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Trade: FIL/USDT/360/MIDPOINT/ALMA/4001

Strategy
FIL/USDT/360/MIDPOINT/ALMA/4001
Pair
FIL_USDT
Interval
6h
Score
303022
Daily Profit
0.184251
Profit Factor
1.374314
Profitability
45.205479
Streak
0.000000
Best Strategy
Training Data Length
1817.500000
Evaluation Time
2025-10-06 23:17
Expiration Time
2025-11-30 08:36

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 334875.9069 187352.6853 147523.2216 96071.8078 -164247.3846 260319.1924
Total P&L (%) 334.8759 187.3527 147.5232 96.0718 -164.2474 260.3192
Avg Daily Profit (%) 0.1843 0.1031 0.0812 0.0371 0 0.0706
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -157369 -143421 -111358 -708390 -628732 -540943
Profit Factor 1.3743 1.4408 1.3142 1.0337 0.8807 1.177
Total Trades 219 110 109 219 110 109
Winning Trades 99 45 54 99 45 54
Losing Trades 120 65 55 120 65 55
Profitability (%) 45.2055 40.9091 49.5413 45.2055 40.9091 49.5413
Ratio Avg Win / Avg Loss 1.6658 2.0811 1.3385 1.253 1.2721 1.1988
Largest Winning Trade 84708 84708 72905 332254 313641 332254
Largest Losing Trade -51567 -36841 -51567 -299055 -110448 -299055
Avg Bars in Trades 32 21 43 32 21 43
Avg Bars in Winners 43 27 57 43 27 57
Avg Bars in Losers 23 17 29 23 17 29
Bars Traded 7109 2366 4743 7109 2366 4743
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 303022 -56826 -84854 -327529 -582630 -124958
Evaluation Data
{
    "trading_pair": "FIL_USDT",
    "interval": "6h",
    "packets": 25000,
    "actual_packets": 7270,
    "evaluation_days": 1817.5,
    "actual_first_datapoint_time": 1602763200000,
    "first_datapoint_time": 1604815200000,
    "last_datapoint_time": 1759773600000,
    "evaluation_time": 1759781869741,
    "expiration_time": 1764484560000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "midpoint",
        "factors": {
            "length": 96,
            "offset": 0
        }
    },
    "second_band": {
        "type": "alma",
        "factors": {
            "length": 9,
            "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": [
        [
            334875.9068553315,
            187352.6853032569,
            147523.2215520746,
            96071.8078070763,
            -164247.3846129433,
            260319.1924200195
        ],
        [
            334.875907,
            187.352685,
            147.523222,
            96.071808,
            -164.247385,
            260.319192
        ],
        [
            0.184251,
            0.103083,
            0.081168,
            0.037053,
            0,
            0.070551
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -157369,
            -143421,
            -111358,
            -708390,
            -628732,
            -540943
        ],
        [
            1.374314,
            1.440752,
            1.314171,
            1.033744,
            0.8807,
            1.177045
        ],
        [
            219,
            110,
            109,
            219,
            110,
            109
        ],
        [
            99,
            45,
            54,
            99,
            45,
            54
        ],
        [
            120,
            65,
            55,
            120,
            65,
            55
        ],
        [
            45.205479,
            40.909091,
            49.541284,
            45.205479,
            40.909091,
            49.541284
        ],
        [
            1.665836,
            2.081086,
            1.338508,
            1.253023,
            1.272122,
            1.198842
        ],
        [
            84708,
            84708,
            72905,
            332254,
            313641,
            332254
        ],
        [
            -51567,
            -36841,
            -51567,
            -299055,
            -110448,
            -299055
        ],
        [
            32,
            21,
            43,
            32,
            21,
            43
        ],
        [
            43,
            27,
            57,
            43,
            27,
            57
        ],
        [
            23,
            17,
            29,
            23,
            17,
            29
        ],
        [
            7109,
            2366,
            4743,
            7109,
            2366,
            4743
        ],
        [
            0,
            0,
            0,
            0,
            0,
            0
        ],
        [
            0,
            0,
            0,
            0,
            0,
            0
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            303022,
            -56826,
            -84854,
            -327529,
            -582630,
            -124958
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "FIL_USDT",
    "interval": "6h",
    "packets": 25000,
    "actual_packets": 7270,
    "evaluation_days": 1817.5,
    "actual_first_datapoint_time": 1602763200000,
    "first_datapoint_time": 1604815200000,
    "last_datapoint_time": 1759773600000,
    "evaluation_time": 1759781869741,
    "expiration_time": 1764484560000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "midpoint",
        "factors": {
            "length": 96,
            "offset": 0
        }
    },
    "second_band": {
        "type": "alma",
        "factors": {
            "length": 9,
            "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)