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Trade: FIL/USDT/120/ALMA/PSAR/4017

Strategy
FIL/USDT/120/ALMA/PSAR/4017
Pair
FIL_USDT
Interval
2h
Score
441191
Daily Profit
0.291208
Profit Factor
1.461597
Profitability
43.076923
Streak
30.957727
Best Strategy
Training Data Length
1817.920000
Evaluation Time
2025-10-08 03:59
Expiration Time
2025-12-12 12:40

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 529393.1689 335887.011 193506.1579 384717.5442 -90670.9229 475388.4671
Total P&L (%) 529.3932 335.887 193.5062 384.7175 -90.6709 475.3885
Avg Daily Profit (%) 0.2912 0.1848 0.1064 0.0869 -0.1304 0.0963
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -117851 -126060 -59979 -1490828 -1158945 -671915
Profit Factor 1.4616 1.5346 1.3732 1.0454 0.9799 1.1204
Total Trades 455 227 228 455 227 228
Winning Trades 196 88 108 196 88 108
Losing Trades 259 139 120 259 139 120
Profitability (%) 43.0769 38.7665 47.3684 43.0769 38.7665 47.3684
Ratio Avg Win / Avg Loss 1.9314 2.4239 1.5257 1.3815 1.5479 1.2449
Largest Winning Trade 313705 313705 55356 684715 684715 413366
Largest Losing Trade -22320 -22320 -12999 -225082 -225082 -167957
Avg Bars in Trades 47 41 53 47 41 53
Avg Bars in Winners 62 54 68 62 54 68
Avg Bars in Losers 36 32 39 36 32 39
Bars Traded 21597 9408 12189 21597 9408 12189
Profit Streak 30.9577 44.7077 30.9577 30.9577 44.7077 30.9577
Trades During Streak 6 4 3 6 4 3
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 441191 283582 -48164 -246279 -580242 -151396
Evaluation Data
{
    "trading_pair": "FIL_USDT",
    "interval": "2h",
    "packets": 25000,
    "actual_packets": 21815,
    "evaluation_days": 1817.92,
    "actual_first_datapoint_time": 1602777600000,
    "first_datapoint_time": 1603951200000,
    "last_datapoint_time": 1759881600000,
    "evaluation_time": 1759885147631,
    "expiration_time": 1765536048000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "alma",
        "factors": {
            "length": 164,
            "offset": 0
        }
    },
    "second_band": {
        "type": "psar",
        "factors": {
            "length": 0,
            "offset": 0,
            "af": 0,
            "af0": 0,
            "max_af": 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": [
        [
            529393.1688958257,
            335887.0110198599,
            193506.1578759655,
            384717.5442362357,
            -90670.9228959904,
            475388.4671322267
        ],
        [
            529.393169,
            335.887011,
            193.506158,
            384.717544,
            -90.670923,
            475.388467
        ],
        [
            0.291208,
            0.184764,
            0.106444,
            0.086862,
            -0.130396,
            0.096303
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -117851,
            -126060,
            -59979,
            -1490828,
            -1158945,
            -671915
        ],
        [
            1.461597,
            1.534572,
            1.373173,
            1.045439,
            0.979935,
            1.120417
        ],
        [
            455,
            227,
            228,
            455,
            227,
            228
        ],
        [
            196,
            88,
            108,
            196,
            88,
            108
        ],
        [
            259,
            139,
            120,
            259,
            139,
            120
        ],
        [
            43.076923,
            38.76652,
            47.368421,
            43.076923,
            38.76652,
            47.368421
        ],
        [
            1.931396,
            2.423926,
            1.525747,
            1.381473,
            1.547852,
            1.244908
        ],
        [
            313705,
            313705,
            55356,
            684715,
            684715,
            413366
        ],
        [
            -22320,
            -22320,
            -12999,
            -225082,
            -225082,
            -167957
        ],
        [
            47,
            41,
            53,
            47,
            41,
            53
        ],
        [
            62,
            54,
            68,
            62,
            54,
            68
        ],
        [
            36,
            32,
            39,
            36,
            32,
            39
        ],
        [
            21597,
            9408,
            12189,
            21597,
            9408,
            12189
        ],
        [
            30.957727,
            44.707727,
            30.957727,
            30.957727,
            44.707727,
            30.957727
        ],
        [
            6,
            4,
            3,
            6,
            4,
            3
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            441191,
            283582,
            -48164,
            -246279,
            -580242,
            -151396
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "FIL_USDT",
    "interval": "2h",
    "packets": 25000,
    "actual_packets": 21815,
    "evaluation_days": 1817.92,
    "actual_first_datapoint_time": 1602777600000,
    "first_datapoint_time": 1603951200000,
    "last_datapoint_time": 1759881600000,
    "evaluation_time": 1759885147631,
    "expiration_time": 1765536048000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "alma",
        "factors": {
            "length": 164,
            "offset": 0
        }
    },
    "second_band": {
        "type": "psar",
        "factors": {
            "length": 0,
            "offset": 0,
            "af": 0,
            "af0": 0,
            "max_af": 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)