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Trade: FIL/USDT/5/DCM/MIDPOINT/9452

Strategy
FIL/USDT/5/DCM/MIDPOINT/9452
Pair
FIL_USDT
Interval
5m
Score
401536
Daily Profit
1.212465
Profit Factor
1.422439
Profitability
40.615385
Streak
0.000000
Best Strategy
Training Data Length
86.810000
Evaluation Time
2025-10-12 05:23
Expiration Time
2025-12-26 04:20

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 105254.0725 77177.331 28076.7415 6424.7739 -10303.3389 16728.1128
Total P&L (%) 105.2541 77.1773 28.0767 6.4248 -10.3033 16.7281
Avg Daily Profit (%) 1.2125 0.889 0.3234 0.0718 -0.1252 0.1783
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -62075 -68518 -15708 -65699 -74735 -15501
Profit Factor 1.4224 1.4649 1.3376 1.0259 0.9384 1.2074
Total Trades 325 163 162 325 163 162
Winning Trades 132 71 61 132 71 61
Losing Trades 193 92 101 193 92 101
Profitability (%) 40.6154 43.5583 37.6543 40.6154 43.5583 37.6543
Ratio Avg Win / Avg Loss 2.0798 1.8982 2.2148 1.5 1.2159 1.9991
Largest Winning Trade 149060 149060 14601 68565 68565 9646
Largest Losing Trade -62075 -62075 -5985 -65699 -65699 -5602
Avg Bars in Trades 76 88 63 76 88 63
Avg Bars in Winners 102 115 87 102 115 87
Avg Bars in Losers 58 68 48 58 68 48
Bars Traded 24706 14485 10221 24706 14485 10221
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 401536 391538 13114 -457709 -583264 -7459
Evaluation Data
{
    "trading_pair": "FIL_USDT",
    "interval": "5m",
    "packets": 25000,
    "actual_packets": 25000,
    "evaluation_days": 86.81,
    "actual_first_datapoint_time": 1752735900000,
    "first_datapoint_time": 1752777600000,
    "last_datapoint_time": 1760235600000,
    "evaluation_time": 1760235795184,
    "expiration_time": 1766715600000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "dcm",
        "factors": {
            "length": 140,
            "offset": 0
        }
    },
    "second_band": {
        "type": "midpoint",
        "factors": {
            "length": 91,
            "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": [
        [
            105254.0725288221,
            77177.3310438462,
            28076.7414849759,
            6424.773931098,
            -10303.3389045857,
            16728.1128356837
        ],
        [
            105.254073,
            77.177331,
            28.076741,
            6.424774,
            -10.303339,
            16.728113
        ],
        [
            1.212465,
            0.889037,
            0.323428,
            0.071755,
            -0.12518,
            0.178338
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -62075,
            -68518,
            -15708,
            -65699,
            -74735,
            -15501
        ],
        [
            1.422439,
            1.464926,
            1.337628,
            1.025922,
            0.938374,
            1.2074
        ],
        [
            325,
            163,
            162,
            325,
            163,
            162
        ],
        [
            132,
            71,
            61,
            132,
            71,
            61
        ],
        [
            193,
            92,
            101,
            193,
            92,
            101
        ],
        [
            40.615385,
            43.558282,
            37.654321,
            40.615385,
            43.558282,
            37.654321
        ],
        [
            2.079778,
            1.898214,
            2.214762,
            1.500023,
            1.215921,
            1.999138
        ],
        [
            149060,
            149060,
            14601,
            68565,
            68565,
            9646
        ],
        [
            -62075,
            -62075,
            -5985,
            -65699,
            -65699,
            -5602
        ],
        [
            76,
            88,
            63,
            76,
            88,
            63
        ],
        [
            102,
            115,
            87,
            102,
            115,
            87
        ],
        [
            58,
            68,
            48,
            58,
            68,
            48
        ],
        [
            24706,
            14485,
            10221,
            24706,
            14485,
            10221
        ],
        [
            0,
            0,
            0,
            0,
            0,
            0
        ],
        [
            0,
            0,
            0,
            0,
            0,
            0
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            401536,
            391538,
            13114,
            -457709,
            -583264,
            -7459
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "FIL_USDT",
    "interval": "5m",
    "packets": 25000,
    "actual_packets": 25000,
    "evaluation_days": 86.81,
    "actual_first_datapoint_time": 1752735900000,
    "first_datapoint_time": 1752777600000,
    "last_datapoint_time": 1760235600000,
    "evaluation_time": 1760235795184,
    "expiration_time": 1766715600000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "dcm",
        "factors": {
            "length": 140,
            "offset": 0
        }
    },
    "second_band": {
        "type": "midpoint",
        "factors": {
            "length": 91,
            "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)