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Trade: FIL/USDT/120/ALMA/HILO/8231

Strategy
FIL/USDT/120/ALMA/HILO/8231
Pair
FIL_USDT
Interval
2h
Score
494864
Daily Profit
0.339001
Profit Factor
1.861913
Profitability
49.549550
Streak
0.000000
Best Strategy
Training Data Length
1812.670000
Evaluation Time
2025-10-02 22:02
Expiration Time
2025-12-07 02:08

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 614497.5265 379769.8072 234727.7193 761112.4932 52472.3842 708640.1089
Total P&L (%) 614.4975 379.7698 234.7277 761.1125 52.4724 708.6401
Avg Daily Profit (%) 0.339 0.2095 0.1295 0.1188 0.0233 0.1154
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -132012 -77038 -81999 -2875460 -1049132 -2348422
Profit Factor 1.8619 1.9644 1.7355 1.0808 1.0113 1.1481
Total Trades 222 111 111 222 111 111
Winning Trades 110 46 64 110 46 64
Losing Trades 112 65 47 112 65 47
Profitability (%) 49.5496 41.4414 57.6577 49.5496 41.4414 57.6577
Ratio Avg Win / Avg Loss 1.8958 2.7758 1.2745 1.1004 1.429 0.8431
Largest Winning Trade 306903 306903 71646 1067474 1067474 858021
Largest Losing Trade -74189 -27387 -74189 -2136119 -483074 -2136119
Avg Bars in Trades 96 77 115 96 77 115
Avg Bars in Winners 126 108 139 126 108 139
Avg Bars in Losers 67 55 83 67 55 83
Bars Traded 21424 8611 12813 21424 8611 12813
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 494864 282478 -17236 -164623 -374616 -97095
Evaluation Data
{
    "trading_pair": "FIL_USDT",
    "interval": "2h",
    "packets": 25000,
    "actual_packets": 21752,
    "evaluation_days": 1812.67,
    "actual_first_datapoint_time": 1602777600000,
    "first_datapoint_time": 1604527200000,
    "last_datapoint_time": 1759428000000,
    "evaluation_time": 1759431779272,
    "expiration_time": 1765066118400,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "alma",
        "factors": {
            "length": 244,
            "offset": 0
        }
    },
    "second_band": {
        "type": "hilo",
        "factors": {
            "length": 0,
            "offset": 48
        }
    }
}
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": [
        [
            614497.5264927098,
            379769.8072065489,
            234727.7192861607,
            761112.4931560046,
            52472.3842073466,
            708640.1089486573
        ],
        [
            614.497526,
            379.769807,
            234.727719,
            761.112493,
            52.472384,
            708.640109
        ],
        [
            0.339001,
            0.209509,
            0.129493,
            0.118849,
            0.023273,
            0.115376
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -132012,
            -77038,
            -81999,
            -2875460,
            -1049132,
            -2348422
        ],
        [
            1.861913,
            1.964378,
            1.735482,
            1.080765,
            1.011311,
            1.148109
        ],
        [
            222,
            111,
            111,
            222,
            111,
            111
        ],
        [
            110,
            46,
            64,
            110,
            46,
            64
        ],
        [
            112,
            65,
            47,
            112,
            65,
            47
        ],
        [
            49.54955,
            41.441441,
            57.657658,
            49.54955,
            41.441441,
            57.657658
        ],
        [
            1.895766,
            2.775752,
            1.274494,
            1.100415,
            1.429026,
            0.843143
        ],
        [
            306903,
            306903,
            71646,
            1067474,
            1067474,
            858021
        ],
        [
            -74189,
            -27387,
            -74189,
            -2136119,
            -483074,
            -2136119
        ],
        [
            96,
            77,
            115,
            96,
            77,
            115
        ],
        [
            126,
            108,
            139,
            126,
            108,
            139
        ],
        [
            67,
            55,
            83,
            67,
            55,
            83
        ],
        [
            21424,
            8611,
            12813,
            21424,
            8611,
            12813
        ],
        [
            0,
            0,
            0,
            0,
            0,
            0
        ],
        [
            0,
            0,
            0,
            0,
            0,
            0
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            494864,
            282478,
            -17236,
            -164623,
            -374616,
            -97095
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "FIL_USDT",
    "interval": "2h",
    "packets": 25000,
    "actual_packets": 21752,
    "evaluation_days": 1812.67,
    "actual_first_datapoint_time": 1602777600000,
    "first_datapoint_time": 1604527200000,
    "last_datapoint_time": 1759428000000,
    "evaluation_time": 1759431779272,
    "expiration_time": 1765066118400,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "alma",
        "factors": {
            "length": 244,
            "offset": 0
        }
    },
    "second_band": {
        "type": "hilo",
        "factors": {
            "length": 0,
            "offset": 48
        }
    }
}

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)