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Trade: FIL/USDT/360/ALMA/HILO/7142

Strategy
FIL/USDT/360/ALMA/HILO/7142
Pair
FIL_USDT
Interval
6h
Score
431591
Daily Profit
0.293542
Profit Factor
1.636648
Profitability
46.073298
Streak
15.819755
Best Strategy
Training Data Length
1818.000000
Evaluation Time
2025-10-07 10:40
Expiration Time
2025-11-30 20:57

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 533660.1206 345881.9463 187778.1743 216347.8635 -133528.5629 349876.4265
Total P&L (%) 533.6601 345.8819 187.7782 216.3479 -133.5286 349.8764
Avg Daily Profit (%) 0.2935 0.1903 0.1033 0.0634 0 0.0828
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -103961 -131451 -73616 -981609 -913515 -798501
Profit Factor 1.6366 1.8132 1.4548 1.0509 0.9362 1.1622
Total Trades 191 95 96 191 95 96
Winning Trades 88 33 55 88 33 55
Losing Trades 103 62 41 103 62 41
Profitability (%) 46.0733 34.7368 57.2917 46.0733 34.7368 57.2917
Ratio Avg Win / Avg Loss 1.9156 3.4067 1.0845 1.23 1.7589 0.8664
Largest Winning Trade 331257 331257 58103 503658 503658 378435
Largest Losing Trade -57034 -24499 -57034 -457633 -136704 -457633
Avg Bars in Trades 37 31 44 37 31 44
Avg Bars in Winners 51 44 55 51 44 55
Avg Bars in Losers 26 24 29 26 24 29
Bars Traded 7207 2962 4246 7207 2962 4246
Profit Streak 15.8198 0 88.5698 15.8198 0 88.5698
Trades During Streak 1 0 3 1 0 3
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 431591 170685 -52050 -272789 -584236 -124182
Evaluation Data
{
    "trading_pair": "FIL_USDT",
    "interval": "6h",
    "packets": 25000,
    "actual_packets": 7272,
    "evaluation_days": 1818,
    "actual_first_datapoint_time": 1602763200000,
    "first_datapoint_time": 1603778400000,
    "last_datapoint_time": 1759816800000,
    "evaluation_time": 1759822826806,
    "expiration_time": 1764529056000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "alma",
        "factors": {
            "length": 48,
            "offset": 0
        }
    },
    "second_band": {
        "type": "hilo",
        "factors": {
            "length": 0,
            "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": [
        [
            533660.1206440071,
            345881.9463231611,
            187778.174320845,
            216347.863531833,
            -133528.5629454172,
            349876.4264772504
        ],
        [
            533.660121,
            345.881946,
            187.778174,
            216.347864,
            -133.528563,
            349.876426
        ],
        [
            0.293542,
            0.190254,
            0.103288,
            0.063368,
            0,
            0.082752
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -103961,
            -131451,
            -73616,
            -981609,
            -913515,
            -798501
        ],
        [
            1.636648,
            1.813224,
            1.454765,
            1.05091,
            0.936208,
            1.162248
        ],
        [
            191,
            95,
            96,
            191,
            95,
            96
        ],
        [
            88,
            33,
            55,
            88,
            33,
            55
        ],
        [
            103,
            62,
            41,
            103,
            62,
            41
        ],
        [
            46.073298,
            34.736842,
            57.291667,
            46.073298,
            34.736842,
            57.291667
        ],
        [
            1.915622,
            3.406663,
            1.084461,
            1.230042,
            1.758937,
            0.866403
        ],
        [
            331257,
            331257,
            58103,
            503658,
            503658,
            378435
        ],
        [
            -57034,
            -24499,
            -57034,
            -457633,
            -136704,
            -457633
        ],
        [
            37,
            31,
            44,
            37,
            31,
            44
        ],
        [
            51,
            44,
            55,
            51,
            44,
            55
        ],
        [
            26,
            24,
            29,
            26,
            24,
            29
        ],
        [
            7207,
            2962,
            4246,
            7207,
            2962,
            4246
        ],
        [
            15.819755,
            0,
            88.569755,
            15.819755,
            0,
            88.569755
        ],
        [
            1,
            0,
            3,
            1,
            0,
            3
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            431591,
            170685,
            -52050,
            -272789,
            -584236,
            -124182
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "FIL_USDT",
    "interval": "6h",
    "packets": 25000,
    "actual_packets": 7272,
    "evaluation_days": 1818,
    "actual_first_datapoint_time": 1602763200000,
    "first_datapoint_time": 1603778400000,
    "last_datapoint_time": 1759816800000,
    "evaluation_time": 1759822826806,
    "expiration_time": 1764529056000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "alma",
        "factors": {
            "length": 48,
            "offset": 0
        }
    },
    "second_band": {
        "type": "hilo",
        "factors": {
            "length": 0,
            "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)