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Trade: FIL/USDT/360/ALMA/HILO/6907

Strategy
FIL/USDT/360/ALMA/HILO/6907
Pair
FIL_USDT
Interval
6h
Score
301369
Daily Profit
0.259890
Profit Factor
3.147001
Profitability
35.135135
Streak
0.000000
Best Strategy
Training Data Length
1805.250000
Evaluation Time
2025-09-25 14:05
Expiration Time
2025-11-17 17:46

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 625247.663 469167.0587 156080.6043 254031.5353 -321912.2752 575943.8105
Total P&L (%) 625.2477 469.1671 156.0806 254.0315 -321.9123 575.9438
Avg Daily Profit (%) 0.3464 0.2599 0.0865 0.0701 0 0.1059
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -135213 -100547 -87508 -1595747 -980190 -1143139
Profit Factor 2.4417 3.147 1.7254 1.0765 0.7695 1.299
Total Trades 74 37 37 74 37 37
Winning Trades 31 13 18 31 13 18
Losing Trades 43 24 19 43 24 19
Profitability (%) 41.8919 35.1351 48.6486 41.8919 35.1351 48.6486
Ratio Avg Win / Avg Loss 3.3868 5.8098 1.8212 1.4932 1.4206 1.3712
Largest Winning Trade 553642 553642 71157 755989 557372 755989
Largest Losing Trade -52402 -32996 -52402 -966577 -296100 -966577
Avg Bars in Trades 95 64 126 95 64 126
Avg Bars in Winners 150 115 175 150 115 175
Avg Bars in Losers 56 36 80 56 36 80
Bars Traded 7071 2381 4690 7071 2381 4690
Profit Streak 0 0 44.7123 0 0 44.7123
Trades During Streak 0 0 3 0 0 3
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score -57989 301369 -73357 -307752 -584886 -50196

Evaluation Data

{
    "trading_pair": "FIL_USDT",
    "interval": "6h",
    "packets": 25000,
    "actual_packets": 7221,
    "evaluation_days": 1805.25,
    "actual_first_datapoint_time": 1602763200000,
    "first_datapoint_time": 1605830400000,
    "last_datapoint_time": 1758715200000,
    "evaluation_time": 1758798341485,
    "expiration_time": 1763394408000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}

Factors

{
    "first_band": {
        "type": "alma",
        "factors": {
            "length": 111,
            "offset": 32
        }
    },
    "second_band": {
        "type": "hilo",
        "factors": {
            "length": 0,
            "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": [
        [
            625247.6629705913,
            469167.0587183636,
            156080.6042522282,
            254031.5353141981,
            -321912.2751769456,
            575943.8104911433
        ],
        [
            625.247663,
            469.167059,
            156.080604,
            254.031535,
            -321.912275,
            575.94381
        ],
        [
            0.34635,
            0.25989,
            0.086459,
            0.070054,
            0,
            0.105911
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -135213,
            -100547,
            -87508,
            -1595747,
            -980190,
            -1143139
        ],
        [
            2.441666,
            3.147001,
            1.725363,
            1.07646,
            0.769482,
            1.299043
        ],
        [
            74,
            37,
            37,
            74,
            37,
            37
        ],
        [
            31,
            13,
            18,
            31,
            13,
            18
        ],
        [
            43,
            24,
            19,
            43,
            24,
            19
        ],
        [
            41.891892,
            35.135135,
            48.648649,
            41.891892,
            35.135135,
            48.648649
        ],
        [
            3.386828,
            5.809849,
            1.821216,
            1.493154,
            1.420582,
            1.371212
        ],
        [
            553642,
            553642,
            71157,
            755989,
            557372,
            755989
        ],
        [
            -52402,
            -32996,
            -52402,
            -966577,
            -296100,
            -966577
        ],
        [
            95,
            64,
            126,
            95,
            64,
            126
        ],
        [
            150,
            115,
            175,
            150,
            115,
            175
        ],
        [
            56,
            36,
            80,
            56,
            36,
            80
        ],
        [
            7071,
            2381,
            4690,
            7071,
            2381,
            4690
        ],
        [
            0,
            0,
            44.712286,
            0,
            0,
            44.712286
        ],
        [
            0,
            0,
            3,
            0,
            0,
            3
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            -57989,
            301369,
            -73357,
            -307752,
            -584886,
            -50196
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "FIL_USDT",
    "interval": "6h",
    "packets": 25000,
    "actual_packets": 7221,
    "evaluation_days": 1805.25,
    "actual_first_datapoint_time": 1602763200000,
    "first_datapoint_time": 1605830400000,
    "last_datapoint_time": 1758715200000,
    "evaluation_time": 1758798341485,
    "expiration_time": 1763394408000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "alma",
        "factors": {
            "length": 111,
            "offset": 32
        }
    },
    "second_band": {
        "type": "hilo",
        "factors": {
            "length": 0,
            "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)