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Trade: DOT/USDT/120/MIDPRICE/HILO/3570

Strategy
DOT/USDT/120/MIDPRICE/HILO/3570
Pair
DOT_USDT
Interval
2h
Score
394207
Daily Profit
0.338050
Profit Factor
1.769766
Profitability
42.086331
Streak
0.000000
Best Strategy
Training Data Length
1877.670000
Evaluation Time
2025-10-10 05:08
Expiration Time
2025-12-16 16:18

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 634745.5325 531977.0917 102768.4407 818202.8006 195029.9035 623172.8971
Total P&L (%) 634.7455 531.9771 102.7684 818.2028 195.0299 623.1729
Avg Daily Profit (%) 0.3381 0.2833 0.0547 0.1182 0.0576 0.1054
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -97946 -67829 -91841 -1538571 -1281280 -702685
Profit Factor 1.7698 2.3205 1.2437 1.1081 1.0478 1.1785
Total Trades 278 139 139 278 139 139
Winning Trades 117 56 61 117 56 61
Losing Trades 161 83 78 161 83 78
Profitability (%) 42.0863 40.2878 43.8849 42.0863 40.2878 43.8849
Ratio Avg Win / Avg Loss 2.4353 3.4394 1.5903 1.5249 1.553 1.507
Largest Winning Trade 426574 426574 46891 885895 885895 428932
Largest Losing Trade -21571 -15778 -21571 -409619 -317625 -409619
Avg Bars in Trades 80 66 93 80 66 93
Avg Bars in Winners 126 105 146 126 105 146
Avg Bars in Losers 46 40 51 46 40 51
Bars Traded 22259 9282 12977 22259 9282 12977
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 394207 331411 -121543 -136953 -286713 -77423
Evaluation Data
{
    "trading_pair": "DOT_USDT",
    "interval": "2h",
    "packets": 25000,
    "actual_packets": 22532,
    "evaluation_days": 1877.67,
    "actual_first_datapoint_time": 1597788000000,
    "first_datapoint_time": 1599559200000,
    "last_datapoint_time": 1760054400000,
    "evaluation_time": 1760062102486,
    "expiration_time": 1765894694400,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "midprice",
        "factors": {
            "length": 247,
            "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": [
        [
            634745.5324849578,
            531977.0917430631,
            102768.4407418951,
            818202.8006464925,
            195029.9035344699,
            623172.8971120237
        ],
        [
            634.745532,
            531.977092,
            102.768441,
            818.202801,
            195.029904,
            623.172897
        ],
        [
            0.33805,
            0.283318,
            0.054732,
            0.118155,
            0.057636,
            0.105424
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -97946,
            -67829,
            -91841,
            -1538571,
            -1281280,
            -702685
        ],
        [
            1.769766,
            2.320529,
            1.243675,
            1.108123,
            1.04784,
            1.178528
        ],
        [
            278,
            139,
            139,
            278,
            139,
            139
        ],
        [
            117,
            56,
            61,
            117,
            56,
            61
        ],
        [
            161,
            83,
            78,
            161,
            83,
            78
        ],
        [
            42.086331,
            40.28777,
            43.884892,
            42.086331,
            40.28777,
            43.884892
        ],
        [
            2.435318,
            3.439356,
            1.590273,
            1.524852,
            1.553048,
            1.50697
        ],
        [
            426574,
            426574,
            46891,
            885895,
            885895,
            428932
        ],
        [
            -21571,
            -15778,
            -21571,
            -409619,
            -317625,
            -409619
        ],
        [
            80,
            66,
            93,
            80,
            66,
            93
        ],
        [
            126,
            105,
            146,
            126,
            105,
            146
        ],
        [
            46,
            40,
            51,
            46,
            40,
            51
        ],
        [
            22259,
            9282,
            12977,
            22259,
            9282,
            12977
        ],
        [
            0,
            0,
            0,
            0,
            0,
            0
        ],
        [
            0,
            0,
            0,
            0,
            0,
            0
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            394207,
            331411,
            -121543,
            -136953,
            -286713,
            -77423
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "DOT_USDT",
    "interval": "2h",
    "packets": 25000,
    "actual_packets": 22532,
    "evaluation_days": 1877.67,
    "actual_first_datapoint_time": 1597788000000,
    "first_datapoint_time": 1599559200000,
    "last_datapoint_time": 1760054400000,
    "evaluation_time": 1760062102486,
    "expiration_time": 1765894694400,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "midprice",
        "factors": {
            "length": 247,
            "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)