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Trade: FIL/USDT/5/ALMA/DEMA/7698

Strategy
FIL/USDT/5/ALMA/DEMA/7698
Pair
FIL_USDT
Interval
5m
Score
371262
Daily Profit
0.676403
Profit Factor
1.526154
Profitability
54.385965
Streak
2.238030
Best Strategy
Training Data Length
86.810000
Evaluation Time
2025-10-11 02:02
Expiration Time
2025-12-25 01:00

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 58718.5039 -4477.8095 63196.3134 51294.7043 -6920.8545 58215.5588
Total P&L (%) 58.7185 -4.4778 63.1963 51.2947 -6.9209 58.2156
Avg Daily Profit (%) 0.6764 -0.0516 0.728 0.4781 -0.0826 0.5299
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -31779 -22644 -14729 -31721 -22307 -14411
Profit Factor 1.5262 0.9244 2.2072 1.4957 0.8747 2.2064
Total Trades 114 57 57 114 57 57
Winning Trades 62 29 33 62 29 33
Losing Trades 52 28 24 52 28 24
Profitability (%) 54.386 50.8772 57.8947 54.386 50.8772 57.8947
Ratio Avg Win / Avg Loss 1.28 0.8925 1.6052 1.2545 0.8445 1.6046
Largest Winning Trade 59226 5682 59226 56276 5021 56276
Largest Losing Trade -10900 -8151 -10900 -10175 -7529 -10175
Avg Bars in Trades 215 202 228 215 202 228
Avg Bars in Winners 162 164 160 162 164 160
Avg Bars in Losers 278 241 322 278 241 322
Bars Traded 24543 11515 13028 24543 11515 13028
Profit Streak 2.238 2.238 7.6755 2.238 2.238 7.6755
Trades During Streak 3 1 5 3 1 5
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 371262 -764523 -163440 285742 -764523 -165467
Evaluation Data
{
    "trading_pair": "FIL_USDT",
    "interval": "5m",
    "packets": 25000,
    "actual_packets": 25000,
    "evaluation_days": 86.81,
    "actual_first_datapoint_time": 1752637500000,
    "first_datapoint_time": 1752750300000,
    "last_datapoint_time": 1760137200000,
    "evaluation_time": 1760137365819,
    "expiration_time": 1766617200000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "alma",
        "factors": {
            "length": 78,
            "offset": 0
        }
    },
    "second_band": {
        "type": "dema",
        "factors": {
            "length": 165,
            "offset": 212
        }
    }
}
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": [
        [
            58718.5038631854,
            -4477.8095315954,
            63196.3133947808,
            51294.7043030306,
            -6920.8544796405,
            58215.5587826712
        ],
        [
            58.718504,
            -4.47781,
            63.196313,
            51.294704,
            -6.920854,
            58.215559
        ],
        [
            0.676403,
            -0.051582,
            0.727984,
            0.478111,
            -0.082583,
            0.529896
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -31779,
            -22644,
            -14729,
            -31721,
            -22307,
            -14411
        ],
        [
            1.526154,
            0.924425,
            2.207196,
            1.495744,
            0.874652,
            2.206363
        ],
        [
            114,
            57,
            57,
            114,
            57,
            57
        ],
        [
            62,
            29,
            33,
            62,
            29,
            33
        ],
        [
            52,
            28,
            24,
            52,
            28,
            24
        ],
        [
            54.385965,
            50.877193,
            57.894737,
            54.385965,
            50.877193,
            57.894737
        ],
        [
            1.28,
            0.892548,
            1.605233,
            1.254495,
            0.844491,
            1.604628
        ],
        [
            59226,
            5682,
            59226,
            56276,
            5021,
            56276
        ],
        [
            -10900,
            -8151,
            -10900,
            -10175,
            -7529,
            -10175
        ],
        [
            215,
            202,
            228,
            215,
            202,
            228
        ],
        [
            162,
            164,
            160,
            162,
            164,
            160
        ],
        [
            278,
            241,
            322,
            278,
            241,
            322
        ],
        [
            24543,
            11515,
            13028,
            24543,
            11515,
            13028
        ],
        [
            2.23803,
            2.23803,
            7.67553,
            2.23803,
            2.23803,
            7.67553
        ],
        [
            3,
            1,
            5,
            3,
            1,
            5
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            371262,
            -764523,
            -163440,
            285742,
            -764523,
            -165467
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "FIL_USDT",
    "interval": "5m",
    "packets": 25000,
    "actual_packets": 25000,
    "evaluation_days": 86.81,
    "actual_first_datapoint_time": 1752637500000,
    "first_datapoint_time": 1752750300000,
    "last_datapoint_time": 1760137200000,
    "evaluation_time": 1760137365819,
    "expiration_time": 1766617200000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "alma",
        "factors": {
            "length": 78,
            "offset": 0
        }
    },
    "second_band": {
        "type": "dema",
        "factors": {
            "length": 165,
            "offset": 212
        }
    }
}

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)