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Trade: FIL/USDT/120/DCM/MIDPRICE/6071

Strategy
FIL/USDT/120/DCM/MIDPRICE/6071
Pair
FIL_USDT
Interval
2h
Score
430184
Daily Profit
0.349085
Profit Factor
2.290424
Profitability
44.897959
Streak
0.000000
Best Strategy
Training Data Length
1822.080000
Evaluation Time
2025-10-12 08:17
Expiration Time
2025-12-16 20:16

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 636061.2831 381472.8477 254588.4354 2044592.6072 -434002.2272 2478594.8344
Total P&L (%) 636.0613 381.4728 254.5884 2044.5926 -434.0022 2478.5948
Avg Daily Profit (%) 0.3491 0.2094 0.1397 0.1684 0 0.1785
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -81990 -67256 -36834 -2504819 -2393816 -992158
Profit Factor 2.2904 2.2619 2.3356 1.1938 0.9321 1.5958
Total Trades 98 49 49 98 49 49
Winning Trades 44 17 27 44 17 27
Losing Trades 54 32 22 54 32 22
Profitability (%) 44.898 34.6939 55.102 44.898 34.6939 55.102
Ratio Avg Win / Avg Loss 2.811 4.2577 1.9031 1.4651 1.7545 1.3003
Largest Winning Trade 294503 294503 73755 1644422 1644422 953439
Largest Losing Trade -50606 -50606 -18463 -776756 -776756 -655994
Avg Bars in Trades 219 201 237 219 201 237
Avg Bars in Winners 309 265 336 309 265 336
Avg Bars in Losers 146 167 115 146 167 115
Bars Traded 21499 9865 11634 21499 9865 11634
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 430184 221423 -1302 -1302 -583856 378121
Evaluation Data
{
    "trading_pair": "FIL_USDT",
    "interval": "2h",
    "packets": 25000,
    "actual_packets": 21865,
    "evaluation_days": 1822.08,
    "actual_first_datapoint_time": 1602777600000,
    "first_datapoint_time": 1604376000000,
    "last_datapoint_time": 1760241600000,
    "evaluation_time": 1760246278202,
    "expiration_time": 1765909008000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "dcm",
        "factors": {
            "length": 223,
            "offset": 0
        }
    },
    "second_band": {
        "type": "midprice",
        "factors": {
            "length": 61,
            "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": [
        [
            636061.2830665675,
            381472.8476508703,
            254588.4354156977,
            2044592.6072005876,
            -434002.2272483214,
            2478594.834448909
        ],
        [
            636.061283,
            381.472848,
            254.588435,
            2044.592607,
            -434.002227,
            2478.594834
        ],
        [
            0.349085,
            0.209361,
            0.139724,
            0.168385,
            0,
            0.178517
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -81990,
            -67256,
            -36834,
            -2504819,
            -2393816,
            -992158
        ],
        [
            2.290424,
            2.261926,
            2.335619,
            1.1938,
            0.932081,
            1.595812
        ],
        [
            98,
            49,
            49,
            98,
            49,
            49
        ],
        [
            44,
            17,
            27,
            44,
            17,
            27
        ],
        [
            54,
            32,
            22,
            54,
            32,
            22
        ],
        [
            44.897959,
            34.693878,
            55.102041,
            44.897959,
            34.693878,
            55.102041
        ],
        [
            2.810975,
            4.257743,
            1.903097,
            1.465118,
            1.754505,
            1.300291
        ],
        [
            294503,
            294503,
            73755,
            1644422,
            1644422,
            953439
        ],
        [
            -50606,
            -50606,
            -18463,
            -776756,
            -776756,
            -655994
        ],
        [
            219,
            201,
            237,
            219,
            201,
            237
        ],
        [
            309,
            265,
            336,
            309,
            265,
            336
        ],
        [
            146,
            167,
            115,
            146,
            167,
            115
        ],
        [
            21499,
            9865,
            11634,
            21499,
            9865,
            11634
        ],
        [
            0,
            0,
            0,
            0,
            0,
            0
        ],
        [
            0,
            0,
            0,
            0,
            0,
            0
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            430184,
            221423,
            -1302,
            -1302,
            -583856,
            378121
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "FIL_USDT",
    "interval": "2h",
    "packets": 25000,
    "actual_packets": 21865,
    "evaluation_days": 1822.08,
    "actual_first_datapoint_time": 1602777600000,
    "first_datapoint_time": 1604376000000,
    "last_datapoint_time": 1760241600000,
    "evaluation_time": 1760246278202,
    "expiration_time": 1765909008000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "dcm",
        "factors": {
            "length": 223,
            "offset": 0
        }
    },
    "second_band": {
        "type": "midprice",
        "factors": {
            "length": 61,
            "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)