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Trade: FIL/USDT/240/SWMA/ALMA/5944

Strategy
FIL/USDT/240/SWMA/ALMA/5944
Pair
FIL_USDT
Interval
4h
Score
342107
Daily Profit
0.256459
Profit Factor
1.326484
Profitability
41.455161
Streak
0.000000
Best Strategy
Training Data Length
1809.670000
Evaluation Time
2025-09-29 07:50
Expiration Time
2025-11-22 12:57

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 464106.2735 244342.0819 219764.1916 592434.802 -121457.5797 713892.3817
Total P&L (%) 464.1063 244.3421 219.7642 592.4348 -121.4576 713.8924
Avg Daily Profit (%) 0.2565 0.135 0.1214 0.107 0 0.1159
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -111272 -98699 -55981 -1547759 -1496851 -743531
Profit Factor 1.3265 1.3275 1.3254 1.043 0.9827 1.1052
Total Trades 591 296 295 591 296 295
Winning Trades 245 118 127 245 118 127
Losing Trades 346 178 168 346 178 168
Profitability (%) 41.4552 39.8649 43.0508 41.4552 39.8649 43.0508
Ratio Avg Win / Avg Loss 1.8733 2.0025 1.7533 1.4729 1.4823 1.4619
Largest Winning Trade 92236 92236 50834 504157 504157 311301
Largest Losing Trade -19983 -16628 -19983 -266340 -209714 -266340
Avg Bars in Trades 18 17 19 18 17 19
Avg Bars in Winners 25 23 26 25 23 26
Avg Bars in Losers 13 13 13 13 13 13
Bars Traded 10743 5057 5686 10743 5057 5686
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 342107 -14087 -30974 -222982 -581782 -144116
Evaluation Data
{
    "trading_pair": "FIL_USDT",
    "interval": "4h",
    "packets": 25000,
    "actual_packets": 10858,
    "evaluation_days": 1809.67,
    "actual_first_datapoint_time": 1602777600000,
    "first_datapoint_time": 1603296000000,
    "last_datapoint_time": 1759118400000,
    "evaluation_time": 1759121409303,
    "expiration_time": 1763809056000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "swma",
        "factors": {
            "length": 37,
            "offset": 0
        }
    },
    "second_band": {
        "type": "alma",
        "factors": {
            "length": 8,
            "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": [
        [
            464106.2734838726,
            244342.0818835202,
            219764.1916003515,
            592434.8019648496,
            -121457.5796859743,
            713892.3816508253
        ],
        [
            464.106273,
            244.342082,
            219.764192,
            592.434802,
            -121.45758,
            713.892382
        ],
        [
            0.256459,
            0.13502,
            0.121439,
            0.106985,
            0,
            0.115926
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -111272,
            -98699,
            -55981,
            -1547759,
            -1496851,
            -743531
        ],
        [
            1.326484,
            1.32748,
            1.325383,
            1.04295,
            0.982661,
            1.105154
        ],
        [
            591,
            296,
            295,
            591,
            296,
            295
        ],
        [
            245,
            118,
            127,
            245,
            118,
            127
        ],
        [
            346,
            178,
            168,
            346,
            178,
            168
        ],
        [
            41.455161,
            39.864865,
            43.050847,
            41.455161,
            39.864865,
            43.050847
        ],
        [
            1.87332,
            2.00247,
            1.753263,
            1.4729,
            1.482319,
            1.461936
        ],
        [
            92236,
            92236,
            50834,
            504157,
            504157,
            311301
        ],
        [
            -19983,
            -16628,
            -19983,
            -266340,
            -209714,
            -266340
        ],
        [
            18,
            17,
            19,
            18,
            17,
            19
        ],
        [
            25,
            23,
            26,
            25,
            23,
            26
        ],
        [
            13,
            13,
            13,
            13,
            13,
            13
        ],
        [
            10743,
            5057,
            5686,
            10743,
            5057,
            5686
        ],
        [
            0,
            0,
            0,
            0,
            0,
            0
        ],
        [
            0,
            0,
            0,
            0,
            0,
            0
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            342107,
            -14087,
            -30974,
            -222982,
            -581782,
            -144116
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "FIL_USDT",
    "interval": "4h",
    "packets": 25000,
    "actual_packets": 10858,
    "evaluation_days": 1809.67,
    "actual_first_datapoint_time": 1602777600000,
    "first_datapoint_time": 1603296000000,
    "last_datapoint_time": 1759118400000,
    "evaluation_time": 1759121409303,
    "expiration_time": 1763809056000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "swma",
        "factors": {
            "length": 37,
            "offset": 0
        }
    },
    "second_band": {
        "type": "alma",
        "factors": {
            "length": 8,
            "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)