← Back to list  ·  Browse strategies →  ·  Learning hub →

Trade: FIL/USDT/240/ALMA/VWMA/1119

Strategy
FIL/USDT/240/ALMA/VWMA/1119
Pair
FIL_USDT
Interval
4h
Score
485285
Daily Profit
0.385455
Profit Factor
1.972256
Profitability
45.402299
Streak
43.233475
Best Strategy
Training Data Length
1811.330000
Evaluation Time
2025-10-01 00:36
Expiration Time
2025-11-24 06:09

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 698186.3521 432389.3797 265796.9724 2012965.8651 389164.2818 1623801.5833
Total P&L (%) 698.1864 432.3894 265.797 2012.9659 389.1643 1623.8016
Avg Daily Profit (%) 0.3855 0.2387 0.1467 0.1686 0.0877 0.1573
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -77707 -92413 -58190 -1431007 -1186067 -1248024
Profit Factor 1.9723 2.1012 1.8167 1.2253 1.0841 1.3772
Total Trades 174 87 87 174 87 87
Winning Trades 79 31 48 79 31 48
Losing Trades 95 56 39 95 56 39
Profitability (%) 45.4023 35.6322 55.1724 45.4023 35.6322 55.1724
Ratio Avg Win / Avg Loss 2.3717 3.7958 1.476 1.4735 1.9583 1.119
Largest Winning Trade 347331 347331 59296 1005376 1005376 583817
Largest Losing Trade -33818 -31073 -33818 -588470 -323193 -588470
Avg Bars in Trades 61 59 64 61 59 64
Avg Bars in Winners 86 87 86 86 87 86
Avg Bars in Losers 40 43 36 40 43 36
Bars Traded 10741 5148 5593 10741 5148 5593
Profit Streak 43.2335 43.2335 128.0668 43.2335 43.2335 128.0668
Trades During Streak 2 1 4 2 1 4
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 485285 237283 249029 270262 -208179 358648
Evaluation Data
{
    "trading_pair": "FIL_USDT",
    "interval": "4h",
    "packets": 25000,
    "actual_packets": 10868,
    "evaluation_days": 1811.33,
    "actual_first_datapoint_time": 1602777600000,
    "first_datapoint_time": 1603713600000,
    "last_datapoint_time": 1759262400000,
    "evaluation_time": 1759268172226,
    "expiration_time": 1763957376000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "alma",
        "factors": {
            "length": 66,
            "offset": 0
        }
    },
    "second_band": {
        "type": "vwma",
        "factors": {
            "length": 57,
            "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": [
        [
            698186.3520804214,
            432389.3797195797,
            265796.9723608414,
            2012965.8650591318,
            389164.2817937861,
            1623801.5832653472
        ],
        [
            698.186352,
            432.38938,
            265.796972,
            2012.965865,
            389.164282,
            1623.801583
        ],
        [
            0.385455,
            0.238714,
            0.146741,
            0.168564,
            0.087683,
            0.157307
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -77707,
            -92413,
            -58190,
            -1431007,
            -1186067,
            -1248024
        ],
        [
            1.972256,
            2.101241,
            1.816652,
            1.225342,
            1.084081,
            1.377234
        ],
        [
            174,
            87,
            87,
            174,
            87,
            87
        ],
        [
            79,
            31,
            48,
            79,
            31,
            48
        ],
        [
            95,
            56,
            39,
            95,
            56,
            39
        ],
        [
            45.402299,
            35.632184,
            55.172414,
            45.402299,
            35.632184,
            55.172414
        ],
        [
            2.3717,
            3.79579,
            1.47603,
            1.473513,
            1.95834,
            1.119003
        ],
        [
            347331,
            347331,
            59296,
            1005376,
            1005376,
            583817
        ],
        [
            -33818,
            -31073,
            -33818,
            -588470,
            -323193,
            -588470
        ],
        [
            61,
            59,
            64,
            61,
            59,
            64
        ],
        [
            86,
            87,
            86,
            86,
            87,
            86
        ],
        [
            40,
            43,
            36,
            40,
            43,
            36
        ],
        [
            10741,
            5148,
            5593,
            10741,
            5148,
            5593
        ],
        [
            43.233475,
            43.233475,
            128.066808,
            43.233475,
            43.233475,
            128.066808
        ],
        [
            2,
            1,
            4,
            2,
            1,
            4
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            485285,
            237283,
            249029,
            270262,
            -208179,
            358648
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "FIL_USDT",
    "interval": "4h",
    "packets": 25000,
    "actual_packets": 10868,
    "evaluation_days": 1811.33,
    "actual_first_datapoint_time": 1602777600000,
    "first_datapoint_time": 1603713600000,
    "last_datapoint_time": 1759262400000,
    "evaluation_time": 1759268172226,
    "expiration_time": 1763957376000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "alma",
        "factors": {
            "length": 66,
            "offset": 0
        }
    },
    "second_band": {
        "type": "vwma",
        "factors": {
            "length": 57,
            "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)