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Trade: FIL/USDT/15/T3/ALMA/999

Strategy
FIL/USDT/15/T3/ALMA/999
Pair
FIL_USDT
Interval
15m
Score
510158
Daily Profit
0.381842
Profit Factor
1.984386
Profitability
66.315789
Streak
8.646156
Best Strategy
Training Data Length
260.420000
Evaluation Time
2025-10-12 12:00
Expiration Time
2025-12-26 10:45

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 119720.7347 20281.4654 99439.2693 153731.1292 14922.1753 138808.9539
Total P&L (%) 119.7207 20.2815 99.4393 153.7311 14.9222 138.809
Avg Daily Profit (%) 0.4597 0.0779 0.3818 0.3582 0.0534 0.3348
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -42306 -33793 -28459 -46141 -39675 -35646
Profit Factor 1.4476 1.1219 1.9844 1.4479 1.0689 2.0963
Total Trades 190 95 95 190 95 95
Winning Trades 122 59 63 122 59 63
Losing Trades 68 36 32 68 36 32
Profitability (%) 64.2105 62.1053 66.3158 64.2105 62.1053 66.3158
Ratio Avg Win / Avg Loss 0.8069 0.6845 1.0079 0.807 0.6522 1.0648
Largest Winning Trade 27621 10124 27621 54916 11597 54916
Largest Losing Trade -31517 -31517 -16239 -36993 -36993 -19597
Avg Bars in Trades 130 129 130 130 129 130
Avg Bars in Winners 95 89 101 95 89 101
Avg Bars in Losers 192 196 188 192 196 188
Bars Traded 24726 12316 12409 24726 12316 12409
Profit Streak 8.6462 17.6253 8.6462 8.6462 17.6253 8.6462
Trades During Streak 10 8 5 10 8 5
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 445069 -182277 510158 413889 -279086 503464
Evaluation Data
{
    "trading_pair": "FIL_USDT",
    "interval": "15m",
    "packets": 25000,
    "actual_packets": 25000,
    "evaluation_days": 260.42,
    "actual_first_datapoint_time": 1737759600000,
    "first_datapoint_time": 1737885600000,
    "last_datapoint_time": 1760258700000,
    "evaluation_time": 1760259627860,
    "expiration_time": 1766738700000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "t3",
        "factors": {
            "length": 54,
            "offset": 0,
            "a": 0.72079
        }
    },
    "second_band": {
        "type": "alma",
        "factors": {
            "length": 141,
            "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": [
        [
            119720.734722032,
            20281.465381767,
            99439.2693402652,
            153731.1292058389,
            14922.1752563145,
            138808.9539495244
        ],
        [
            119.720735,
            20.281465,
            99.439269,
            153.731129,
            14.922175,
            138.808954
        ],
        [
            0.459722,
            0.07788,
            0.381842,
            0.35818,
            0.053422,
            0.334825
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -42306,
            -33793,
            -28459,
            -46141,
            -39675,
            -35646
        ],
        [
            1.44763,
            1.121856,
            1.984386,
            1.447921,
            1.068896,
            2.09627
        ],
        [
            190,
            95,
            95,
            190,
            95,
            95
        ],
        [
            122,
            59,
            63,
            122,
            59,
            63
        ],
        [
            68,
            36,
            32,
            68,
            36,
            32
        ],
        [
            64.210526,
            62.105263,
            66.315789,
            64.210526,
            62.105263,
            66.315789
        ],
        [
            0.806876,
            0.684522,
            1.007942,
            0.807038,
            0.652207,
            1.064772
        ],
        [
            27621,
            10124,
            27621,
            54916,
            11597,
            54916
        ],
        [
            -31517,
            -31517,
            -16239,
            -36993,
            -36993,
            -19597
        ],
        [
            130,
            129,
            130,
            130,
            129,
            130
        ],
        [
            95,
            89,
            101,
            95,
            89,
            101
        ],
        [
            192,
            196,
            188,
            192,
            196,
            188
        ],
        [
            24726,
            12316,
            12409,
            24726,
            12316,
            12409
        ],
        [
            8.646156,
            17.625322,
            8.646156,
            8.646156,
            17.625322,
            8.646156
        ],
        [
            10,
            8,
            5,
            10,
            8,
            5
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            445069,
            -182277,
            510158,
            413889,
            -279086,
            503464
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "FIL_USDT",
    "interval": "15m",
    "packets": 25000,
    "actual_packets": 25000,
    "evaluation_days": 260.42,
    "actual_first_datapoint_time": 1737759600000,
    "first_datapoint_time": 1737885600000,
    "last_datapoint_time": 1760258700000,
    "evaluation_time": 1760259627860,
    "expiration_time": 1766738700000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "t3",
        "factors": {
            "length": 54,
            "offset": 0,
            "a": 0.72079
        }
    },
    "second_band": {
        "type": "alma",
        "factors": {
            "length": 141,
            "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)