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Trade: FIL/USDT/120/ALMA/KCU/3688

Strategy
FIL/USDT/120/ALMA/KCU/3688
Pair
FIL_USDT
Interval
2h
Score
386312
Daily Profit
0.423847
Profit Factor
1.828114
Profitability
35.426009
Streak
10.674087
Best Strategy
Training Data Length
1804.500000
Evaluation Time
2025-09-27 07:10
Expiration Time
2025-11-28 15:05

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 764832.7744 468734.4375 296098.3369 4766599.4195 436892.1937 4329707.2258
Total P&L (%) 764.8328 468.7344 296.0983 4766.5994 436.8922 4329.7072
Avg Daily Profit (%) 0.4238 0.2598 0.1641 0.2155 0.0932 0.2103
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -74770 -90783 -40943 -5977772 -5888854 -3212205
Profit Factor 1.8281 1.9425 1.6946 1.1423 1.0237 1.287
Total Trades 446 223 223 446 223 223
Winning Trades 158 71 87 158 71 87
Losing Trades 288 152 136 288 152 136
Profitability (%) 35.426 31.8386 39.0135 35.426 31.8386 39.0135
Ratio Avg Win / Avg Loss 3.3323 4.1586 2.6491 2.0821 2.1916 2.0119
Largest Winning Trade 302679 302679 46256 3984160 3984160 1762973
Largest Losing Trade -38696 -14508 -38696 -1325620 -983023 -1325620
Avg Bars in Trades 48 57 38 48 57 38
Avg Bars in Winners 85 104 70 85 104 70
Avg Bars in Losers 27 35 18 27 35 18
Bars Traded 21499 12849 8650 21499 12849 8650
Profit Streak 10.6741 10.7574 0 10.6741 10.7574 0
Trades During Streak 1 1 0 1 1 0
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 386312 216585 247106 -57453 -267703 200897
Evaluation Data
{
    "trading_pair": "FIL_USDT",
    "interval": "2h",
    "packets": 25000,
    "actual_packets": 21654,
    "evaluation_days": 1804.5,
    "actual_first_datapoint_time": 1602777600000,
    "first_datapoint_time": 1603476000000,
    "last_datapoint_time": 1758722400000,
    "evaluation_time": 1758946241117,
    "expiration_time": 1764335116800,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "alma",
        "factors": {
            "length": 98,
            "offset": 0
        }
    },
    "second_band": {
        "type": "kcu",
        "factors": {
            "length": 6,
            "offset": 0,
            "scalar": 2
        }
    }
}
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": [
        [
            764832.7743956187,
            468734.4374754464,
            296098.3369201737,
            4766599.419516916,
            436892.1936849853,
            4329707.2258319305
        ],
        [
            764.832774,
            468.734437,
            296.098337,
            4766.59942,
            436.892194,
            4329.707226
        ],
        [
            0.423847,
            0.259759,
            0.164089,
            0.215526,
            0.093179,
            0.210302
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -74770,
            -90783,
            -40943,
            -5977772,
            -5888854,
            -3212205
        ],
        [
            1.828114,
            1.94252,
            1.694638,
            1.142255,
            1.023714,
            1.287032
        ],
        [
            446,
            223,
            223,
            446,
            223,
            223
        ],
        [
            158,
            71,
            87,
            158,
            71,
            87
        ],
        [
            288,
            152,
            136,
            288,
            152,
            136
        ],
        [
            35.426009,
            31.838565,
            39.013453,
            35.426009,
            31.838565,
            39.013453
        ],
        [
            3.332259,
            4.158634,
            2.649089,
            2.082085,
            2.191614,
            2.011912
        ],
        [
            302679,
            302679,
            46256,
            3984160,
            3984160,
            1762973
        ],
        [
            -38696,
            -14508,
            -38696,
            -1325620,
            -983023,
            -1325620
        ],
        [
            48,
            57,
            38,
            48,
            57,
            38
        ],
        [
            85,
            104,
            70,
            85,
            104,
            70
        ],
        [
            27,
            35,
            18,
            27,
            35,
            18
        ],
        [
            21499,
            12849,
            8650,
            21499,
            12849,
            8650
        ],
        [
            10.674087,
            10.75742,
            0,
            10.674087,
            10.75742,
            0
        ],
        [
            1,
            1,
            0,
            1,
            1,
            0
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            386312,
            216585,
            247106,
            -57453,
            -267703,
            200897
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "FIL_USDT",
    "interval": "2h",
    "packets": 25000,
    "actual_packets": 21654,
    "evaluation_days": 1804.5,
    "actual_first_datapoint_time": 1602777600000,
    "first_datapoint_time": 1603476000000,
    "last_datapoint_time": 1758722400000,
    "evaluation_time": 1758946241117,
    "expiration_time": 1764335116800,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "alma",
        "factors": {
            "length": 98,
            "offset": 0
        }
    },
    "second_band": {
        "type": "kcu",
        "factors": {
            "length": 6,
            "offset": 0,
            "scalar": 2
        }
    }
}

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)