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Trade: FIL/USDT/5/BBL/DCL/9538

Strategy
FIL/USDT/5/BBL/DCL/9538
Pair
FIL_USDT
Interval
5m
Score
390029
Daily Profit
1.064822
Profit Factor
1.287233
Profitability
51.298701
Streak
0.354213
Best Strategy
Training Data Length
86.810000
Evaluation Time
2025-10-13 02:20
Expiration Time
2025-12-27 01:15

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 92437.1612 55395.2992 37041.862 48957.8287 40408.9835 8548.8451
Total P&L (%) 92.4372 55.3953 37.0419 48.9578 40.409 8.5488
Avg Daily Profit (%) 1.0648 0.6381 0.4267 0.4601 0.3917 0.0945
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -91243 -61398 -33811 -77153 -50242 -31598
Profit Factor 1.2872 1.3595 1.2209 1.1726 1.3049 1.0566
Total Trades 616 308 308 616 308 308
Winning Trades 316 148 168 316 148 168
Losing Trades 300 160 140 300 160 140
Profitability (%) 51.2987 48.0519 54.5455 51.2987 48.0519 54.5455
Ratio Avg Win / Avg Loss 1.2221 1.4697 1.0174 1.1132 1.4107 0.8805
Largest Winning Trade 103727 103727 58209 76132 76132 27004
Largest Losing Trade -18526 -18526 -5387 -10549 -10549 -6773
Avg Bars in Trades 40 29 50 40 29 50
Avg Bars in Winners 33 27 39 33 27 39
Avg Bars in Losers 46 32 63 46 32 63
Bars Traded 24695 9214 15481 24695 9214 15481
Profit Streak 0.3542 1 0 0.3542 1 0
Trades During Streak 1 2 0 1 2 0
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 390029 247523 229371 -24427 116067 -392824
Evaluation Data
{
    "trading_pair": "FIL_USDT",
    "interval": "5m",
    "packets": 25000,
    "actual_packets": 25000,
    "evaluation_days": 86.81,
    "actual_first_datapoint_time": 1752811200000,
    "first_datapoint_time": 1752865500000,
    "last_datapoint_time": 1760310900000,
    "evaluation_time": 1760311204052,
    "expiration_time": 1766790900000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "bbl",
        "factors": {
            "length": 234,
            "offset": 0,
            "std": 4.73793
        }
    },
    "second_band": {
        "type": "dcl",
        "factors": {
            "length": 182,
            "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": [
        [
            92437.1612494991,
            55395.2992271142,
            37041.862022385,
            48957.8286542844,
            40408.9835111303,
            8548.8451431541
        ],
        [
            92.437161,
            55.395299,
            37.041862,
            48.957829,
            40.408984,
            8.548845
        ],
        [
            1.064822,
            0.638121,
            0.4267,
            0.460096,
            0.391722,
            0.094538
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -91243,
            -61398,
            -33811,
            -77153,
            -50242,
            -31598
        ],
        [
            1.287233,
            1.359486,
            1.220851,
            1.172575,
            1.304936,
            1.05655
        ],
        [
            616,
            308,
            308,
            616,
            308,
            308
        ],
        [
            316,
            148,
            168,
            316,
            148,
            168
        ],
        [
            300,
            160,
            140,
            300,
            160,
            140
        ],
        [
            51.298701,
            48.051948,
            54.545455,
            51.298701,
            48.051948,
            54.545455
        ],
        [
            1.222057,
            1.469714,
            1.017376,
            1.113204,
            1.410742,
            0.880458
        ],
        [
            103727,
            103727,
            58209,
            76132,
            76132,
            27004
        ],
        [
            -18526,
            -18526,
            -5387,
            -10549,
            -10549,
            -6773
        ],
        [
            40,
            29,
            50,
            40,
            29,
            50
        ],
        [
            33,
            27,
            39,
            33,
            27,
            39
        ],
        [
            46,
            32,
            63,
            46,
            32,
            63
        ],
        [
            24695,
            9214,
            15481,
            24695,
            9214,
            15481
        ],
        [
            0.354213,
            1.000047,
            0,
            0.354214,
            1.000047,
            0
        ],
        [
            1,
            2,
            0,
            1,
            2,
            0
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            390029,
            247523,
            229371,
            -24427,
            116067,
            -392824
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "FIL_USDT",
    "interval": "5m",
    "packets": 25000,
    "actual_packets": 25000,
    "evaluation_days": 86.81,
    "actual_first_datapoint_time": 1752811200000,
    "first_datapoint_time": 1752865500000,
    "last_datapoint_time": 1760310900000,
    "evaluation_time": 1760311204052,
    "expiration_time": 1766790900000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "bbl",
        "factors": {
            "length": 234,
            "offset": 0,
            "std": 4.73793
        }
    },
    "second_band": {
        "type": "dcl",
        "factors": {
            "length": 182,
            "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)