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Trade: FIL/USDT/120/ALMA/KCU/6531

Strategy
FIL/USDT/120/ALMA/KCU/6531
Pair
FIL_USDT
Interval
2h
Score
302584
Daily Profit
0.223237
Profit Factor
1.435028
Profitability
41.116751
Streak
38.449482
Best Strategy
Training Data Length
1820.250000
Evaluation Time
2025-10-10 11:47
Expiration Time
2025-12-14 22:41

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 406346.6185 274397.4231 131949.1955 34853.3981 -160021.2084 194874.6065
Total P&L (%) 406.3466 274.3974 131.9492 34.8534 -160.0212 194.8746
Avg Daily Profit (%) 0.2232 0.1507 0.0725 0.0164 0 0.0594
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -191186 -145402 -91762 -974391 -932981 -512072
Profit Factor 1.435 1.46 1.3908 1.0076 0.9452 1.1151
Total Trades 197 98 99 197 98 99
Winning Trades 81 32 49 81 32 49
Losing Trades 116 66 50 116 66 50
Profitability (%) 41.1168 32.6531 49.4949 41.1168 32.6531 49.4949
Ratio Avg Win / Avg Loss 2.0551 3.0113 1.4192 1.4429 1.9495 1.1379
Largest Winning Trade 281181 281181 52121 558290 558290 334299
Largest Losing Trade -36762 -36762 -23956 -361537 -361537 -171862
Avg Bars in Trades 109 143 74 109 143 74
Avg Bars in Winners 143 212 99 143 212 99
Avg Bars in Losers 84 110 51 84 110 51
Bars Traded 21503 14087 7416 21503 14087 7416
Profit Streak 38.4495 41.4495 38.4495 38.4495 41.4495 38.4495
Trades During Streak 2 1 1 2 1 1
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 302584 103829 -95454 -387234 -584489 -207435
Evaluation Data
{
    "trading_pair": "FIL_USDT",
    "interval": "2h",
    "packets": 25000,
    "actual_packets": 21843,
    "evaluation_days": 1820.25,
    "actual_first_datapoint_time": 1602777600000,
    "first_datapoint_time": 1603951200000,
    "last_datapoint_time": 1760083200000,
    "evaluation_time": 1760086035234,
    "expiration_time": 1765744905600,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "alma",
        "factors": {
            "length": 121,
            "offset": 0
        }
    },
    "second_band": {
        "type": "kcu",
        "factors": {
            "length": 164,
            "offset": 0,
            "scalar": 1
        }
    }
}
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": [
        [
            406346.6185439872,
            274397.4230787852,
            131949.1954652019,
            34853.3981138286,
            -160021.2083893071,
            194874.6065031351
        ],
        [
            406.346619,
            274.397423,
            131.949195,
            34.853398,
            -160.021208,
            194.874607
        ],
        [
            0.223237,
            0.150747,
            0.07249,
            0.016429,
            0,
            0.059426
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -191186,
            -145402,
            -91762,
            -974391,
            -932981,
            -512072
        ],
        [
            1.435028,
            1.460041,
            1.390837,
            1.007553,
            0.945222,
            1.115095
        ],
        [
            197,
            98,
            99,
            197,
            98,
            99
        ],
        [
            81,
            32,
            49,
            81,
            32,
            49
        ],
        [
            116,
            66,
            50,
            116,
            66,
            50
        ],
        [
            41.116751,
            32.653061,
            49.494949,
            41.116751,
            32.653061,
            49.494949
        ],
        [
            2.055102,
            3.011335,
            1.419222,
            1.442916,
            1.949521,
            1.137852
        ],
        [
            281181,
            281181,
            52121,
            558290,
            558290,
            334299
        ],
        [
            -36762,
            -36762,
            -23956,
            -361537,
            -361537,
            -171862
        ],
        [
            109,
            143,
            74,
            109,
            143,
            74
        ],
        [
            143,
            212,
            99,
            143,
            212,
            99
        ],
        [
            84,
            110,
            51,
            84,
            110,
            51
        ],
        [
            21503,
            14087,
            7416,
            21503,
            14087,
            7416
        ],
        [
            38.449482,
            41.449482,
            38.449482,
            38.449482,
            41.449482,
            38.449482
        ],
        [
            2,
            1,
            1,
            2,
            1,
            1
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            302584,
            103829,
            -95454,
            -387234,
            -584489,
            -207435
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "FIL_USDT",
    "interval": "2h",
    "packets": 25000,
    "actual_packets": 21843,
    "evaluation_days": 1820.25,
    "actual_first_datapoint_time": 1602777600000,
    "first_datapoint_time": 1603951200000,
    "last_datapoint_time": 1760083200000,
    "evaluation_time": 1760086035234,
    "expiration_time": 1765744905600,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "alma",
        "factors": {
            "length": 121,
            "offset": 0
        }
    },
    "second_band": {
        "type": "kcu",
        "factors": {
            "length": 164,
            "offset": 0,
            "scalar": 1
        }
    }
}

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)