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Trade: FIL/USDT/720/ALMA/SSF/7345

Strategy
FIL/USDT/720/ALMA/SSF/7345
Pair
FIL_USDT
Interval
12h
Score
524214
Daily Profit
0.379190
Profit Factor
1.889719
Profitability
51.744186
Streak
0.000000
Best Strategy
Training Data Length
1805.500000
Evaluation Time
2025-09-27 22:19
Expiration Time
2025-11-17 17:57

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 684626.7844 417751.3305 266875.4539 1824654.0565 1428424.8788 396229.1777
Total P&L (%) 684.6268 417.7513 266.8755 1824.6541 1428.4249 396.2292
Avg Daily Profit (%) 0.3792 0.2314 0.1478 0.1639 0.1511 0.0888
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -143088 -76144 -122198 -7116837 -2099137 -7476169
Profit Factor 1.8897 1.995 1.7633 1.0887 1.1563 1.0347
Total Trades 172 86 86 172 86 86
Winning Trades 89 38 51 89 38 51
Losing Trades 83 48 35 83 48 35
Profitability (%) 51.7442 44.186 59.3023 51.7442 44.186 59.3023
Ratio Avg Win / Avg Loss 1.7623 2.52 1.2101 1.0153 1.4606 0.7101
Largest Winning Trade 295729 295729 48537 1870738 1806370 1870738
Largest Losing Trade -56936 -26154 -56936 -4744142 -1055823 -4744142
Avg Bars in Trades 20 19 21 20 19 21
Avg Bars in Winners 24 23 25 24 23 25
Avg Bars in Losers 16 16 16 16 16 16
Bars Traded 3569 1681 1888 3569 1681 1888
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 524214 337412 276054 -113805 -43245 -257361
Evaluation Data
{
    "trading_pair": "FIL_USDT",
    "interval": "12h",
    "packets": 25000,
    "actual_packets": 3611,
    "evaluation_days": 1805.5,
    "actual_first_datapoint_time": 1602763200000,
    "first_datapoint_time": 1604232000000,
    "last_datapoint_time": 1758715200000,
    "evaluation_time": 1759000787784,
    "expiration_time": 1763395056000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "alma",
        "factors": {
            "length": 35,
            "offset": 0
        }
    },
    "second_band": {
        "type": "ssf",
        "factors": {
            "length": 76,
            "offset": 0,
            "poles": 3
        }
    }
}
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": [
        [
            684626.7844107397,
            417751.3304862226,
            266875.4539245171,
            1824654.0565224912,
            1428424.8787961863,
            396229.1777263024
        ],
        [
            684.626784,
            417.75133,
            266.875454,
            1824.654057,
            1428.424879,
            396.229178
        ],
        [
            0.37919,
            0.231377,
            0.147812,
            0.16393,
            0.151143,
            0.088761
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -143088,
            -76144,
            -122198,
            -7116837,
            -2099137,
            -7476169
        ],
        [
            1.889719,
            1.995025,
            1.763272,
            1.088716,
            1.156335,
            1.034665
        ],
        [
            172,
            86,
            86,
            172,
            86,
            86
        ],
        [
            89,
            38,
            51,
            89,
            38,
            51
        ],
        [
            83,
            48,
            35,
            83,
            48,
            35
        ],
        [
            51.744186,
            44.186047,
            59.302326,
            51.744186,
            44.186047,
            59.302326
        ],
        [
            1.762322,
            2.520031,
            1.210089,
            1.01532,
            1.460633,
            0.710064
        ],
        [
            295729,
            295729,
            48537,
            1870738,
            1806370,
            1870738
        ],
        [
            -56936,
            -26154,
            -56936,
            -4744142,
            -1055823,
            -4744142
        ],
        [
            20,
            19,
            21,
            20,
            19,
            21
        ],
        [
            24,
            23,
            25,
            24,
            23,
            25
        ],
        [
            16,
            16,
            16,
            16,
            16,
            16
        ],
        [
            3569,
            1681,
            1888,
            3569,
            1681,
            1888
        ],
        [
            0,
            0,
            0,
            0,
            0,
            0
        ],
        [
            0,
            0,
            0,
            0,
            0,
            0
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            524214,
            337412,
            276054,
            -113805,
            -43245,
            -257361
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "FIL_USDT",
    "interval": "12h",
    "packets": 25000,
    "actual_packets": 3611,
    "evaluation_days": 1805.5,
    "actual_first_datapoint_time": 1602763200000,
    "first_datapoint_time": 1604232000000,
    "last_datapoint_time": 1758715200000,
    "evaluation_time": 1759000787784,
    "expiration_time": 1763395056000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "alma",
        "factors": {
            "length": 35,
            "offset": 0
        }
    },
    "second_band": {
        "type": "ssf",
        "factors": {
            "length": 76,
            "offset": 0,
            "poles": 3
        }
    }
}

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)