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Trade: FIL/USDT/120/ALMA/JMA/8778

Strategy
FIL/USDT/120/ALMA/JMA/8778
Pair
FIL_USDT
Interval
2h
Score
353365
Daily Profit
0.340892
Profit Factor
2.081461
Profitability
40.540541
Streak
0.000000
Best Strategy
Training Data Length
1804.500000
Evaluation Time
2025-09-27 22:13
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 615139.6617 375895.2029 239244.4588 1263061.2962 -292951.1118 1556012.4079
Total P&L (%) 615.1397 375.8952 239.2445 1263.0613 -292.9511 1556.0124
Avg Daily Profit (%) 0.3409 0.2083 0.1326 0.1449 0 0.1557
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -108999 -101041 -64255 -1321676 -1129938 -1027983
Profit Factor 2.0815 2.0776 2.0877 1.2008 0.921 1.6025
Total Trades 111 56 55 111 56 55
Winning Trades 45 15 30 45 15 30
Losing Trades 66 41 25 66 41 25
Profitability (%) 40.5405 26.7857 54.5455 40.5405 26.7857 54.5455
Ratio Avg Win / Avg Loss 3.0528 5.6786 1.7397 1.7612 2.5173 1.3354
Largest Winning Trade 298456 298456 72345 693323 626402 693323
Largest Losing Trade -55877 -28115 -55877 -980627 -287620 -980627
Avg Bars in Trades 192 165 220 192 165 220
Avg Bars in Winners 297 310 291 297 310 291
Avg Bars in Losers 121 113 135 121 113 135
Bars Traded 21402 9290 12112 21402 9290 12112
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 353365 -190635 -191527 -2021 -780277 -169885
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": 1604412000000,
    "last_datapoint_time": 1758722400000,
    "evaluation_time": 1759000390499,
    "expiration_time": 1764335116800,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "alma",
        "factors": {
            "length": 190,
            "offset": 0
        }
    },
    "second_band": {
        "type": "jma",
        "factors": {
            "length": 228,
            "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": [
        [
            615139.6617443197,
            375895.2029053711,
            239244.4588389486,
            1263061.296160545,
            -292951.1117691638,
            1556012.4079297087
        ],
        [
            615.139662,
            375.895203,
            239.244459,
            1263.061296,
            -292.951112,
            1556.012408
        ],
        [
            0.340892,
            0.20831,
            0.132582,
            0.144872,
            0,
            0.155676
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -108999,
            -101041,
            -64255,
            -1321676,
            -1129938,
            -1027983
        ],
        [
            2.081461,
            2.07755,
            2.087665,
            1.200836,
            0.920958,
            1.602466
        ],
        [
            111,
            56,
            55,
            111,
            56,
            55
        ],
        [
            45,
            15,
            30,
            45,
            15,
            30
        ],
        [
            66,
            41,
            25,
            66,
            41,
            25
        ],
        [
            40.540541,
            26.785714,
            54.545455,
            40.540541,
            26.785714,
            54.545455
        ],
        [
            3.05281,
            5.678636,
            1.73972,
            1.761226,
            2.517285,
            1.335388
        ],
        [
            298456,
            298456,
            72345,
            693323,
            626402,
            693323
        ],
        [
            -55877,
            -28115,
            -55877,
            -980627,
            -287620,
            -980627
        ],
        [
            192,
            165,
            220,
            192,
            165,
            220
        ],
        [
            297,
            310,
            291,
            297,
            310,
            291
        ],
        [
            121,
            113,
            135,
            121,
            113,
            135
        ],
        [
            21402,
            9290,
            12112,
            21402,
            9290,
            12112
        ],
        [
            0,
            0,
            0,
            0,
            0,
            0
        ],
        [
            0,
            0,
            0,
            0,
            0,
            0
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            353365,
            -190635,
            -191527,
            -2021,
            -780277,
            -169885
        ]
    ]
}
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": 1604412000000,
    "last_datapoint_time": 1758722400000,
    "evaluation_time": 1759000390499,
    "expiration_time": 1764335116800,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "alma",
        "factors": {
            "length": 190,
            "offset": 0
        }
    },
    "second_band": {
        "type": "jma",
        "factors": {
            "length": 228,
            "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)