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Trade: FIL/USDT/720/ALMA/JMA/5005

Strategy
FIL/USDT/720/ALMA/JMA/5005
Pair
FIL_USDT
Interval
12h
Score
307703
Daily Profit
0.187192
Profit Factor
2.257541
Profitability
40.625000
Streak
0.000000
Best Strategy
Training Data Length
1819.500000
Evaluation Time
2025-10-09 01:02
Expiration Time
2025-12-02 04:02

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 798445.1004 559239.3369 239205.7635 2148722.52 -756001.6567 2904724.1767
Total P&L (%) 798.4451 559.2393 239.2058 2148.7225 -756.0017 2904.7242
Avg Daily Profit (%) 0.4388 0.3074 0.1315 0.1712 0 0.1872
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -85637 -90491 -42852 -1512005 -1611788 -706756
Profit Factor 3.8177 4.5197 2.9216 1.3829 0.7711 2.2575
Total Trades 64 32 32 64 32 32
Winning Trades 20 7 13 20 7 13
Losing Trades 44 25 19 44 25 19
Profitability (%) 31.25 21.875 40.625 31.25 21.875 40.625
Ratio Avg Win / Avg Loss 8.3989 16.1417 4.2701 3.0423 2.7538 3.2995
Largest Winning Trade 575143 575143 69248 1050461 651691 1050461
Largest Losing Trade -21433 -20294 -21433 -504498 -504498 -408627
Avg Bars in Trades 55 39 71 55 39 71
Avg Bars in Winners 124 101 136 124 101 136
Avg Bars in Losers 24 21 27 24 21 27
Bars Traded 3549 1250 2299 3549 1250 2299
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 -134062 -27222 -15615 -141575 -621620 307703
Evaluation Data
{
    "trading_pair": "FIL_USDT",
    "interval": "12h",
    "packets": 25000,
    "actual_packets": 3639,
    "evaluation_days": 1819.5,
    "actual_first_datapoint_time": 1602763200000,
    "first_datapoint_time": 1606478400000,
    "last_datapoint_time": 1759924800000,
    "evaluation_time": 1759960968219,
    "expiration_time": 1764640944000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "alma",
        "factors": {
            "length": 87,
            "offset": 0
        }
    },
    "second_band": {
        "type": "jma",
        "factors": {
            "length": 5,
            "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": [
        [
            798445.1004177761,
            559239.3369181489,
            239205.7634996274,
            2148722.5199686023,
            -756001.6566935118,
            2904724.1766621144
        ],
        [
            798.4451,
            559.239337,
            239.205763,
            2148.72252,
            -756.001657,
            2904.724177
        ],
        [
            0.438827,
            0.307359,
            0.131468,
            0.171235,
            0,
            0.187192
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -85637,
            -90491,
            -42852,
            -1512005,
            -1611788,
            -706756
        ],
        [
            3.817673,
            4.519689,
            2.921616,
            1.382876,
            0.771063,
            2.257541
        ],
        [
            64,
            32,
            32,
            64,
            32,
            32
        ],
        [
            20,
            7,
            13,
            20,
            7,
            13
        ],
        [
            44,
            25,
            19,
            44,
            25,
            19
        ],
        [
            31.25,
            21.875,
            40.625,
            31.25,
            21.875,
            40.625
        ],
        [
            8.398881,
            16.141748,
            4.270054,
            3.042326,
            2.753795,
            3.299483
        ],
        [
            575143,
            575143,
            69248,
            1050461,
            651691,
            1050461
        ],
        [
            -21433,
            -20294,
            -21433,
            -504498,
            -504498,
            -408627
        ],
        [
            55,
            39,
            71,
            55,
            39,
            71
        ],
        [
            124,
            101,
            136,
            124,
            101,
            136
        ],
        [
            24,
            21,
            27,
            24,
            21,
            27
        ],
        [
            3549,
            1250,
            2299,
            3549,
            1250,
            2299
        ],
        [
            0,
            0,
            0,
            0,
            0,
            0
        ],
        [
            0,
            0,
            0,
            0,
            0,
            0
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            -134062,
            -27222,
            -15615,
            -141575,
            -621620,
            307703
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "FIL_USDT",
    "interval": "12h",
    "packets": 25000,
    "actual_packets": 3639,
    "evaluation_days": 1819.5,
    "actual_first_datapoint_time": 1602763200000,
    "first_datapoint_time": 1606478400000,
    "last_datapoint_time": 1759924800000,
    "evaluation_time": 1759960968219,
    "expiration_time": 1764640944000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "alma",
        "factors": {
            "length": 87,
            "offset": 0
        }
    },
    "second_band": {
        "type": "jma",
        "factors": {
            "length": 5,
            "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)