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Trade: FIL/USDT/720/ALMA/SUPERTREND/3614

Strategy
FIL/USDT/720/ALMA/SUPERTREND/3614
Pair
FIL_USDT
Interval
12h
Score
306128
Daily Profit
0.243534
Profit Factor
1.484680
Profitability
43.703704
Streak
0.000000
Best Strategy
Training Data Length
1819.500000
Evaluation Time
2025-10-09 02:58
Expiration Time
2025-12-02 04:02

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 443109.408 346765.7079 96343.7001 -39064.7612 -319391.6815 280326.9203
Total P&L (%) 443.1094 346.7657 96.3437 -39.0648 -319.3917 280.3269
Avg Daily Profit (%) 0.2435 0.1906 0.053 -0.0272 0 0.0734
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -161815 -219139 -75184 -735315 -919593 -292929
Profit Factor 1.4847 1.5913 1.2939 0.9838 0.8114 1.3864
Total Trades 135 67 68 135 67 68
Winning Trades 59 28 31 59 28 31
Losing Trades 76 39 37 76 39 37
Profitability (%) 43.7037 41.791 45.5882 43.7037 41.791 45.5882
Ratio Avg Win / Avg Loss 1.9125 2.2165 1.5443 1.2673 1.1301 1.6548
Largest Winning Trade 453710 453710 42398 578891 578891 222544
Largest Losing Trade -39596 -31546 -39596 -192641 -162664 -192641
Avg Bars in Trades 26 32 21 26 32 21
Avg Bars in Winners 34 40 28 34 40 28
Avg Bars in Losers 20 26 15 20 26 15
Bars Traded 3593 2151 1442 3593 2151 1442
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 306128 -109634 -231943 -580924 -699261 -204051
Evaluation Data
{
    "trading_pair": "FIL_USDT",
    "interval": "12h",
    "packets": 25000,
    "actual_packets": 3639,
    "evaluation_days": 1819.5,
    "actual_first_datapoint_time": 1602763200000,
    "first_datapoint_time": 1604361600000,
    "last_datapoint_time": 1759924800000,
    "evaluation_time": 1759967925662,
    "expiration_time": 1764640944000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "alma",
        "factors": {
            "length": 38,
            "offset": 0
        }
    },
    "second_band": {
        "type": "supertrend",
        "factors": {
            "length": 34,
            "offset": 0,
            "multiplier": 3.10287
        }
    }
}
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": [
        [
            443109.4080225404,
            346765.707891694,
            96343.7001308469,
            -39064.761230843,
            -319391.6815319618,
            280326.9203011189
        ],
        [
            443.109408,
            346.765708,
            96.3437,
            -39.064761,
            -319.391682,
            280.32692
        ],
        [
            0.243534,
            0.190583,
            0.052951,
            -0.027221,
            0,
            0.073446
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -161815,
            -219139,
            -75184,
            -735315,
            -919593,
            -292929
        ],
        [
            1.48468,
            1.591325,
            1.293902,
            0.983849,
            0.811387,
            1.386445
        ],
        [
            135,
            67,
            68,
            135,
            67,
            68
        ],
        [
            59,
            28,
            31,
            59,
            28,
            31
        ],
        [
            76,
            39,
            37,
            76,
            39,
            37
        ],
        [
            43.703704,
            41.791045,
            45.588235,
            43.703704,
            41.791045,
            45.588235
        ],
        [
            1.912469,
            2.216488,
            1.544335,
            1.267331,
            1.130146,
            1.65479
        ],
        [
            453710,
            453710,
            42398,
            578891,
            578891,
            222544
        ],
        [
            -39596,
            -31546,
            -39596,
            -192641,
            -162664,
            -192641
        ],
        [
            26,
            32,
            21,
            26,
            32,
            21
        ],
        [
            34,
            40,
            28,
            34,
            40,
            28
        ],
        [
            20,
            26,
            15,
            20,
            26,
            15
        ],
        [
            3593,
            2151,
            1442,
            3593,
            2151,
            1442
        ],
        [
            0,
            0,
            0,
            0,
            0,
            0
        ],
        [
            0,
            0,
            0,
            0,
            0,
            0
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            306128,
            -109634,
            -231943,
            -580924,
            -699261,
            -204051
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "FIL_USDT",
    "interval": "12h",
    "packets": 25000,
    "actual_packets": 3639,
    "evaluation_days": 1819.5,
    "actual_first_datapoint_time": 1602763200000,
    "first_datapoint_time": 1604361600000,
    "last_datapoint_time": 1759924800000,
    "evaluation_time": 1759967925662,
    "expiration_time": 1764640944000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "alma",
        "factors": {
            "length": 38,
            "offset": 0
        }
    },
    "second_band": {
        "type": "supertrend",
        "factors": {
            "length": 34,
            "offset": 0,
            "multiplier": 3.10287
        }
    }
}

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)