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Trade: FIL/USDT/480/SSF/ALMA/3182

Strategy
FIL/USDT/480/SSF/ALMA/3182
Pair
FIL_USDT
Interval
8h
Score
321715
Daily Profit
0.289397
Profit Factor
1.388881
Profitability
38.068182
Streak
0.000000
Best Strategy
Training Data Length
1811.670000
Evaluation Time
2025-10-01 03:57
Expiration Time
2025-11-24 10:24

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 524292.528 270771.7629 253520.7651 1008747.3394 -659599.4169 1668346.7563
Total P&L (%) 524.2925 270.7718 253.5208 1008.7473 -659.5994 1668.3468
Avg Daily Profit (%) 0.2894 0.1495 0.1399 0.1329 0 0.1587
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -129450 -109231 -55578 -3096898 -2911999 -1065686
Profit Factor 1.3889 1.3708 1.4102 1.0548 0.933 1.1943
Total Trades 528 264 264 528 264 264
Winning Trades 201 99 102 201 99 102
Losing Trades 327 165 162 327 165 162
Profitability (%) 38.0682 37.5 38.6364 38.0682 37.5 38.6364
Ratio Avg Win / Avg Loss 2.2595 2.2847 2.2398 1.7159 1.5549 1.8969
Largest Winning Trade 93543 93543 54365 978393 978393 649520
Largest Losing Trade -28620 -28620 -16127 -350985 -350985 -249312
Avg Bars in Trades 10 9 10 10 9 10
Avg Bars in Winners 16 15 16 16 15 16
Avg Bars in Losers 6 6 7 6 6 7
Bars Traded 5424 2553 2871 5424 2553 2871
Profit Streak 0 11.0401 0 0 11.0401 0
Trades During Streak 0 1 0 0 1 0
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 321715 179435 -7669 -176004 -581117 -1294
Evaluation Data
{
    "trading_pair": "FIL_USDT",
    "interval": "8h",
    "packets": 25000,
    "actual_packets": 5435,
    "evaluation_days": 1811.67,
    "actual_first_datapoint_time": 1602777600000,
    "first_datapoint_time": 1602835200000,
    "last_datapoint_time": 1759276800000,
    "evaluation_time": 1759280268358,
    "expiration_time": 1763972640000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "ssf",
        "factors": {
            "length": 30,
            "offset": 0,
            "poles": 3
        }
    },
    "second_band": {
        "type": "alma",
        "factors": {
            "length": 3,
            "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": [
        [
            524292.5279972804,
            270771.762853612,
            253520.7651436687,
            1008747.3394025194,
            -659599.4168545249,
            1668346.7562570442
        ],
        [
            524.292528,
            270.771763,
            253.520765,
            1008.747339,
            -659.599417,
            1668.346756
        ],
        [
            0.289397,
            0.14946,
            0.139938,
            0.132884,
            0,
            0.158688
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -129450,
            -109231,
            -55578,
            -3096898,
            -2911999,
            -1065686
        ],
        [
            1.388881,
            1.370821,
            1.41022,
            1.054751,
            0.932959,
            1.194321
        ],
        [
            528,
            264,
            264,
            528,
            264,
            264
        ],
        [
            201,
            99,
            102,
            201,
            99,
            102
        ],
        [
            327,
            165,
            162,
            327,
            165,
            162
        ],
        [
            38.068182,
            37.5,
            38.636364,
            38.068182,
            37.5,
            38.636364
        ],
        [
            2.259523,
            2.284702,
            2.239761,
            1.715938,
            1.554932,
            1.896863
        ],
        [
            93543,
            93543,
            54365,
            978393,
            978393,
            649520
        ],
        [
            -28620,
            -28620,
            -16127,
            -350985,
            -350985,
            -249312
        ],
        [
            10,
            9,
            10,
            10,
            9,
            10
        ],
        [
            16,
            15,
            16,
            16,
            15,
            16
        ],
        [
            6,
            6,
            7,
            6,
            6,
            7
        ],
        [
            5424,
            2553,
            2871,
            5424,
            2553,
            2871
        ],
        [
            0,
            11.040143,
            0,
            0,
            11.040143,
            0
        ],
        [
            0,
            1,
            0,
            0,
            1,
            0
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            321715,
            179435,
            -7669,
            -176004,
            -581117,
            -1294
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "FIL_USDT",
    "interval": "8h",
    "packets": 25000,
    "actual_packets": 5435,
    "evaluation_days": 1811.67,
    "actual_first_datapoint_time": 1602777600000,
    "first_datapoint_time": 1602835200000,
    "last_datapoint_time": 1759276800000,
    "evaluation_time": 1759280268358,
    "expiration_time": 1763972640000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "ssf",
        "factors": {
            "length": 30,
            "offset": 0,
            "poles": 3
        }
    },
    "second_band": {
        "type": "alma",
        "factors": {
            "length": 3,
            "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)