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Trade: DOT/USDT/720/SSF/ALMA/6949

Strategy
DOT/USDT/720/SSF/ALMA/6949
Pair
DOT_USDT
Interval
12h
Score
378619
Daily Profit
0.196562
Profit Factor
1.505439
Profitability
51.960784
Streak
20.407703
Best Strategy
Training Data Length
1863.500000
Evaluation Time
2025-09-27 12:47
Expiration Time
2025-11-19 11:43

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 366292.4841 411530.0647 -45237.5806 -94952.1384 160415.0142 -255367.1525
Total P&L (%) 366.2925 411.5301 -45.2376 -94.9521 160.415 -255.3672
Avg Daily Profit (%) 0.1966 0.2208 -0.0243 -0.1601 0.0514 0
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -206037 -119381 -121488 -582245 -268902 -515626
Profit Factor 1.5054 2.4319 0.8966 0.9454 1.2491 0.7667
Total Trades 102 51 51 102 51 51
Winning Trades 53 25 28 53 25 28
Losing Trades 49 26 23 49 26 23
Profitability (%) 51.9608 49.0196 54.902 51.9608 49.0196 54.902
Ratio Avg Win / Avg Loss 1.3918 2.5292 0.7365 0.874 1.299 0.6298
Largest Winning Trade 421327 421327 60802 210194 210194 141678
Largest Losing Trade -96364 -25281 -96364 -322153 -90784 -322153
Avg Bars in Trades 36 32 40 36 32 40
Avg Bars in Winners 39 31 46 39 31 46
Avg Bars in Losers 32 32 32 32 32 32
Bars Traded 3682 1632 2050 3682 1632 2050
Profit Streak 20.4077 25.4077 20.4077 20.4077 25.4077 20.4077
Trades During Streak 2 1 1 2 1 1
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 378619 -167461 -759643 -579191 -304428 -759643
Evaluation Data
{
    "trading_pair": "DOT_USDT",
    "interval": "12h",
    "packets": 25000,
    "actual_packets": 3727,
    "evaluation_days": 1863.5,
    "actual_first_datapoint_time": 1597752000000,
    "first_datapoint_time": 1599350400000,
    "last_datapoint_time": 1758715200000,
    "evaluation_time": 1758966425555,
    "expiration_time": 1763545392000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "ssf",
        "factors": {
            "length": 179,
            "offset": 0,
            "poles": 2
        }
    },
    "second_band": {
        "type": "alma",
        "factors": {
            "length": 38,
            "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": [
        [
            366292.4841280759,
            411530.0647078491,
            -45237.5805797731,
            -94952.1383831156,
            160415.0141655191,
            -255367.1525486347
        ],
        [
            366.292484,
            411.530065,
            -45.237581,
            -94.952138,
            160.415014,
            -255.367153
        ],
        [
            0.196562,
            0.220837,
            -0.024276,
            -0.160119,
            0.051374,
            0
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -206037,
            -119381,
            -121488,
            -582245,
            -268902,
            -515626
        ],
        [
            1.505439,
            2.431884,
            0.896552,
            0.945386,
            1.249066,
            0.766689
        ],
        [
            102,
            51,
            51,
            102,
            51,
            51
        ],
        [
            53,
            25,
            28,
            53,
            25,
            28
        ],
        [
            49,
            26,
            23,
            49,
            26,
            23
        ],
        [
            51.960784,
            49.019608,
            54.901961,
            51.960784,
            49.019608,
            54.901961
        ],
        [
            1.391821,
            2.529159,
            0.736453,
            0.874036,
            1.299028,
            0.62978
        ],
        [
            421327,
            421327,
            60802,
            210194,
            210194,
            141678
        ],
        [
            -96364,
            -25281,
            -96364,
            -322153,
            -90784,
            -322153
        ],
        [
            36,
            32,
            40,
            36,
            32,
            40
        ],
        [
            39,
            31,
            46,
            39,
            31,
            46
        ],
        [
            32,
            32,
            32,
            32,
            32,
            32
        ],
        [
            3682,
            1632,
            2050,
            3682,
            1632,
            2050
        ],
        [
            20.407703,
            25.407703,
            20.407703,
            20.407703,
            25.407703,
            20.407703
        ],
        [
            2,
            1,
            1,
            2,
            1,
            1
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            378619,
            -167461,
            -759643,
            -579191,
            -304428,
            -759643
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "DOT_USDT",
    "interval": "12h",
    "packets": 25000,
    "actual_packets": 3727,
    "evaluation_days": 1863.5,
    "actual_first_datapoint_time": 1597752000000,
    "first_datapoint_time": 1599350400000,
    "last_datapoint_time": 1758715200000,
    "evaluation_time": 1758966425555,
    "expiration_time": 1763545392000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "ssf",
        "factors": {
            "length": 179,
            "offset": 0,
            "poles": 2
        }
    },
    "second_band": {
        "type": "alma",
        "factors": {
            "length": 38,
            "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)