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Trade: FIL/USDT/5/T3/ALMA/9499

Strategy
FIL/USDT/5/T3/ALMA/9499
Pair
FIL_USDT
Interval
5m
Score
820449
Daily Profit
2.148007
Profit Factor
6.535746
Profitability
62.068966
Streak
0.000000
Best Strategy
Training Data Length
86.810000
Evaluation Time
2025-10-12 15:25
Expiration Time
2025-12-26 14:20

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 260476.4387 159069.7137 101406.725 532772.3249 391734.4583 141037.8666
Total P&L (%) 260.4764 159.0697 101.4067 532.7723 391.7345 141.0379
Avg Daily Profit (%) 3.0005 1.8324 1.1681 2.148 1.8517 1.0186
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -28268 -21658 -10860 -26513 -20658 -11341
Profit Factor 3.8469 4.2349 3.3961 6.5357 8.7551 4.0842
Total Trades 116 58 58 116 58 58
Winning Trades 72 33 39 72 33 39
Losing Trades 44 25 19 44 25 19
Profitability (%) 62.069 56.8966 67.2414 62.069 56.8966 67.2414
Ratio Avg Win / Avg Loss 2.3509 3.2083 1.6545 3.9941 6.6326 1.9897
Largest Winning Trade 143189 143189 70446 373774 373774 107886
Largest Losing Trade -9486 -9486 -7391 -12212 -12212 -8127
Avg Bars in Trades 210 212 209 210 212 209
Avg Bars in Winners 157 154 160 157 154 160
Avg Bars in Losers 298 289 309 298 289 309
Bars Traded 24463 12337 12126 24463 12337 12126
Profit Streak 0 14.8684 0 0 14.8684 0
Trades During Streak 0 10 0 0 10 0
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 775250 -158483 -160203 820449 -157172 -159704
Evaluation Data
{
    "trading_pair": "FIL_USDT",
    "interval": "5m",
    "packets": 25000,
    "actual_packets": 25000,
    "evaluation_days": 86.81,
    "actual_first_datapoint_time": 1752771900000,
    "first_datapoint_time": 1752840300000,
    "last_datapoint_time": 1760271600000,
    "evaluation_time": 1760271932392,
    "expiration_time": 1766751600000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "t3",
        "factors": {
            "length": 205,
            "offset": 0,
            "a": 0.77718
        }
    },
    "second_band": {
        "type": "alma",
        "factors": {
            "length": 229,
            "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": [
        [
            260476.4387028581,
            159069.7137436622,
            101406.7249591959,
            532772.3249215141,
            391734.4583005935,
            141037.8666209206
        ],
        [
            260.476439,
            159.069714,
            101.406725,
            532.772325,
            391.734458,
            141.037867
        ],
        [
            3.000535,
            1.832389,
            1.168146,
            2.148007,
            1.851711,
            1.018612
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -28268,
            -21658,
            -10860,
            -26513,
            -20658,
            -11341
        ],
        [
            3.846914,
            4.234903,
            3.396112,
            6.535746,
            8.75508,
            4.084216
        ],
        [
            116,
            58,
            58,
            116,
            58,
            58
        ],
        [
            72,
            33,
            39,
            72,
            33,
            39
        ],
        [
            44,
            25,
            19,
            44,
            25,
            19
        ],
        [
            62.068966,
            56.896552,
            67.241379,
            62.068966,
            56.896552,
            67.241379
        ],
        [
            2.350892,
            3.20826,
            1.654516,
            3.994067,
            6.632637,
            1.989746
        ],
        [
            143189,
            143189,
            70446,
            373774,
            373774,
            107886
        ],
        [
            -9486,
            -9486,
            -7391,
            -12212,
            -12212,
            -8127
        ],
        [
            210,
            212,
            209,
            210,
            212,
            209
        ],
        [
            157,
            154,
            160,
            157,
            154,
            160
        ],
        [
            298,
            289,
            309,
            298,
            289,
            309
        ],
        [
            24463,
            12337,
            12126,
            24463,
            12337,
            12126
        ],
        [
            0,
            14.86843,
            0,
            0,
            14.86843,
            0
        ],
        [
            0,
            10,
            0,
            0,
            10,
            0
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            775250,
            -158483,
            -160203,
            820449,
            -157172,
            -159704
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "FIL_USDT",
    "interval": "5m",
    "packets": 25000,
    "actual_packets": 25000,
    "evaluation_days": 86.81,
    "actual_first_datapoint_time": 1752771900000,
    "first_datapoint_time": 1752840300000,
    "last_datapoint_time": 1760271600000,
    "evaluation_time": 1760271932392,
    "expiration_time": 1766751600000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "t3",
        "factors": {
            "length": 205,
            "offset": 0,
            "a": 0.77718
        }
    },
    "second_band": {
        "type": "alma",
        "factors": {
            "length": 229,
            "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)