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Trade: FIL/USDT/120/MIDPOINT/HILO/4022

Strategy
FIL/USDT/120/MIDPOINT/HILO/4022
Pair
FIL_USDT
Interval
2h
Score
390488
Daily Profit
0.256599
Profit Factor
1.327296
Profitability
48.547009
Streak
0.000000
Best Strategy
Training Data Length
1809.330000
Evaluation Time
2025-09-29 14:55
Expiration Time
2025-12-03 15:15

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 464272.5723 220097.7725 244174.7998 913570.35 83925.874 829644.476
Total P&L (%) 464.2726 220.0978 244.1748 913.5704 83.9259 829.6445
Avg Daily Profit (%) 0.2566 0.1216 0.135 0.1281 0.0337 0.1233
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -85403 -79339 -79833 -1292177 -1412112 -662389
Profit Factor 1.3273 1.3141 1.3401 1.0778 1.014 1.1438
Total Trades 585 293 292 585 293 292
Winning Trades 284 131 153 284 131 153
Losing Trades 301 162 139 301 162 139
Profitability (%) 48.547 44.7099 52.3973 48.547 44.7099 52.3973
Ratio Avg Win / Avg Loss 1.4067 1.6251 1.2175 1.1423 1.254 1.0391
Largest Winning Trade 55976 54745 55976 535469 458164 535469
Largest Losing Trade -48817 -31578 -48817 -337420 -337420 -269887
Avg Bars in Trades 36 28 44 36 28 44
Avg Bars in Winners 42 30 51 42 30 51
Avg Bars in Losers 31 26 37 31 26 37
Bars Traded 21473 8382 13091 21473 8382 13091
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 390488 -30132 -11257 -154114 -353787 -89036
Evaluation Data
{
    "trading_pair": "FIL_USDT",
    "interval": "2h",
    "packets": 25000,
    "actual_packets": 21712,
    "evaluation_days": 1809.33,
    "actual_first_datapoint_time": 1602777600000,
    "first_datapoint_time": 1603461600000,
    "last_datapoint_time": 1759140000000,
    "evaluation_time": 1759146929753,
    "expiration_time": 1764767750400,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "midpoint",
        "factors": {
            "length": 96,
            "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": [
        [
            464272.5723133689,
            220097.772493776,
            244174.7998195927,
            913570.3500142986,
            83925.8740295769,
            829644.4759847228
        ],
        [
            464.272572,
            220.097772,
            244.1748,
            913.57035,
            83.925874,
            829.644476
        ],
        [
            0.256599,
            0.121646,
            0.134953,
            0.128089,
            0.033685,
            0.123306
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -85403,
            -79339,
            -79833,
            -1292177,
            -1412112,
            -662389
        ],
        [
            1.327296,
            1.314129,
            1.340147,
            1.077751,
            1.014032,
            1.143809
        ],
        [
            585,
            293,
            292,
            585,
            293,
            292
        ],
        [
            284,
            131,
            153,
            284,
            131,
            153
        ],
        [
            301,
            162,
            139,
            301,
            162,
            139
        ],
        [
            48.547009,
            44.709898,
            52.39726,
            48.547009,
            44.709898,
            52.39726
        ],
        [
            1.406747,
            1.625106,
            1.217519,
            1.142264,
            1.253994,
            1.039147
        ],
        [
            55976,
            54745,
            55976,
            535469,
            458164,
            535469
        ],
        [
            -48817,
            -31578,
            -48817,
            -337420,
            -337420,
            -269887
        ],
        [
            36,
            28,
            44,
            36,
            28,
            44
        ],
        [
            42,
            30,
            51,
            42,
            30,
            51
        ],
        [
            31,
            26,
            37,
            31,
            26,
            37
        ],
        [
            21473,
            8382,
            13091,
            21473,
            8382,
            13091
        ],
        [
            0,
            0,
            0,
            0,
            0,
            0
        ],
        [
            0,
            0,
            0,
            0,
            0,
            0
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            390488,
            -30132,
            -11257,
            -154114,
            -353787,
            -89036
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "FIL_USDT",
    "interval": "2h",
    "packets": 25000,
    "actual_packets": 21712,
    "evaluation_days": 1809.33,
    "actual_first_datapoint_time": 1602777600000,
    "first_datapoint_time": 1603461600000,
    "last_datapoint_time": 1759140000000,
    "evaluation_time": 1759146929753,
    "expiration_time": 1764767750400,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "midpoint",
        "factors": {
            "length": 96,
            "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)