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Trade: FIL/USDT/360/T3/MIDPRICE/7913

Strategy
FIL/USDT/360/T3/MIDPRICE/7913
Pair
FIL_USDT
Interval
6h
Score
426204
Daily Profit
0.310465
Profit Factor
1.667515
Profitability
46.411483
Streak
0.000000
Best Strategy
Training Data Length
1819.250000
Evaluation Time
2025-10-08 20:57
Expiration Time
2025-12-02 03:51

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 564813.9772 346257.0925 218556.8847 673538.3837 -538088.445 1211626.8287
Total P&L (%) 564.814 346.2571 218.5569 673.5384 -538.0884 1211.6268
Avg Daily Profit (%) 0.3105 0.1903 0.1201 0.1125 0 0.1416
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -128299 -123098 -57139 -2441807 -2209279 -890670
Profit Factor 1.6675 1.6542 1.6898 1.0787 0.901 1.3878
Total Trades 209 104 105 209 104 105
Winning Trades 97 42 55 97 42 55
Losing Trades 112 62 50 112 62 50
Profitability (%) 46.4115 40.3846 52.381 46.4115 40.3846 52.381
Ratio Avg Win / Avg Loss 1.9254 2.4419 1.5362 1.2455 1.3301 1.2617
Largest Winning Trade 246698 246698 55532 953182 953182 555956
Largest Losing Trade -33753 -33753 -31037 -725673 -725673 -227761
Avg Bars in Trades 34 41 27 34 41 27
Avg Bars in Winners 41 52 34 41 52 34
Avg Bars in Losers 27 33 20 27 33 20
Bars Traded 7207 4289 2918 7207 4289 2918
Profit Streak 0 43.9986 0 0 43.9986 0
Trades During Streak 0 2 0 0 2 0
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 426204 275119 -29111 -176645 -582140 -2685
Evaluation Data
{
    "trading_pair": "FIL_USDT",
    "interval": "6h",
    "packets": 25000,
    "actual_packets": 7277,
    "evaluation_days": 1819.25,
    "actual_first_datapoint_time": 1602763200000,
    "first_datapoint_time": 1603800000000,
    "last_datapoint_time": 1759924800000,
    "evaluation_time": 1759946275995,
    "expiration_time": 1764640296000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "t3",
        "factors": {
            "length": 48,
            "offset": 0,
            "a": 0.66839
        }
    },
    "second_band": {
        "type": "midprice",
        "factors": {
            "length": 49,
            "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": [
        [
            564813.9772060643,
            346257.0925078436,
            218556.88469822,
            673538.3837016897,
            -538088.4450013195,
            1211626.8287030093
        ],
        [
            564.813977,
            346.257093,
            218.556885,
            673.538384,
            -538.088445,
            1211.626829
        ],
        [
            0.310465,
            0.19033,
            0.120136,
            0.112516,
            0,
            0.141579
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -128299,
            -123098,
            -57139,
            -2441807,
            -2209279,
            -890670
        ],
        [
            1.667515,
            1.654185,
            1.689781,
            1.078683,
            0.901014,
            1.387826
        ],
        [
            209,
            104,
            105,
            209,
            104,
            105
        ],
        [
            97,
            42,
            55,
            97,
            42,
            55
        ],
        [
            112,
            62,
            50,
            112,
            62,
            50
        ],
        [
            46.411483,
            40.384615,
            52.380952,
            46.411483,
            40.384615,
            52.380952
        ],
        [
            1.925378,
            2.441893,
            1.536164,
            1.24549,
            1.330068,
            1.26166
        ],
        [
            246698,
            246698,
            55532,
            953182,
            953182,
            555956
        ],
        [
            -33753,
            -33753,
            -31037,
            -725673,
            -725673,
            -227761
        ],
        [
            34,
            41,
            27,
            34,
            41,
            27
        ],
        [
            41,
            52,
            34,
            41,
            52,
            34
        ],
        [
            27,
            33,
            20,
            27,
            33,
            20
        ],
        [
            7207,
            4289,
            2918,
            7207,
            4289,
            2918
        ],
        [
            0,
            43.998565,
            0,
            0,
            43.998565,
            0
        ],
        [
            0,
            2,
            0,
            0,
            2,
            0
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            426204,
            275119,
            -29111,
            -176645,
            -582140,
            -2685
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "FIL_USDT",
    "interval": "6h",
    "packets": 25000,
    "actual_packets": 7277,
    "evaluation_days": 1819.25,
    "actual_first_datapoint_time": 1602763200000,
    "first_datapoint_time": 1603800000000,
    "last_datapoint_time": 1759924800000,
    "evaluation_time": 1759946275995,
    "expiration_time": 1764640296000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "t3",
        "factors": {
            "length": 48,
            "offset": 0,
            "a": 0.66839
        }
    },
    "second_band": {
        "type": "midprice",
        "factors": {
            "length": 49,
            "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)