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Trade: FIL/USDT/240/ALMA/LINREG/4588

Strategy
FIL/USDT/240/ALMA/LINREG/4588
Pair
FIL_USDT
Interval
4h
Score
467879
Daily Profit
0.320998
Profit Factor
4.369137
Profitability
41.379310
Streak
0.000000
Best Strategy
Training Data Length
1817.000000
Evaluation Time
2025-10-06 19:05
Expiration Time
2025-11-30 02:14

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 871337.8229 583252.9738 288084.849 5304824.5334 -406779.8352 5711604.3686
Total P&L (%) 871.3378 583.253 288.0848 5304.8245 -406.7798 5711.6044
Avg Daily Profit (%) 0.4795 0.321 0.1586 0.2198 0 0.2238
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -64680 -60766 -41090 -4410397 -4153279 -1818794
Profit Factor 4.0829 4.3691 3.6305 1.4172 0.9458 2.0957
Total Trades 57 29 28 57 29 28
Winning Trades 27 12 15 27 12 15
Losing Trades 30 17 13 30 17 13
Profitability (%) 47.3684 41.3793 53.5714 47.3684 41.3793 53.5714
Ratio Avg Win / Avg Loss 4.5366 6.1896 3.1465 1.5747 1.3399 1.8163
Largest Winning Trade 536224 536224 68045 2376698 1992204 2376698
Largest Losing Trade -25833 -25833 -21257 -1480157 -1480157 -914074
Avg Bars in Trades 185 129 242 185 129 242
Avg Bars in Winners 317 227 389 317 227 389
Avg Bars in Losers 66 60 73 66 60 73
Bars Traded 10562 3759 6803 10562 3759 6803
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 -162973 467879 -6534 -170404 -582518 -8366
Evaluation Data
{
    "trading_pair": "FIL_USDT",
    "interval": "4h",
    "packets": 25000,
    "actual_packets": 10902,
    "evaluation_days": 1817,
    "actual_first_datapoint_time": 1602777600000,
    "first_datapoint_time": 1606233600000,
    "last_datapoint_time": 1759752000000,
    "evaluation_time": 1759766756053,
    "expiration_time": 1764461664000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "alma",
        "factors": {
            "length": 129,
            "offset": 0
        }
    },
    "second_band": {
        "type": "linreg",
        "factors": {
            "length": 241,
            "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": [
        [
            871337.8228680501,
            583252.97383949,
            288084.8490285603,
            5304824.533350363,
            -406779.8352471859,
            5711604.3685975475
        ],
        [
            871.337823,
            583.252974,
            288.084849,
            5304.824533,
            -406.779835,
            5711.604369
        ],
        [
            0.479548,
            0.320998,
            0.15855,
            0.219827,
            0,
            0.22383
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -64680,
            -60766,
            -41090,
            -4410397,
            -4153279,
            -1818794
        ],
        [
            4.082936,
            4.369137,
            3.630527,
            1.417213,
            0.945779,
            2.095719
        ],
        [
            57,
            29,
            28,
            57,
            29,
            28
        ],
        [
            27,
            12,
            15,
            27,
            12,
            15
        ],
        [
            30,
            17,
            13,
            30,
            17,
            13
        ],
        [
            47.368421,
            41.37931,
            53.571429,
            47.368421,
            41.37931,
            53.571429
        ],
        [
            4.536596,
            6.18961,
            3.146457,
            1.574682,
            1.339853,
            1.81629
        ],
        [
            536224,
            536224,
            68045,
            2376698,
            1992204,
            2376698
        ],
        [
            -25833,
            -25833,
            -21257,
            -1480157,
            -1480157,
            -914074
        ],
        [
            185,
            129,
            242,
            185,
            129,
            242
        ],
        [
            317,
            227,
            389,
            317,
            227,
            389
        ],
        [
            66,
            60,
            73,
            66,
            60,
            73
        ],
        [
            10562,
            3759,
            6803,
            10562,
            3759,
            6803
        ],
        [
            0,
            0,
            0,
            0,
            0,
            0
        ],
        [
            0,
            0,
            0,
            0,
            0,
            0
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            -162973,
            467879,
            -6534,
            -170404,
            -582518,
            -8366
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "FIL_USDT",
    "interval": "4h",
    "packets": 25000,
    "actual_packets": 10902,
    "evaluation_days": 1817,
    "actual_first_datapoint_time": 1602777600000,
    "first_datapoint_time": 1606233600000,
    "last_datapoint_time": 1759752000000,
    "evaluation_time": 1759766756053,
    "expiration_time": 1764461664000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "alma",
        "factors": {
            "length": 129,
            "offset": 0
        }
    },
    "second_band": {
        "type": "linreg",
        "factors": {
            "length": 241,
            "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)