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Trade: FIL/USDT/120/ALMA/LINREG/7390

Strategy
FIL/USDT/120/ALMA/LINREG/7390
Pair
FIL_USDT
Interval
2h
Score
304152
Daily Profit
0.346317
Profit Factor
2.140359
Profitability
36.607143
Streak
0.000000
Best Strategy
Training Data Length
1811.580000
Evaluation Time
2025-10-01 20:12
Expiration Time
2025-12-05 23:12

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 627381.4516 372540.2039 254841.2477 2065158.1932 6065.7416 2059092.4515
Total P&L (%) 627.3815 372.5402 254.8412 2065.1582 6.0657 2059.0925
Avg Daily Profit (%) 0.3463 0.2056 0.1407 0.1699 0.0033 0.1697
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -62940 -65739 -39250 -1475257 -1505114 -505450
Profit Factor 2.1404 2.154 2.1209 1.3407 1.0016 1.9084
Total Trades 112 56 56 112 56 56
Winning Trades 41 13 28 41 13 28
Losing Trades 71 43 28 71 43 28
Profitability (%) 36.6071 23.2143 50 36.6071 23.2143 50
Ratio Avg Win / Avg Loss 3.7065 7.1249 2.1209 2.3217 3.313 1.9084
Largest Winning Trade 283703 283703 72232 1121711 1121711 776230
Largest Losing Trade -34646 -23318 -34646 -505450 -486504 -505450
Avg Bars in Trades 191 156 225 191 156 225
Avg Bars in Winners 348 346 349 348 346 349
Avg Bars in Losers 100 99 102 100 99 102
Bars Traded 21401 8758 12643 21401 8758 12643
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 304152 -206251 -181264 155278 -789926 -168652
Evaluation Data
{
    "trading_pair": "FIL_USDT",
    "interval": "2h",
    "packets": 25000,
    "actual_packets": 21739,
    "evaluation_days": 1811.58,
    "actual_first_datapoint_time": 1602777600000,
    "first_datapoint_time": 1604433600000,
    "last_datapoint_time": 1759334400000,
    "evaluation_time": 1759338749287,
    "expiration_time": 1764969148800,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "alma",
        "factors": {
            "length": 231,
            "offset": 0
        }
    },
    "second_band": {
        "type": "linreg",
        "factors": {
            "length": 107,
            "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": [
        [
            627381.4515906714,
            372540.2039076685,
            254841.2476830027,
            2065158.1931513855,
            6065.7416262022,
            2059092.4515251839
        ],
        [
            627.381452,
            372.540204,
            254.841248,
            2065.158193,
            6.065742,
            2059.092452
        ],
        [
            0.346317,
            0.205644,
            0.140673,
            0.16989,
            0.003251,
            0.169735
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -62940,
            -65739,
            -39250,
            -1475257,
            -1505114,
            -505450
        ],
        [
            2.140359,
            2.15403,
            2.120948,
            1.34069,
            1.001598,
            1.908393
        ],
        [
            112,
            56,
            56,
            112,
            56,
            56
        ],
        [
            41,
            13,
            28,
            41,
            13,
            28
        ],
        [
            71,
            43,
            28,
            71,
            43,
            28
        ],
        [
            36.607143,
            23.214286,
            50,
            36.607143,
            23.214286,
            50
        ],
        [
            3.706476,
            7.124868,
            2.120948,
            2.321683,
            3.312979,
            1.908393
        ],
        [
            283703,
            283703,
            72232,
            1121711,
            1121711,
            776230
        ],
        [
            -34646,
            -23318,
            -34646,
            -505450,
            -486504,
            -505450
        ],
        [
            191,
            156,
            225,
            191,
            156,
            225
        ],
        [
            348,
            346,
            349,
            348,
            346,
            349
        ],
        [
            100,
            99,
            102,
            100,
            99,
            102
        ],
        [
            21401,
            8758,
            12643,
            21401,
            8758,
            12643
        ],
        [
            0,
            0,
            0,
            0,
            0,
            0
        ],
        [
            0,
            0,
            0,
            0,
            0,
            0
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            304152,
            -206251,
            -181264,
            155278,
            -789926,
            -168652
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "FIL_USDT",
    "interval": "2h",
    "packets": 25000,
    "actual_packets": 21739,
    "evaluation_days": 1811.58,
    "actual_first_datapoint_time": 1602777600000,
    "first_datapoint_time": 1604433600000,
    "last_datapoint_time": 1759334400000,
    "evaluation_time": 1759338749287,
    "expiration_time": 1764969148800,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "alma",
        "factors": {
            "length": 231,
            "offset": 0
        }
    },
    "second_band": {
        "type": "linreg",
        "factors": {
            "length": 107,
            "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)