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Trade: FIL/USDT/720/ALMA/SINWMA/7903

Strategy
FIL/USDT/720/ALMA/SINWMA/7903
Pair
FIL_USDT
Interval
12h
Score
312022
Daily Profit
0.256749
Profit Factor
1.392242
Profitability
39.718310
Streak
9.197633
Best Strategy
Training Data Length
1811.000000
Evaluation Time
2025-09-30 07:44
Expiration Time
2025-11-23 09:55

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 464972.6728 261160.19 203812.4828 508129.3161 -390221.9059 898351.222
Total P&L (%) 464.9727 261.1602 203.8125 508.1293 -390.2219 898.3512
Avg Daily Profit (%) 0.2567 0.1442 0.1125 0.0997 0 0.1271
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -110991 -96047 -61318 -1694208 -1643133 -1078390
Profit Factor 1.3922 1.4216 1.3601 1.0406 0.9411 1.1523
Total Trades 355 177 178 355 177 178
Winning Trades 141 65 76 141 65 76
Losing Trades 214 112 102 214 112 102
Profitability (%) 39.7183 36.7232 42.6966 39.7183 36.7232 42.6966
Ratio Avg Win / Avg Loss 2.113 2.4496 1.8254 1.5793 1.6216 1.5465
Largest Winning Trade 94128 94128 50092 625656 625656 424956
Largest Losing Trade -48318 -25238 -48318 -439563 -439563 -322025
Avg Bars in Trades 10 9 10 10 9 10
Avg Bars in Winners 14 14 15 14 14 15
Avg Bars in Losers 7 7 7 7 7 7
Bars Traded 3608 1708 1900 3608 1708 1900
Profit Streak 9.1976 0 11.6976 9.1976 0 11.6976
Trades During Streak 1 0 1 1 0 1
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 312022 -3104 -42746 -235406 -582514 -76336
Evaluation Data
{
    "trading_pair": "FIL_USDT",
    "interval": "12h",
    "packets": 25000,
    "actual_packets": 3622,
    "evaluation_days": 1811,
    "actual_first_datapoint_time": 1602763200000,
    "first_datapoint_time": 1603195200000,
    "last_datapoint_time": 1759190400000,
    "evaluation_time": 1759207475534,
    "expiration_time": 1763884512000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "alma",
        "factors": {
            "length": 11,
            "offset": 0
        }
    },
    "second_band": {
        "type": "sinwma",
        "factors": {
            "length": 7,
            "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": [
        [
            464972.6728409634,
            261160.1900061196,
            203812.4828348439,
            508129.316094334,
            -390221.9059162677,
            898351.2220106028
        ],
        [
            464.972673,
            261.16019,
            203.812483,
            508.129316,
            -390.221906,
            898.351222
        ],
        [
            0.256749,
            0.144208,
            0.112541,
            0.09973,
            0,
            0.127134
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -110991,
            -96047,
            -61318,
            -1694208,
            -1643133,
            -1078390
        ],
        [
            1.392242,
            1.421624,
            1.360088,
            1.040567,
            0.941111,
            1.152286
        ],
        [
            355,
            177,
            178,
            355,
            177,
            178
        ],
        [
            141,
            65,
            76,
            141,
            65,
            76
        ],
        [
            214,
            112,
            102,
            214,
            112,
            102
        ],
        [
            39.71831,
            36.723164,
            42.696629,
            39.71831,
            36.723164,
            42.696629
        ],
        [
            2.113049,
            2.449568,
            1.825382,
            1.579301,
            1.621607,
            1.546489
        ],
        [
            94128,
            94128,
            50092,
            625656,
            625656,
            424956
        ],
        [
            -48318,
            -25238,
            -48318,
            -439563,
            -439563,
            -322025
        ],
        [
            10,
            9,
            10,
            10,
            9,
            10
        ],
        [
            14,
            14,
            15,
            14,
            14,
            15
        ],
        [
            7,
            7,
            7,
            7,
            7,
            7
        ],
        [
            3608,
            1708,
            1900,
            3608,
            1708,
            1900
        ],
        [
            9.197633,
            0,
            11.697633,
            9.197633,
            0,
            11.697633
        ],
        [
            1,
            0,
            1,
            1,
            0,
            1
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            312022,
            -3104,
            -42746,
            -235406,
            -582514,
            -76336
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "FIL_USDT",
    "interval": "12h",
    "packets": 25000,
    "actual_packets": 3622,
    "evaluation_days": 1811,
    "actual_first_datapoint_time": 1602763200000,
    "first_datapoint_time": 1603195200000,
    "last_datapoint_time": 1759190400000,
    "evaluation_time": 1759207475534,
    "expiration_time": 1763884512000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "alma",
        "factors": {
            "length": 11,
            "offset": 0
        }
    },
    "second_band": {
        "type": "sinwma",
        "factors": {
            "length": 7,
            "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)