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Trade: FIL/USDT/720/ALMA/WMA/2630

Strategy
FIL/USDT/720/ALMA/WMA/2630
Pair
FIL_USDT
Interval
12h
Score
597819
Daily Profit
0.340815
Profit Factor
3.713922
Profitability
50.000000
Streak
59.112507
Best Strategy
Training Data Length
1823.500000
Evaluation Time
2025-10-12 17:42
Expiration Time
2025-12-06 06:55

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 784952.781 621475.2564 163477.5247 355628.7878 -113388.2182 469017.006
Total P&L (%) 784.9528 621.4753 163.4775 355.6288 -113.3882 469.017
Avg Daily Profit (%) 0.4305 0.3408 0.0897 0.0832 0 0.0954
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -91112 -87260 -89570 -1860418 -1174463 -1276556
Profit Factor 2.6947 3.7139 1.6981 1.0766 0.944 1.1792
Total Trades 59 30 29 59 30 29
Winning Trades 33 15 18 33 15 18
Losing Trades 26 15 11 26 15 11
Profitability (%) 55.9322 50 62.069 55.9322 50 62.069
Ratio Avg Win / Avg Loss 2.1231 3.7139 1.0377 0.8483 0.944 0.7206
Largest Winning Trade 648589 648589 69756 695716 648589 695716
Largest Losing Trade -54647 -33632 -54647 -1040084 -378395 -1040084
Avg Bars in Trades 58 54 61 58 54 61
Avg Bars in Winners 68 66 71 68 66 71
Avg Bars in Losers 44 43 46 44 43 46
Bars Traded 3430 1642 1788 3430 1642 1788
Profit Streak 59.1125 59.1125 89.1125 59.1125 59.1125 89.1125
Trades During Streak 2 1 1 2 1 1
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score -162604 597819 -69098 -397527 -580265 -88611
Evaluation Data
{
    "trading_pair": "FIL_USDT",
    "interval": "12h",
    "packets": 25000,
    "actual_packets": 3647,
    "evaluation_days": 1823.5,
    "actual_first_datapoint_time": 1602763200000,
    "first_datapoint_time": 1609502400000,
    "last_datapoint_time": 1760270400000,
    "evaluation_time": 1760280120625,
    "expiration_time": 1764996912000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "alma",
        "factors": {
            "length": 85,
            "offset": 0
        }
    },
    "second_band": {
        "type": "wma",
        "factors": {
            "length": 157,
            "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": [
        [
            784952.7810460946,
            621475.2563566718,
            163477.5246894226,
            355628.7877537426,
            -113388.2182118547,
            469017.0059655973
        ],
        [
            784.952781,
            621.475256,
            163.477525,
            355.628788,
            -113.388218,
            469.017006
        ],
        [
            0.430465,
            0.340815,
            0.08965,
            0.083199,
            0,
            0.095397
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -91112,
            -87260,
            -89570,
            -1860418,
            -1174463,
            -1276556
        ],
        [
            2.694746,
            3.713922,
            1.698106,
            1.076631,
            0.943967,
            1.179204
        ],
        [
            59,
            30,
            29,
            59,
            30,
            29
        ],
        [
            33,
            15,
            18,
            33,
            15,
            18
        ],
        [
            26,
            15,
            11,
            26,
            15,
            11
        ],
        [
            55.932203,
            50,
            62.068966,
            55.932203,
            50,
            62.068966
        ],
        [
            2.123133,
            3.713922,
            1.037731,
            0.848254,
            0.943967,
            0.720625
        ],
        [
            648589,
            648589,
            69756,
            695716,
            648589,
            695716
        ],
        [
            -54647,
            -33632,
            -54647,
            -1040084,
            -378395,
            -1040084
        ],
        [
            58,
            54,
            61,
            58,
            54,
            61
        ],
        [
            68,
            66,
            71,
            68,
            66,
            71
        ],
        [
            44,
            43,
            46,
            44,
            43,
            46
        ],
        [
            3430,
            1642,
            1788,
            3430,
            1642,
            1788
        ],
        [
            59.112507,
            59.112507,
            89.112507,
            59.112507,
            59.112507,
            89.112507
        ],
        [
            2,
            1,
            1,
            2,
            1,
            1
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            -162604,
            597819,
            -69098,
            -397527,
            -580265,
            -88611
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "FIL_USDT",
    "interval": "12h",
    "packets": 25000,
    "actual_packets": 3647,
    "evaluation_days": 1823.5,
    "actual_first_datapoint_time": 1602763200000,
    "first_datapoint_time": 1609502400000,
    "last_datapoint_time": 1760270400000,
    "evaluation_time": 1760280120625,
    "expiration_time": 1764996912000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "alma",
        "factors": {
            "length": 85,
            "offset": 0
        }
    },
    "second_band": {
        "type": "wma",
        "factors": {
            "length": 157,
            "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)