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Trade: FIL/USDT/5/BBU/RMA/9918

Strategy
FIL/USDT/5/BBU/RMA/9918
Pair
FIL_USDT
Interval
5m
Score
393207
Daily Profit
0.451102
Profit Factor
2.019446
Profitability
58.139535
Streak
7.273222
Best Strategy
Training Data Length
86.810000
Evaluation Time
2025-10-12 03:03
Expiration Time
2025-12-26 02:00

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 39317.7412 157.5446 39160.1966 38998.3952 -1959.0099 40957.4051
Total P&L (%) 39.3177 0.1575 39.1602 38.9984 -1.959 40.9574
Avg Daily Profit (%) 0.4529 0.0018 0.4511 0.38 -0.0228 0.3962
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -25505 -14824 -12158 -27442 -16531 -13477
Profit Factor 1.5255 1.0043 2.0194 1.4843 0.9503 1.9958
Total Trades 86 43 43 86 43 43
Winning Trades 49 24 25 49 24 25
Losing Trades 37 19 18 37 19 18
Profitability (%) 56.9767 55.814 58.1395 56.9767 55.814 58.1395
Ratio Avg Win / Avg Loss 1.1519 0.7951 1.454 1.1208 0.7523 1.437
Largest Winning Trade 25945 5059 25945 28634 4793 28634
Largest Losing Trade -11019 -6340 -11019 -12207 -7021 -12207
Avg Bars in Trades 279 132 427 279 132 427
Avg Bars in Winners 200 118 280 200 118 280
Avg Bars in Losers 383 149 631 383 149 631
Bars Traded 24053 5682 18371 24053 5682 18371
Profit Streak 7.2732 16.2628 7.2732 7.2732 16.2628 7.2732
Trades During Streak 6 5 3 6 5 3
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 354902 -573151 393207 322409 -580053 380430
Evaluation Data
{
    "trading_pair": "FIL_USDT",
    "interval": "5m",
    "packets": 25000,
    "actual_packets": 25000,
    "evaluation_days": 86.81,
    "actual_first_datapoint_time": 1752727500000,
    "first_datapoint_time": 1752783900000,
    "last_datapoint_time": 1760227200000,
    "evaluation_time": 1760227406415,
    "expiration_time": 1766707200000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "bbu",
        "factors": {
            "length": 111,
            "offset": 0,
            "std": 1.28946
        }
    },
    "second_band": {
        "type": "rma",
        "factors": {
            "length": 189,
            "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": [
        [
            39317.7411500452,
            157.5445891681,
            39160.196560877,
            38998.3952260351,
            -1959.0098609172,
            40957.4050869523
        ],
        [
            39.317741,
            0.157545,
            39.160197,
            38.998395,
            -1.95901,
            40.957405
        ],
        [
            0.452917,
            0.001815,
            0.451102,
            0.380046,
            -0.022788,
            0.39623
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -25505,
            -14824,
            -12158,
            -27442,
            -16531,
            -13477
        ],
        [
            1.525451,
            1.004327,
            2.019446,
            1.484316,
            0.950268,
            1.995778
        ],
        [
            86,
            43,
            43,
            86,
            43,
            43
        ],
        [
            49,
            24,
            25,
            49,
            24,
            25
        ],
        [
            37,
            19,
            18,
            37,
            19,
            18
        ],
        [
            56.976744,
            55.813953,
            58.139535,
            56.976744,
            55.813953,
            58.139535
        ],
        [
            1.151871,
            0.795092,
            1.454001,
            1.12081,
            0.752296,
            1.43696
        ],
        [
            25945,
            5059,
            25945,
            28634,
            4793,
            28634
        ],
        [
            -11019,
            -6340,
            -11019,
            -12207,
            -7021,
            -12207
        ],
        [
            279,
            132,
            427,
            279,
            132,
            427
        ],
        [
            200,
            118,
            280,
            200,
            118,
            280
        ],
        [
            383,
            149,
            631,
            383,
            149,
            631
        ],
        [
            24053,
            5682,
            18371,
            24053,
            5682,
            18371
        ],
        [
            7.273222,
            16.262806,
            7.273222,
            7.273222,
            16.262806,
            7.273222
        ],
        [
            6,
            5,
            3,
            6,
            5,
            3
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            354902,
            -573151,
            393207,
            322409,
            -580053,
            380430
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "FIL_USDT",
    "interval": "5m",
    "packets": 25000,
    "actual_packets": 25000,
    "evaluation_days": 86.81,
    "actual_first_datapoint_time": 1752727500000,
    "first_datapoint_time": 1752783900000,
    "last_datapoint_time": 1760227200000,
    "evaluation_time": 1760227406415,
    "expiration_time": 1766707200000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "bbu",
        "factors": {
            "length": 111,
            "offset": 0,
            "std": 1.28946
        }
    },
    "second_band": {
        "type": "rma",
        "factors": {
            "length": 189,
            "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)