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Trade: FIL/USDT/240/ALMA/FWMA/2477

Strategy
FIL/USDT/240/ALMA/FWMA/2477
Pair
FIL_USDT
Interval
4h
Score
416366
Daily Profit
0.286107
Profit Factor
1.210333
Profitability
36.443884
Streak
0.000000
Best Strategy
Training Data Length
1812.170000
Evaluation Time
2025-10-01 21:06
Expiration Time
2025-11-25 02:45

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 518474.8194 270498.6195 247976.1999 1439834.7405 -274124.6998 1713959.4403
Total P&L (%) 518.4748 270.4986 247.9762 1439.8347 -274.1247 1713.9594
Avg Daily Profit (%) 0.2861 0.1493 0.1368 0.151 0 0.1601
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -123168 -119705 -61114 -3104253 -2180644 -1331101
Profit Factor 1.2103 1.216 1.2045 1.0422 0.9842 1.1025
Total Trades 1586 793 793 1586 793 793
Winning Trades 578 278 300 578 278 300
Losing Trades 1008 515 493 1008 515 493
Profitability (%) 36.4439 35.0567 37.831 36.4439 35.0567 37.831
Ratio Avg Win / Avg Loss 2.1108 2.2527 1.9793 1.8176 1.8233 1.8118
Largest Winning Trade 66423 66423 27222 882346 521728 882346
Largest Losing Trade -19389 -19389 -16077 -311746 -311746 -264730
Avg Bars in Trades 6 6 6 6 6 6
Avg Bars in Winners 11 11 11 11 11 11
Avg Bars in Losers 4 4 4 4 4 4
Bars Traded 10818 5318 5500 10818 5318 5500
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 416366 178289 -10611 -163215 -579947 -99851
Evaluation Data
{
    "trading_pair": "FIL_USDT",
    "interval": "4h",
    "packets": 25000,
    "actual_packets": 10873,
    "evaluation_days": 1812.17,
    "actual_first_datapoint_time": 1602777600000,
    "first_datapoint_time": 1603252800000,
    "last_datapoint_time": 1759334400000,
    "evaluation_time": 1759342014298,
    "expiration_time": 1764031536000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "alma",
        "factors": {
            "length": 7,
            "offset": 0
        }
    },
    "second_band": {
        "type": "fwma",
        "factors": {
            "length": 34,
            "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": [
        [
            518474.8194157324,
            270498.6195179615,
            247976.1998977697,
            1439834.740462116,
            -274124.6998404636,
            1713959.4403025797
        ],
        [
            518.474819,
            270.49862,
            247.9762,
            1439.83474,
            -274.1247,
            1713.95944
        ],
        [
            0.286107,
            0.149268,
            0.136839,
            0.150997,
            0,
            0.160052
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -123168,
            -119705,
            -61114,
            -3104253,
            -2180644,
            -1331101
        ],
        [
            1.210333,
            1.216021,
            1.204461,
            1.042215,
            0.984231,
            1.102488
        ],
        [
            1586,
            793,
            793,
            1586,
            793,
            793
        ],
        [
            578,
            278,
            300,
            578,
            278,
            300
        ],
        [
            1008,
            515,
            493,
            1008,
            515,
            493
        ],
        [
            36.443884,
            35.056747,
            37.831021,
            36.443884,
            35.056747,
            37.831021
        ],
        [
            2.110754,
            2.252701,
            1.979331,
            1.817566,
            1.823305,
            1.811755
        ],
        [
            66423,
            66423,
            27222,
            882346,
            521728,
            882346
        ],
        [
            -19389,
            -19389,
            -16077,
            -311746,
            -311746,
            -264730
        ],
        [
            6,
            6,
            6,
            6,
            6,
            6
        ],
        [
            11,
            11,
            11,
            11,
            11,
            11
        ],
        [
            4,
            4,
            4,
            4,
            4,
            4
        ],
        [
            10818,
            5318,
            5500,
            10818,
            5318,
            5500
        ],
        [
            0,
            0,
            0,
            0,
            0,
            0
        ],
        [
            0,
            0,
            0,
            0,
            0,
            0
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            416366,
            178289,
            -10611,
            -163215,
            -579947,
            -99851
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "FIL_USDT",
    "interval": "4h",
    "packets": 25000,
    "actual_packets": 10873,
    "evaluation_days": 1812.17,
    "actual_first_datapoint_time": 1602777600000,
    "first_datapoint_time": 1603252800000,
    "last_datapoint_time": 1759334400000,
    "evaluation_time": 1759342014298,
    "expiration_time": 1764031536000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "alma",
        "factors": {
            "length": 7,
            "offset": 0
        }
    },
    "second_band": {
        "type": "fwma",
        "factors": {
            "length": 34,
            "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)