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Trade: FIL/USDT/120/ALMA/DCM/9135

Strategy
FIL/USDT/120/ALMA/DCM/9135
Pair
FIL_USDT
Interval
2h
Score
427470
Daily Profit
0.388571
Profit Factor
1.989630
Profitability
40.000000
Streak
49.487375
Best Strategy
Training Data Length
1818.000000
Evaluation Time
2025-10-08 06:41
Expiration Time
2025-12-12 14:45

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 706421.7227 433257.1263 273164.5964 2389974.6316 456216.0917 1933758.5399
Total P&L (%) 706.4217 433.2571 273.1646 2389.9746 456.2161 1933.7585
Avg Daily Profit (%) 0.3886 0.2383 0.1503 0.177 0.0944 0.1658
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -82031 -84109 -43557 -1483756 -1255046 -1045806
Profit Factor 1.9896 2.0917 1.8619 1.2391 1.0838 1.4249
Total Trades 175 87 88 175 87 88
Winning Trades 70 27 43 70 27 43
Losing Trades 105 60 45 105 60 45
Profitability (%) 40 31.0345 48.8636 40 31.0345 48.8636
Ratio Avg Win / Avg Loss 2.9844 4.6481 1.9485 1.8587 2.4085 1.4911
Largest Winning Trade 339794 339794 58081 827441 827441 598579
Largest Losing Trade -34729 -34096 -34729 -762169 -394039 -762169
Avg Bars in Trades 123 120 126 123 120 126
Avg Bars in Winners 186 204 174 186 204 174
Avg Bars in Losers 81 83 79 81 83 79
Bars Traded 21612 10513 11099 21612 10513 11099
Profit Streak 49.4874 49.4874 151.8207 49.4874 49.4874 151.8207
Trades During Streak 3 1 6 3 1 6
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 427470 172529 410811 255904 -201259 333880
Evaluation Data
{
    "trading_pair": "FIL_USDT",
    "interval": "2h",
    "packets": 25000,
    "actual_packets": 21816,
    "evaluation_days": 1818,
    "actual_first_datapoint_time": 1602777600000,
    "first_datapoint_time": 1603843200000,
    "last_datapoint_time": 1759888800000,
    "evaluation_time": 1759894909171,
    "expiration_time": 1765543507200,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "alma",
        "factors": {
            "length": 149,
            "offset": 0
        }
    },
    "second_band": {
        "type": "dcm",
        "factors": {
            "length": 103,
            "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": [
        [
            706421.7227046633,
            433257.1263297162,
            273164.5963749466,
            2389974.63158794,
            456216.0917027449,
            1933758.539885195
        ],
        [
            706.421723,
            433.257126,
            273.164596,
            2389.974632,
            456.216092,
            1933.75854
        ],
        [
            0.388571,
            0.238315,
            0.150256,
            0.176991,
            0.094433,
            0.16584
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -82031,
            -84109,
            -43557,
            -1483756,
            -1255046,
            -1045806
        ],
        [
            1.98963,
            2.091651,
            1.861877,
            1.239109,
            1.083805,
            1.424853
        ],
        [
            175,
            87,
            88,
            175,
            87,
            88
        ],
        [
            70,
            27,
            43,
            70,
            27,
            43
        ],
        [
            105,
            60,
            45,
            105,
            60,
            45
        ],
        [
            40,
            31.034483,
            48.863636,
            40,
            31.034483,
            48.863636
        ],
        [
            2.984445,
            4.648113,
            1.948476,
            1.858663,
            2.408456,
            1.491126
        ],
        [
            339794,
            339794,
            58081,
            827441,
            827441,
            598579
        ],
        [
            -34729,
            -34096,
            -34729,
            -762169,
            -394039,
            -762169
        ],
        [
            123,
            120,
            126,
            123,
            120,
            126
        ],
        [
            186,
            204,
            174,
            186,
            204,
            174
        ],
        [
            81,
            83,
            79,
            81,
            83,
            79
        ],
        [
            21612,
            10513,
            11099,
            21612,
            10513,
            11099
        ],
        [
            49.487375,
            49.487375,
            151.820708,
            49.487375,
            49.487375,
            151.820708
        ],
        [
            3,
            1,
            6,
            3,
            1,
            6
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            427470,
            172529,
            410811,
            255904,
            -201259,
            333880
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "FIL_USDT",
    "interval": "2h",
    "packets": 25000,
    "actual_packets": 21816,
    "evaluation_days": 1818,
    "actual_first_datapoint_time": 1602777600000,
    "first_datapoint_time": 1603843200000,
    "last_datapoint_time": 1759888800000,
    "evaluation_time": 1759894909171,
    "expiration_time": 1765543507200,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "alma",
        "factors": {
            "length": 149,
            "offset": 0
        }
    },
    "second_band": {
        "type": "dcm",
        "factors": {
            "length": 103,
            "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)