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Trade: FIL/USDT/240/ALMA/HILO/3395

Strategy
FIL/USDT/240/ALMA/HILO/3395
Pair
FIL_USDT
Interval
4h
Score
412274
Daily Profit
0.348141
Profit Factor
1.810459
Profitability
44.000000
Streak
0.000000
Best Strategy
Training Data Length
1812.170000
Evaluation Time
2025-10-01 21:07
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 630890.6954 409907.6674 220983.028 778460.9849 -335476.7614 1113937.7464
Total P&L (%) 630.8907 409.9077 220.983 778.461 -335.4768 1113.9377
Avg Daily Profit (%) 0.3481 0.2262 0.1219 0.12 0 0.1379
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -97452 -87735 -64088 -1007430 -981903 -868012
Profit Factor 1.8105 2 1.5996 1.1189 0.9028 1.3597
Total Trades 200 100 100 200 100 100
Winning Trades 88 35 53 88 35 53
Losing Trades 112 65 47 112 65 47
Profitability (%) 44 35 53 44 35 53
Ratio Avg Win / Avg Loss 2.3042 3.7143 1.4185 1.4241 1.6765 1.2057
Largest Winning Trade 342453 342453 63990 572139 572139 507515
Largest Losing Trade -53777 -28924 -53777 -714147 -296842 -714147
Avg Bars in Trades 53 43 63 53 43 63
Avg Bars in Winners 78 68 84 78 68 84
Avg Bars in Losers 34 30 39 34 30 39
Bars Traded 10722 4396 6326 10722 4396 6326
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 412274 198875 -28198 -123433 -584121 -8033
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": 1604059200000,
    "last_datapoint_time": 1759334400000,
    "evaluation_time": 1759342019975,
    "expiration_time": 1764031536000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "alma",
        "factors": {
            "length": 90,
            "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": [
        [
            630890.6953945489,
            409907.6673988723,
            220983.0279956764,
            778460.9849450424,
            -335476.7614073196,
            1113937.7463523622
        ],
        [
            630.890695,
            409.907667,
            220.983028,
            778.460985,
            -335.476761,
            1113.937746
        ],
        [
            0.348141,
            0.226197,
            0.121944,
            0.119983,
            0,
            0.137855
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -97452,
            -87735,
            -64088,
            -1007430,
            -981903,
            -868012
        ],
        [
            1.810459,
            2.000028,
            1.599617,
            1.118902,
            0.902755,
            1.35965
        ],
        [
            200,
            100,
            100,
            200,
            100,
            100
        ],
        [
            88,
            35,
            53,
            88,
            35,
            53
        ],
        [
            112,
            65,
            47,
            112,
            65,
            47
        ],
        [
            44,
            35,
            53,
            44,
            35,
            53
        ],
        [
            2.30422,
            3.714339,
            1.418528,
            1.424057,
            1.676544,
            1.205728
        ],
        [
            342453,
            342453,
            63990,
            572139,
            572139,
            507515
        ],
        [
            -53777,
            -28924,
            -53777,
            -714147,
            -296842,
            -714147
        ],
        [
            53,
            43,
            63,
            53,
            43,
            63
        ],
        [
            78,
            68,
            84,
            78,
            68,
            84
        ],
        [
            34,
            30,
            39,
            34,
            30,
            39
        ],
        [
            10722,
            4396,
            6326,
            10722,
            4396,
            6326
        ],
        [
            0,
            0,
            0,
            0,
            0,
            0
        ],
        [
            0,
            0,
            0,
            0,
            0,
            0
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            412274,
            198875,
            -28198,
            -123433,
            -584121,
            -8033
        ]
    ]
}
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": 1604059200000,
    "last_datapoint_time": 1759334400000,
    "evaluation_time": 1759342019975,
    "expiration_time": 1764031536000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "alma",
        "factors": {
            "length": 90,
            "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)