            2.467093,
            2.161892,
            1.071786,
            0.866443,
            1.404047
        ],
        [
            123,
            62,
            61,
            123,
            62,
            61
        ],
        [
            56,
            21,
            35,
            56,
            21,
            35
        ],
        [
            67,
            41,
            26,
            67,
            41,
            26
        ],
        [
            45.528455,
            33.870968,
            57.377049,
            45.528455,
            33.870968,
            57.377049
        ],
        [
            2.814091,
            4.816706,
            1.605977,
            1.282315,
            1.691626,
            1.043006
        ],
        [
            551260,
            551260,
            44865,
            2880908,
            2880908,
            1231926
        ],
        [
            -26432,
            -26432,
            -20947,
            -1485851,
            -1416625,
            -1485851
        ],
        [
            57,
            62,
            52,
            57,
            62,
            52
        ],
        [
            76,
            100,
            61,
            76,
            100,
            61
        ],
        [
            41,
            42,
            40,
            41,
            42,
            40
        ],
        [
            7056,
            3846,
            3210,
            7056,
            3846,
            3210
        ],
        [
            0,
            0,
            0,
            0,
            0,
            0
        ],
        [
            0,
            0,
            0,
            0,
            0,
            0
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            475653,
            -147119,
            -156568,
            -135308,
            -738730,
            -151990
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "FIL_USDT",
    "interval": "6h",
    "packets": 25000,
    "actual_packets": 7245,
    "evaluation_days": 1811.25,
    "actual_first_datapoint_time": 1602763200000,
    "first_datapoint_time": 1606392000000,
    "last_datapoint_time": 1759233600000,
    "evaluation_time": 1759255938617,
    "expiration_time": 1763928360000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "dcm",
        "factors": {
            "length": 169,
            "offset": 0
        }
    },
    "second_band": {
        "type": "bbu",
        "factors": {
            "length": 188,
            "offset": 0,
            "std": 2.73094
        }
    }
}

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)