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Trade: FIL/USDT/120/ALMA/PWMA/5369

Strategy
FIL/USDT/120/ALMA/PWMA/5369
Pair
FIL_USDT
Interval
2h
Score
414229
Daily Profit
0.370156
Profit Factor
1.936457
Profitability
40.384615
Streak
42.659769
Best Strategy
Training Data Length
1811.170000
Evaluation Time
2025-10-01 10:50
Expiration Time
2025-12-05 12:50

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 670416.2816 412421.8121 257994.4696 1724814.2573 -113850.5 1838664.7573
Total P&L (%) 670.4163 412.4218 257.9945 1724.8143 -113.8505 1838.6648
Avg Daily Profit (%) 0.3702 0.2277 0.1424 0.1605 0 0.1638
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -72529 -85165 -48835 -1215265 -1127858 -607309
Profit Factor 1.9365 2.0169 1.8313 1.2198 0.9745 1.5446
Total Trades 208 104 104 208 104 104
Winning Trades 84 33 51 84 33 51
Losing Trades 124 71 53 124 71 53
Profitability (%) 40.3846 31.7308 49.0385 40.3846 31.7308 49.0385
Ratio Avg Win / Avg Loss 2.8586 4.3395 1.9031 1.8007 2.0967 1.6051
Largest Winning Trade 339116 339116 62863 807619 807619 631127
Largest Losing Trade -38912 -24249 -38912 -517529 -291993 -517529
Avg Bars in Trades 103 89 116 103 89 116
Avg Bars in Winners 161 148 169 161 148 169
Avg Bars in Losers 63 62 65 63 62 65
Bars Traded 21452 9351 12101 21452 9351 12101
Profit Streak 42.6598 42.6598 125.2431 42.6598 42.6598 125.2431
Trades During Streak 2 1 6 2 1 6
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 414229 174984 50361 242699 -584830 403942
Evaluation Data
{
    "trading_pair": "FIL_USDT",
    "interval": "2h",
    "packets": 25000,
    "actual_packets": 21734,
    "evaluation_days": 1811.17,
    "actual_first_datapoint_time": 1602777600000,
    "first_datapoint_time": 1603929600000,
    "last_datapoint_time": 1759298400000,
    "evaluation_time": 1759305004040,
    "expiration_time": 1764931852800,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "alma",
        "factors": {
            "length": 161,
            "offset": 0
        }
    },
    "second_band": {
        "type": "pwma",
        "factors": {
            "length": 39,
            "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": [
        [
            670416.2816170505,
            412421.812066632,
            257994.4695504187,
            1724814.2573232632,
            -113850.5000106133,
            1838664.7573338777
        ],
        [
            670.416282,
            412.421812,
            257.99447,
            1724.814257,
            -113.8505,
            1838.664757
        ],
        [
            0.370156,
            0.22771,
            0.142446,
            0.16047,
            0,
            0.163817
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -72529,
            -85165,
            -48835,
            -1215265,
            -1127858,
            -607309
        ],
        [
            1.936457,
            2.01693,
            1.831297,
            1.21983,
            0.974529,
            1.544576
        ],
        [
            208,
            104,
            104,
            208,
            104,
            104
        ],
        [
            84,
            33,
            51,
            84,
            33,
            51
        ],
        [
            124,
            71,
            53,
            124,
            71,
            53
        ],
        [
            40.384615,
            31.730769,
            49.038462,
            40.384615,
            31.730769,
            49.038462
        ],
        [
            2.858579,
            4.339456,
            1.903113,
            1.800701,
            2.096714,
            1.605148
        ],
        [
            339116,
            339116,
            62863,
            807619,
            807619,
            631127
        ],
        [
            -38912,
            -24249,
            -38912,
            -517529,
            -291993,
            -517529
        ],
        [
            103,
            89,
            116,
            103,
            89,
            116
        ],
        [
            161,
            148,
            169,
            161,
            148,
            169
        ],
        [
            63,
            62,
            65,
            63,
            62,
            65
        ],
        [
            21452,
            9351,
            12101,
            21452,
            9351,
            12101
        ],
        [
            42.659769,
            42.659769,
            125.243102,
            42.659769,
            42.659769,
            125.243102
        ],
        [
            2,
            1,
            6,
            2,
            1,
            6
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            414229,
            174984,
            50361,
            242699,
            -584830,
            403942
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "FIL_USDT",
    "interval": "2h",
    "packets": 25000,
    "actual_packets": 21734,
    "evaluation_days": 1811.17,
    "actual_first_datapoint_time": 1602777600000,
    "first_datapoint_time": 1603929600000,
    "last_datapoint_time": 1759298400000,
    "evaluation_time": 1759305004040,
    "expiration_time": 1764931852800,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "alma",
        "factors": {
            "length": 161,
            "offset": 0
        }
    },
    "second_band": {
        "type": "pwma",
        "factors": {
            "length": 39,
            "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)