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Trade: FIL/USDT/120/ALMA/HWMA/9485

Strategy
FIL/USDT/120/ALMA/HWMA/9485
Pair
FIL_USDT
Interval
2h
Score
384277
Daily Profit
0.316828
Profit Factor
1.516968
Profitability
38.340486
Streak
0.000000
Best Strategy
Training Data Length
1816.580000
Evaluation Time
2025-10-06 20:12
Expiration Time
2025-12-11 03:31

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 575542.5012 364758.2788 210784.2224 776020.4894 -247026.1126 1023046.602
Total P&L (%) 575.5425 364.7583 210.7842 776.0205 -247.0261 1023.0466
Avg Daily Profit (%) 0.3168 0.2008 0.116 0.1195 0 0.1332
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -109064 -88832 -45105 -1896258 -1379310 -688203
Profit Factor 1.517 1.6449 1.3849 1.0809 0.9486 1.2137
Total Trades 699 349 350 699 349 350
Winning Trades 268 123 145 268 123 145
Losing Trades 431 226 205 431 226 205
Profitability (%) 38.3405 35.2436 41.4286 38.3405 35.2436 41.4286
Ratio Avg Win / Avg Loss 2.4396 3.0223 1.9579 1.7383 1.7429 1.716
Largest Winning Trade 315447 315447 60314 798438 798438 636812
Largest Losing Trade -20916 -15691 -20916 -239917 -167913 -239917
Avg Bars in Trades 30 24 36 30 24 36
Avg Bars in Winners 56 45 64 56 45 64
Avg Bars in Losers 15 13 16 15 13 16
Bars Traded 21556 8692 12864 21556 8692 12864
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 384277 235839 -38439 -164287 -582191 -16139
Evaluation Data
{
    "trading_pair": "FIL_USDT",
    "interval": "2h",
    "packets": 25000,
    "actual_packets": 21799,
    "evaluation_days": 1816.58,
    "actual_first_datapoint_time": 1602777600000,
    "first_datapoint_time": 1604491200000,
    "last_datapoint_time": 1759766400000,
    "evaluation_time": 1759770737364,
    "expiration_time": 1765416700800,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "alma",
        "factors": {
            "length": 239,
            "offset": 0
        }
    },
    "second_band": {
        "type": "hwma",
        "factors": {
            "length": 0,
            "offset": 0,
            "na": 0.24252,
            "nb": 0.48837,
            "nc": 0.3784
        }
    }
}
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": [
        [
            575542.5012103831,
            364758.2788361444,
            210784.2223742391,
            776020.489360355,
            -247026.1126251727,
            1023046.6019855279
        ],
        [
            575.542501,
            364.758279,
            210.784222,
            776.020489,
            -247.026113,
            1023.046602
        ],
        [
            0.316828,
            0.200794,
            0.116034,
            0.119539,
            0,
            0.133231
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -109064,
            -88832,
            -45105,
            -1896258,
            -1379310,
            -688203
        ],
        [
            1.516968,
            1.644859,
            1.38488,
            1.080923,
            0.948572,
            1.213741
        ],
        [
            699,
            349,
            350,
            699,
            349,
            350
        ],
        [
            268,
            123,
            145,
            268,
            123,
            145
        ],
        [
            431,
            226,
            205,
            431,
            226,
            205
        ],
        [
            38.340486,
            35.243553,
            41.428571,
            38.340486,
            35.243553,
            41.428571
        ],
        [
            2.439602,
            3.022261,
            1.957933,
            1.738349,
            1.742904,
            1.715979
        ],
        [
            315447,
            315447,
            60314,
            798438,
            798438,
            636812
        ],
        [
            -20916,
            -15691,
            -20916,
            -239917,
            -167913,
            -239917
        ],
        [
            30,
            24,
            36,
            30,
            24,
            36
        ],
        [
            56,
            45,
            64,
            56,
            45,
            64
        ],
        [
            15,
            13,
            16,
            15,
            13,
            16
        ],
        [
            21556,
            8692,
            12864,
            21556,
            8692,
            12864
        ],
        [
            0,
            0,
            0,
            0,
            0,
            0
        ],
        [
            0,
            0,
            0,
            0,
            0,
            0
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            384277,
            235839,
            -38439,
            -164287,
            -582191,
            -16139
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "FIL_USDT",
    "interval": "2h",
    "packets": 25000,
    "actual_packets": 21799,
    "evaluation_days": 1816.58,
    "actual_first_datapoint_time": 1602777600000,
    "first_datapoint_time": 1604491200000,
    "last_datapoint_time": 1759766400000,
    "evaluation_time": 1759770737364,
    "expiration_time": 1765416700800,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "alma",
        "factors": {
            "length": 239,
            "offset": 0
        }
    },
    "second_band": {
        "type": "hwma",
        "factors": {
            "length": 0,
            "offset": 0,
            "na": 0.24252,
            "nb": 0.48837,
            "nc": 0.3784
        }
    }
}

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)