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Trade: FIL/USDT/120/ALMA/MIDPRICE/6244

Strategy
FIL/USDT/120/ALMA/MIDPRICE/6244
Pair
FIL_USDT
Interval
2h
Score
316613
Daily Profit
0.204433
Profit Factor
1.272241
Profitability
44.343891
Streak
0.000000
Best Strategy
Training Data Length
1819.670000
Evaluation Time
2025-10-09 23:04
Expiration Time
2025-12-14 08:11

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 371999.9477 209260.5569 162739.3909 111384.3267 -605895.6622 717279.9889
Total P&L (%) 371.9999 209.2606 162.7394 111.3843 -605.8957 717.28
Avg Daily Profit (%) 0.2044 0.115 0.0894 0.0411 0 0.1155
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -156965 -126128 -89795 -2112238 -1800521 -1145315
Profit Factor 1.2722 1.2929 1.2496 1.0094 0.9043 1.1311
Total Trades 442 221 221 442 221 221
Winning Trades 196 84 112 196 84 112
Losing Trades 246 137 109 246 137 109
Profitability (%) 44.3439 38.0091 50.6787 44.3439 38.0091 50.6787
Ratio Avg Win / Avg Loss 1.5968 2.1087 1.2161 1.2669 1.4748 1.1008
Largest Winning Trade 91566 91566 54983 596545 596545 305965
Largest Losing Trade -55522 -19383 -55522 -787083 -334292 -787083
Avg Bars in Trades 48 51 46 48 51 46
Avg Bars in Winners 67 75 61 67 75 61
Avg Bars in Losers 34 36 31 34 36 31
Bars Traded 21624 11401 10223 21624 11401 10223
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 316613 -42384 -73097 -347982 -583173 -114012
Evaluation Data
{
    "trading_pair": "FIL_USDT",
    "interval": "2h",
    "packets": 25000,
    "actual_packets": 21836,
    "evaluation_days": 1819.67,
    "actual_first_datapoint_time": 1602777600000,
    "first_datapoint_time": 1603576800000,
    "last_datapoint_time": 1760032800000,
    "evaluation_time": 1760040252583,
    "expiration_time": 1765692691200,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "alma",
        "factors": {
            "length": 96,
            "offset": 0
        }
    },
    "second_band": {
        "type": "midprice",
        "factors": {
            "length": 112,
            "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": [
        [
            371999.9477473864,
            209260.5568894148,
            162739.3908579714,
            111384.3267454205,
            -605895.6621926625,
            717279.9889380836
        ],
        [
            371.999948,
            209.260557,
            162.739391,
            111.384327,
            -605.895662,
            717.279989
        ],
        [
            0.204433,
            0.114999,
            0.089433,
            0.041143,
            0,
            0.115517
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -156965,
            -126128,
            -89795,
            -2112238,
            -1800521,
            -1145315
        ],
        [
            1.272241,
            1.292908,
            1.249596,
            1.009439,
            0.904257,
            1.131084
        ],
        [
            442,
            221,
            221,
            442,
            221,
            221
        ],
        [
            196,
            84,
            112,
            196,
            84,
            112
        ],
        [
            246,
            137,
            109,
            246,
            137,
            109
        ],
        [
            44.343891,
            38.00905,
            50.678733,
            44.343891,
            38.00905,
            50.678733
        ],
        [
            1.596792,
            2.108672,
            1.216124,
            1.266949,
            1.4748,
            1.100787
        ],
        [
            91566,
            91566,
            54983,
            596545,
            596545,
            305965
        ],
        [
            -55522,
            -19383,
            -55522,
            -787083,
            -334292,
            -787083
        ],
        [
            48,
            51,
            46,
            48,
            51,
            46
        ],
        [
            67,
            75,
            61,
            67,
            75,
            61
        ],
        [
            34,
            36,
            31,
            34,
            36,
            31
        ],
        [
            21624,
            11401,
            10223,
            21624,
            11401,
            10223
        ],
        [
            0,
            0,
            0,
            0,
            0,
            0
        ],
        [
            0,
            0,
            0,
            0,
            0,
            0
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            316613,
            -42384,
            -73097,
            -347982,
            -583173,
            -114012
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "FIL_USDT",
    "interval": "2h",
    "packets": 25000,
    "actual_packets": 21836,
    "evaluation_days": 1819.67,
    "actual_first_datapoint_time": 1602777600000,
    "first_datapoint_time": 1603576800000,
    "last_datapoint_time": 1760032800000,
    "evaluation_time": 1760040252583,
    "expiration_time": 1765692691200,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "alma",
        "factors": {
            "length": 96,
            "offset": 0
        }
    },
    "second_band": {
        "type": "midprice",
        "factors": {
            "length": 112,
            "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)