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Trade: FIL/USDT/360/ALMA/SSF/8100

Strategy
FIL/USDT/360/ALMA/SSF/8100
Pair
FIL_USDT
Interval
6h
Score
446489
Daily Profit
0.397884
Profit Factor
2.410671
Profitability
44.339623
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 718279.2321 430241.6266 288037.6055 3438196.2089 773387.3735 2664808.8355
Total P&L (%) 718.2792 430.2416 288.0376 3438.1962 773.3874 2664.8088
Avg Daily Profit (%) 0.3979 0.2383 0.1596 0.1977 0.1201 0.1841
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -90825 -61397 -55849 -3887640 -2383976 -3280686
Profit Factor 2.4107 2.4018 2.4241 1.2289 1.1003 1.3645
Total Trades 106 53 53 106 53 53
Winning Trades 47 15 32 47 15 32
Losing Trades 59 38 21 59 38 21
Profitability (%) 44.3396 28.3019 60.3774 44.3396 28.3019 60.3774
Ratio Avg Win / Avg Loss 3.0262 6.0846 1.5908 1.5427 2.7875 0.8955
Largest Winning Trade 308456 308456 72990 2023899 2023899 1584524
Largest Losing Trade -54096 -29023 -54096 -3040378 -580193 -3040378
Avg Bars in Trades 67 56 77 67 56 77
Avg Bars in Winners 103 106 101 103 106 101
Avg Bars in Losers 39 37 42 39 37 42
Bars Traded 7143 3012 4132 7143 3012 4132
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 446489 -183070 -166816 246951 -336879 -171997

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": 1604232000000,
    "last_datapoint_time": 1758715200000,
    "evaluation_time": 1758798338674,
    "expiration_time": 1763394408000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}

Factors

{
    "first_band": {
        "type": "alma",
        "factors": {
            "length": 69,
            "offset": 0
        }
    },
    "second_band": {
        "type": "ssf",
        "factors": {
            "length": 46,
            "offset": 0,
            "poles": 2
        }
    }
}
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": [
        [
            718279.2320752754,
            430241.6266104708,
            288037.6054648047,
            3438196.2089454895,
            773387.3734792483,
            2664808.83546624
        ],
        [
            718.279232,
            430.241627,
            288.037605,
            3438.196209,
            773.387373,
            2664.808835
        ],
        [
            0.397884,
            0.238328,
            0.159556,
            0.197741,
            0.120122,
            0.184053
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -90825,
            -61397,
            -55849,
            -3887640,
            -2383976,
            -3280686
        ],
        [
            2.410671,
            2.401833,
            2.424083,
            1.228928,
            1.100326,
            1.364546
        ],
        [
            106,
            53,
            53,
            106,
            53,
            53
        ],
        [
            47,
            15,
            32,
            47,
            15,
            32
        ],
        [
            59,
            38,
            21,
            59,
            38,
            21
        ],
        [
            44.339623,
            28.301887,
            60.377358,
            44.339623,
            28.301887,
            60.377358
        ],
        [
            3.026162,
            6.084643,
            1.590804,
            1.542697,
            2.787492,
            0.895483
        ],
        [
            308456,
            308456,
            72990,
            2023899,
            2023899,
            1584524
        ],
        [
            -54096,
            -29023,
            -54096,
            -3040378,
            -580193,
            -3040378
        ],
        [
            67,
            56,
            77,
            67,
            56,
            77
        ],
        [
            103,
            106,
            101,
            103,
            106,
            101
        ],
        [
            39,
            37,
            42,
            39,
            37,
            42
        ],
        [
            7143,
            3012,
            4132,
            7143,
            3012,
            4132
        ],
        [
            0,
            0,
            0,
            0,
            0,
            0
        ],
        [
            0,
            0,
            0,
            0,
            0,
            0
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            446489,
            -183070,
            -166816,
            246951,
            -336879,
            -171997
        ]
    ]
}
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": 1604232000000,
    "last_datapoint_time": 1758715200000,
    "evaluation_time": 1758798338674,
    "expiration_time": 1763394408000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "alma",
        "factors": {
            "length": 69,
            "offset": 0
        }
    },
    "second_band": {
        "type": "ssf",
        "factors": {
            "length": 46,
            "offset": 0,
            "poles": 2
        }
    }
}

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)