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Trade: FIL/USDT/360/ALMA/JMA/5854

Strategy
FIL/USDT/360/ALMA/JMA/5854
Pair
FIL_USDT
Interval
6h
Score
492466
Daily Profit
0.368545
Profit Factor
2.424363
Profitability
48.314607
Streak
0.000000
Best Strategy
Training Data Length
1805.250000
Evaluation Time
2025-09-25 14:05
Expiration Time
2025-11-17 17:46

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 665316.002 408883.5677 256432.4344 2136700.4633 -179430.3609 2316130.8242
Total P&L (%) 665.316 408.8836 256.4324 2136.7005 -179.4304 2316.1308
Avg Daily Profit (%) 0.3685 0.2265 0.142 0.1723 0 0.1766
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -104511 -77816 -59628 -1745534 -969513 -1257033
Profit Factor 2.4244 2.4925 2.3277 1.3327 0.9524 1.8732
Total Trades 89 45 44 89 45 44
Winning Trades 43 18 25 43 18 25
Losing Trades 46 27 19 46 27 19
Profitability (%) 48.3146 40 56.8182 48.3146 40 56.8182
Ratio Avg Win / Avg Loss 2.5935 3.7388 1.769 1.4257 1.4286 1.4236
Largest Winning Trade 336110 336110 71503 782430 724342 782430
Largest Losing Trade -48906 -22170 -48906 -1161847 -361708 -1161847
Avg Bars in Trades 79 61 97 79 61 97
Avg Bars in Winners 116 96 131 116 96 131
Avg Bars in Losers 44 38 52 44 38 52
Bars Traded 7048 2777 4271 7048 2777 4271
Profit Streak 0 0 41.2122 0 0 41.2122
Trades During Streak 0 0 1 0 0 1
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 492466 315913 90555 276010 -582934 423853

Evaluation Data

{
    "trading_pair": "FIL_USDT",
    "interval": "6h",
    "packets": 25000,
    "actual_packets": 7221,
    "evaluation_days": 1805.25,
    "actual_first_datapoint_time": 1602763200000,
    "first_datapoint_time": 1604858400000,
    "last_datapoint_time": 1758715200000,
    "evaluation_time": 1758798335100,
    "expiration_time": 1763394408000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}

Factors

{
    "first_band": {
        "type": "alma",
        "factors": {
            "length": 72,
            "offset": 0
        }
    },
    "second_band": {
        "type": "jma",
        "factors": {
            "length": 98,
            "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": [
        [
            665316.0020269966,
            408883.5676510298,
            256432.4343759669,
            2136700.4632982677,
            -179430.3609276523,
            2316130.82422592
        ],
        [
            665.316002,
            408.883568,
            256.432434,
            2136.700463,
            -179.430361,
            2316.130824
        ],
        [
            0.368545,
            0.226497,
            0.142048,
            0.17229,
            0,
            0.176572
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -104511,
            -77816,
            -59628,
            -1745534,
            -969513,
            -1257033
        ],
        [
            2.424363,
            2.492532,
            2.327673,
            1.332743,
            0.952393,
            1.873194
        ],
        [
            89,
            45,
            44,
            89,
            45,
            44
        ],
        [
            43,
            18,
            25,
            43,
            18,
            25
        ],
        [
            46,
            27,
            19,
            46,
            27,
            19
        ],
        [
            48.314607,
            40,
            56.818182,
            48.314607,
            40,
            56.818182
        ],
        [
            2.593505,
            3.738798,
            1.769032,
            1.425725,
            1.42859,
            1.423628
        ],
        [
            336110,
            336110,
            71503,
            782430,
            724342,
            782430
        ],
        [
            -48906,
            -22170,
            -48906,
            -1161847,
            -361708,
            -1161847
        ],
        [
            79,
            61,
            97,
            79,
            61,
            97
        ],
        [
            116,
            96,
            131,
            116,
            96,
            131
        ],
        [
            44,
            38,
            52,
            44,
            38,
            52
        ],
        [
            7048,
            2777,
            4271,
            7048,
            2777,
            4271
        ],
        [
            0,
            0,
            41.212212,
            0,
            0,
            41.212212
        ],
        [
            0,
            0,
            1,
            0,
            0,
            1
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            492466,
            315913,
            90555,
            276010,
            -582934,
            423853
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "FIL_USDT",
    "interval": "6h",
    "packets": 25000,
    "actual_packets": 7221,
    "evaluation_days": 1805.25,
    "actual_first_datapoint_time": 1602763200000,
    "first_datapoint_time": 1604858400000,
    "last_datapoint_time": 1758715200000,
    "evaluation_time": 1758798335100,
    "expiration_time": 1763394408000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "alma",
        "factors": {
            "length": 72,
            "offset": 0
        }
    },
    "second_band": {
        "type": "jma",
        "factors": {
            "length": 98,
            "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)