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Trade: FIL/USDT/720/ALMA/SUPERTREND/6769

Strategy
FIL/USDT/720/ALMA/SUPERTREND/6769
Pair
FIL_USDT
Interval
12h
Score
394252
Daily Profit
0.253112
Profit Factor
2.641927
Profitability
44.444444
Streak
0.000000
Best Strategy
Training Data Length
1822.000000
Evaluation Time
2025-10-11 07:38
Expiration Time
2025-12-04 17:50

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 641522.5648 461170.5573 180352.0076 397223.567 -732246.3527 1129469.9196
Total P&L (%) 641.5226 461.1706 180.352 397.2236 -732.2464 1129.4699
Avg Daily Profit (%) 0.3521 0.2531 0.099 0.0881 0 0.1378
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -109527 -65101 -82944 -2210023 -1690777 -1144983
Profit Factor 2.2203 2.6419 1.7366 1.0606 0.8041 1.4009
Total Trades 71 36 35 71 36 35
Winning Trades 35 16 19 35 16 19
Losing Trades 36 20 16 36 20 16
Profitability (%) 49.2958 44.4444 54.2857 49.2958 44.4444 54.2857
Ratio Avg Win / Avg Loss 2.2837 3.3024 1.4624 1.0909 1.0051 1.1797
Largest Winning Trade 485764 485764 69018 844458 583259 844458
Largest Losing Trade -54628 -31586 -54628 -789657 -678035 -789657
Avg Bars in Trades 48 47 48 48 47 48
Avg Bars in Winners 60 59 62 60 59 62
Avg Bars in Losers 35 38 31 35 38 31
Bars Traded 3410 1720 1690 3410 1720 1690
Profit Streak 0 0 85.1935 0 0 85.1935
Trades During Streak 0 0 3 0 0 3
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score -77988 394252 -56734 -320801 -581273 -6032
Evaluation Data
{
    "trading_pair": "FIL_USDT",
    "interval": "12h",
    "packets": 25000,
    "actual_packets": 3644,
    "evaluation_days": 1822,
    "actual_first_datapoint_time": 1602763200000,
    "first_datapoint_time": 1609243200000,
    "last_datapoint_time": 1760140800000,
    "evaluation_time": 1760157516134,
    "expiration_time": 1764863424000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "alma",
        "factors": {
            "length": 81,
            "offset": 0
        }
    },
    "second_band": {
        "type": "supertrend",
        "factors": {
            "length": 233,
            "offset": 0,
            "multiplier": 2.45446
        }
    }
}
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": [
        [
            641522.5648430274,
            461170.5572831024,
            180352.0075599248,
            397223.5669635811,
            -732246.3526742567,
            1129469.919637837
        ],
        [
            641.522565,
            461.170557,
            180.352008,
            397.223567,
            -732.246353,
            1129.46992
        ],
        [
            0.352098,
            0.253112,
            0.098986,
            0.088067,
            0,
            0.13781
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -109527,
            -65101,
            -82944,
            -2210023,
            -1690777,
            -1144983
        ],
        [
            2.220275,
            2.641927,
            1.736587,
            1.060601,
            0.804063,
            1.400872
        ],
        [
            71,
            36,
            35,
            71,
            36,
            35
        ],
        [
            35,
            16,
            19,
            35,
            16,
            19
        ],
        [
            36,
            20,
            16,
            36,
            20,
            16
        ],
        [
            49.295775,
            44.444444,
            54.285714,
            49.295775,
            44.444444,
            54.285714
        ],
        [
            2.283711,
            3.302408,
            1.462389,
            1.090904,
            1.005079,
            1.179681
        ],
        [
            485764,
            485764,
            69018,
            844458,
            583259,
            844458
        ],
        [
            -54628,
            -31586,
            -54628,
            -789657,
            -678035,
            -789657
        ],
        [
            48,
            47,
            48,
            48,
            47,
            48
        ],
        [
            60,
            59,
            62,
            60,
            59,
            62
        ],
        [
            35,
            38,
            31,
            35,
            38,
            31
        ],
        [
            3410,
            1720,
            1690,
            3410,
            1720,
            1690
        ],
        [
            0,
            0,
            85.193474,
            0,
            0,
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        ],
        [
            0,
            0,
            3,
            0,
            0,
            3
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
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            1.45
        ],
        [
            -77988,
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            -56734,
            -320801,
            -581273,
            -6032
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "FIL_USDT",
    "interval": "12h",
    "packets": 25000,
    "actual_packets": 3644,
    "evaluation_days": 1822,
    "actual_first_datapoint_time": 1602763200000,
    "first_datapoint_time": 1609243200000,
    "last_datapoint_time": 1760140800000,
    "evaluation_time": 1760157516134,
    "expiration_time": 1764863424000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "alma",
        "factors": {
            "length": 81,
            "offset": 0
        }
    },
    "second_band": {
        "type": "supertrend",
        "factors": {
            "length": 233,
            "offset": 0,
            "multiplier": 2.45446
        }
    }
}

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)