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Trade: FIL/USDT/120/ALMA/DEMA/1168

Strategy
FIL/USDT/120/ALMA/DEMA/1168
Pair
FIL_USDT
Interval
2h
Score
353965
Daily Profit
0.370054
Profit Factor
2.171874
Profitability
39.473684
Streak
0.000000
Best Strategy
Training Data Length
1804.500000
Evaluation Time
2025-09-27 13:07
Expiration Time
2025-11-28 15:05

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 667761.8082 399730.2282 268031.58 2352976.0886 -260823.3501 2613799.4386
Total P&L (%) 667.7618 399.7302 268.0316 2352.9761 -260.8234 2613.7994
Avg Daily Profit (%) 0.3701 0.2215 0.1485 0.1775 0 0.1831
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -94243 -73905 -53698 -1394251 -1568207 -869323
Profit Factor 2.1719 2.1707 2.1737 1.2645 0.9508 1.7278
Total Trades 114 57 57 114 57 57
Winning Trades 45 16 29 45 16 29
Losing Trades 69 41 28 69 41 28
Profitability (%) 39.4737 28.0702 50.8772 39.4737 28.0702 50.8772
Ratio Avg Win / Avg Loss 3.3302 5.5624 2.0987 1.9389 2.4365 1.6682
Largest Winning Trade 300810 300810 70921 1286711 1286711 856249
Largest Losing Trade -40766 -22528 -40766 -623709 -408782 -623709
Avg Bars in Trades 188 157 219 188 157 219
Avg Bars in Winners 310 310 310 310 310 310
Avg Bars in Losers 108 97 124 108 97 124
Bars Traded 21454 8963 12491 21454 8963 12491
Profit Streak 0 0 0 0 0 0
Trades During Streak 0 0 0 0 0 0
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 353965 -184681 -170565 181168 -774616 -168773
Evaluation Data
{
    "trading_pair": "FIL_USDT",
    "interval": "2h",
    "packets": 25000,
    "actual_packets": 21654,
    "evaluation_days": 1804.5,
    "actual_first_datapoint_time": 1602777600000,
    "first_datapoint_time": 1603972800000,
    "last_datapoint_time": 1758722400000,
    "evaluation_time": 1758967645740,
    "expiration_time": 1764335116800,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "alma",
        "factors": {
            "length": 167,
            "offset": 0
        }
    },
    "second_band": {
        "type": "dema",
        "factors": {
            "length": 117,
            "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": [
        [
            667761.8082070377,
            399730.2281623042,
            268031.5800447343,
            2352976.0885633826,
            -260823.3500777095,
            2613799.4386410913
        ],
        [
            667.761808,
            399.730228,
            268.03158,
            2352.976089,
            -260.82335,
            2613.799439
        ],
        [
            0.370054,
            0.221519,
            0.148535,
            0.177486,
            0,
            0.183095
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -94243,
            -73905,
            -53698,
            -1394251,
            -1568207,
            -869323
        ],
        [
            2.171874,
            2.170683,
            2.173656,
            1.264477,
            0.950836,
            1.727769
        ],
        [
            114,
            57,
            57,
            114,
            57,
            57
        ],
        [
            45,
            16,
            29,
            45,
            16,
            29
        ],
        [
            69,
            41,
            28,
            69,
            41,
            28
        ],
        [
            39.473684,
            28.070175,
            50.877193,
            39.473684,
            28.070175,
            50.877193
        ],
        [
            3.330207,
            5.562375,
            2.098702,
            1.938865,
            2.436518,
            1.668191
        ],
        [
            300810,
            300810,
            70921,
            1286711,
            1286711,
            856249
        ],
        [
            -40766,
            -22528,
            -40766,
            -623709,
            -408782,
            -623709
        ],
        [
            188,
            157,
            219,
            188,
            157,
            219
        ],
        [
            310,
            310,
            310,
            310,
            310,
            310
        ],
        [
            108,
            97,
            124,
            108,
            97,
            124
        ],
        [
            21454,
            8963,
            12491,
            21454,
            8963,
            12491
        ],
        [
            0,
            0,
            0,
            0,
            0,
            0
        ],
        [
            0,
            0,
            0,
            0,
            0,
            0
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            353965,
            -184681,
            -170565,
            181168,
            -774616,
            -168773
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "FIL_USDT",
    "interval": "2h",
    "packets": 25000,
    "actual_packets": 21654,
    "evaluation_days": 1804.5,
    "actual_first_datapoint_time": 1602777600000,
    "first_datapoint_time": 1603972800000,
    "last_datapoint_time": 1758722400000,
    "evaluation_time": 1758967645740,
    "expiration_time": 1764335116800,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "alma",
        "factors": {
            "length": 167,
            "offset": 0
        }
    },
    "second_band": {
        "type": "dema",
        "factors": {
            "length": 117,
            "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)