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Trade: FIL/USDT/240/DEMA/ALMA/5734

Strategy
FIL/USDT/240/DEMA/ALMA/5734
Pair
FIL_USDT
Interval
4h
Score
342521
Daily Profit
0.216634
Profit Factor
1.433289
Profitability
44.160584
Streak
15.826382
Best Strategy
Training Data Length
1817.830000
Evaluation Time
2025-10-07 14:49
Expiration Time
2025-11-30 22:50

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 393803.6515 238911.4534 154892.198 142077.7649 -187616.3505 329694.1154
Total P&L (%) 393.8037 238.9115 154.8922 142.0778 -187.6164 329.6941
Avg Daily Profit (%) 0.2166 0.1314 0.0852 0.0486 0 0.0802
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -136462 -131317 -63124 -649852 -568708 -226650
Profit Factor 1.4333 1.4565 1.4018 1.0472 0.8955 1.2713
Total Trades 274 137 137 274 137 137
Winning Trades 121 54 67 121 54 67
Losing Trades 153 83 70 153 83 70
Profitability (%) 44.1606 39.4161 48.9051 44.1606 39.4161 48.9051
Ratio Avg Win / Avg Loss 1.8123 2.2387 1.4645 1.3241 1.3764 1.3282
Largest Winning Trade 209819 209819 57320 228993 228993 156025
Largest Losing Trade -43563 -43563 -30736 -203248 -203248 -85139
Avg Bars in Trades 38 44 33 38 44 33
Avg Bars in Winners 53 58 49 53 58 49
Avg Bars in Losers 27 35 18 27 35 18
Bars Traded 10650 6064 4586 10650 6064 4586
Profit Streak 15.8264 0 32.493 15.8264 0 32.493
Trades During Streak 1 0 4 1 0 4
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 342521 -19725 -77606 -296813 -583418 -85036
Evaluation Data
{
    "trading_pair": "FIL_USDT",
    "interval": "4h",
    "packets": 25000,
    "actual_packets": 10907,
    "evaluation_days": 1817.83,
    "actual_first_datapoint_time": 1602777600000,
    "first_datapoint_time": 1605456000000,
    "last_datapoint_time": 1759824000000,
    "evaluation_time": 1759837799401,
    "expiration_time": 1764535824000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "dema",
        "factors": {
            "length": 187,
            "offset": 0
        }
    },
    "second_band": {
        "type": "alma",
        "factors": {
            "length": 10,
            "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": [
        [
            393803.6514701399,
            238911.4534374241,
            154892.1980327156,
            142077.7648795198,
            -187616.3505335097,
            329694.1154130292
        ],
        [
            393.803651,
            238.911453,
            154.892198,
            142.077765,
            -187.616351,
            329.694115
        ],
        [
            0.216634,
            0.131427,
            0.085207,
            0.048646,
            0,
            0.080232
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -136462,
            -131317,
            -63124,
            -649852,
            -568708,
            -226650
        ],
        [
            1.433289,
            1.456512,
            1.401764,
            1.047197,
            0.895486,
            1.271314
        ],
        [
            274,
            137,
            137,
            274,
            137,
            137
        ],
        [
            121,
            54,
            67,
            121,
            54,
            67
        ],
        [
            153,
            83,
            70,
            153,
            83,
            70
        ],
        [
            44.160584,
            39.416058,
            48.905109,
            44.160584,
            39.416058,
            48.905109
        ],
        [
            1.812341,
            2.238713,
            1.46453,
            1.324142,
            1.376395,
            1.328239
        ],
        [
            209819,
            209819,
            57320,
            228993,
            228993,
            156025
        ],
        [
            -43563,
            -43563,
            -30736,
            -203248,
            -203248,
            -85139
        ],
        [
            38,
            44,
            33,
            38,
            44,
            33
        ],
        [
            53,
            58,
            49,
            53,
            58,
            49
        ],
        [
            27,
            35,
            18,
            27,
            35,
            18
        ],
        [
            10650,
            6064,
            4586,
            10650,
            6064,
            4586
        ],
        [
            15.826382,
            0,
            32.493049,
            15.826382,
            0,
            32.493049
        ],
        [
            1,
            0,
            4,
            1,
            0,
            4
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            342521,
            -19725,
            -77606,
            -296813,
            -583418,
            -85036
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "FIL_USDT",
    "interval": "4h",
    "packets": 25000,
    "actual_packets": 10907,
    "evaluation_days": 1817.83,
    "actual_first_datapoint_time": 1602777600000,
    "first_datapoint_time": 1605456000000,
    "last_datapoint_time": 1759824000000,
    "evaluation_time": 1759837799401,
    "expiration_time": 1764535824000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "dema",
        "factors": {
            "length": 187,
            "offset": 0
        }
    },
    "second_band": {
        "type": "alma",
        "factors": {
            "length": 10,
            "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)