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Trade: FIL/USDT/15/MIDPRICE/ALMA/2111

Strategy
FIL/USDT/15/MIDPRICE/ALMA/2111
Pair
FIL_USDT
Interval
15m
Score
341810
Daily Profit
0.286652
Profit Factor
1.758606
Profitability
67.289720
Streak
0.000000
Best Strategy
Training Data Length
260.420000
Evaluation Time
2025-10-07 02:14
Expiration Time
2025-12-21 01:00

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 98827.9533 24178.1172 74649.836 110642.7746 17780.6519 92862.1227
Total P&L (%) 98.828 24.1781 74.6498 110.6428 17.7807 92.8621
Avg Daily Profit (%) 0.3795 0.0928 0.2867 0.2865 0.0629 0.2525
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -46809 -32259 -27780 -112094 -66671 -66760
Profit Factor 1.3679 1.142 1.7586 1.2087 1.0547 1.453
Total Trades 215 108 107 215 108 107
Winning Trades 140 68 72 140 68 72
Losing Trades 75 40 35 75 40 35
Profitability (%) 65.1163 62.963 67.2897 65.1163 62.963 67.2897
Ratio Avg Win / Avg Loss 0.7328 0.6718 0.8549 0.6475 0.6204 0.7063
Largest Winning Trade 12143 10189 12143 22899 19088 22899
Largest Losing Trade -31783 -31783 -20204 -47456 -36495 -47456
Avg Bars in Trades 114 122 107 114 122 107
Avg Bars in Winners 84 79 88 84 79 88
Avg Bars in Losers 171 193 146 171 193 146
Bars Traded 24719 13180 11539 24719 13180 11539
Profit Streak 2.2184 6.458 0 2.2184 6.458 0
Trades During Streak 1 2 0 1 2 0
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 280839 -137920 341810 217198 -278238 287958
Evaluation Data
{
    "trading_pair": "FIL_USDT",
    "interval": "15m",
    "packets": 25000,
    "actual_packets": 25000,
    "evaluation_days": 260.42,
    "actual_first_datapoint_time": 1737292500000,
    "first_datapoint_time": 1737423900000,
    "last_datapoint_time": 1759791600000,
    "evaluation_time": 1759792473494,
    "expiration_time": 1766271600000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "midprice",
        "factors": {
            "length": 127,
            "offset": 0
        }
    },
    "second_band": {
        "type": "alma",
        "factors": {
            "length": 147,
            "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": [
        [
            98827.9532892536,
            24178.1172396748,
            74649.8360495788,
            110642.7745529527,
            17780.6518918139,
            92862.122661139
        ],
        [
            98.827953,
            24.178117,
            74.649836,
            110.642775,
            17.780652,
            92.862123
        ],
        [
            0.379494,
            0.092843,
            0.286652,
            0.286483,
            0.062862,
            0.252528
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -46809,
            -32259,
            -27780,
            -112094,
            -66671,
            -66760
        ],
        [
            1.367853,
            1.142009,
            1.758606,
            1.208663,
            1.054665,
            1.453033
        ],
        [
            215,
            108,
            107,
            215,
            108,
            107
        ],
        [
            140,
            68,
            72,
            140,
            68,
            72
        ],
        [
            75,
            40,
            35,
            75,
            40,
            35
        ],
        [
            65.116279,
            62.962963,
            67.28972,
            65.116279,
            62.962963,
            67.28972
        ],
        [
            0.732778,
            0.67177,
            0.854878,
            0.647498,
            0.620391,
            0.706336
        ],
        [
            12143,
            10189,
            12143,
            22899,
            19088,
            22899
        ],
        [
            -31783,
            -31783,
            -20204,
            -47456,
            -36495,
            -47456
        ],
        [
            114,
            122,
            107,
            114,
            122,
            107
        ],
        [
            84,
            79,
            88,
            84,
            79,
            88
        ],
        [
            171,
            193,
            146,
            171,
            193,
            146
        ],
        [
            24719,
            13180,
            11539,
            24719,
            13180,
            11539
        ],
        [
            2.218443,
            6.458026,
            0,
            2.218443,
            6.458027,
            0
        ],
        [
            1,
            2,
            0,
            1,
            2,
            0
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            280839,
            -137920,
            341810,
            217198,
            -278238,
            287958
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "FIL_USDT",
    "interval": "15m",
    "packets": 25000,
    "actual_packets": 25000,
    "evaluation_days": 260.42,
    "actual_first_datapoint_time": 1737292500000,
    "first_datapoint_time": 1737423900000,
    "last_datapoint_time": 1759791600000,
    "evaluation_time": 1759792473494,
    "expiration_time": 1766271600000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "midprice",
        "factors": {
            "length": 127,
            "offset": 0
        }
    },
    "second_band": {
        "type": "alma",
        "factors": {
            "length": 147,
            "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)