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Trade: ALGO/USDT/360/HILO/HMA/2006

Strategy
ALGO/USDT/360/HILO/HMA/2006
Pair
ALGO_USDT
Interval
6h
Score
384650
Daily Profit
0.182129
Profit Factor
1.248122
Profitability
52.214452
Streak
10.946614
Best Strategy
Training Data Length
2303.750000
Evaluation Time
2025-10-11 19:43
Expiration Time
2025-12-19 16:42

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 419579.5579 354519.2218 65060.3361 -1930.4476 62297.9197 -64228.3673
Total P&L (%) 419.5796 354.5192 65.0603 -1.9304 62.2979 -64.2284
Avg Daily Profit (%) 0.1821 0.1539 0.0282 -0.0008 0.021 -0.0446
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -159443 -111043 -132855 -245018 -201463 -136589
Profit Factor 1.2481 1.3963 1.0817 0.9989 1.0661 0.9186
Total Trades 429 215 214 429 215 214
Winning Trades 224 105 119 224 105 119
Losing Trades 205 110 95 205 110 95
Profitability (%) 52.2145 48.8372 55.6075 52.2145 48.8372 55.6075
Ratio Avg Win / Avg Loss 1.1423 1.4627 0.8635 0.9142 1.1168 0.7334
Largest Winning Trade 169247 169247 45898 159113 159113 35834
Largest Losing Trade -55591 -55591 -34250 -67843 -67424 -67843
Avg Bars in Trades 20 22 18 20 22 18
Avg Bars in Winners 19 20 18 19 20 18
Avg Bars in Losers 22 25 19 22 25 19
Bars Traded 8973 4932 4041 8973 4932 4041
Profit Streak 10.9466 11.1966 0 10.9466 11.1966 0
Trades During Streak 1 1 0 1 1 0
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 384650 321551 -286236 -577328 -312117 -579208
Evaluation Data
{
    "trading_pair": "ALGO_USDT",
    "interval": "6h",
    "packets": 25000,
    "actual_packets": 9215,
    "evaluation_days": 2303.75,
    "actual_first_datapoint_time": 1561161600000,
    "first_datapoint_time": 1564077600000,
    "last_datapoint_time": 1760184000000,
    "evaluation_time": 1760200987442,
    "expiration_time": 1766155320000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "hilo",
        "factors": {
            "length": 0,
            "offset": 0
        }
    },
    "second_band": {
        "type": "hma",
        "factors": {
            "length": 126,
            "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": [
        [
            419579.5579000296,
            354519.2217799376,
            65060.3361200916,
            -1930.4475666247,
            62297.9197065931,
            -64228.3672732178
        ],
        [
            419.579558,
            354.519222,
            65.060336,
            -1.930448,
            62.29792,
            -64.228367
        ],
        [
            0.182129,
            0.153888,
            0.028241,
            -0.000846,
            0.021023,
            -0.044614
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -159443,
            -111043,
            -132855,
            -245018,
            -201463,
            -136589
        ],
        [
            1.248122,
            1.396254,
            1.081699,
            0.998886,
            1.06606,
            0.918617
        ],
        [
            429,
            215,
            214,
            429,
            215,
            214
        ],
        [
            224,
            105,
            119,
            224,
            105,
            119
        ],
        [
            205,
            110,
            95,
            205,
            110,
            95
        ],
        [
            52.214452,
            48.837209,
            55.607477,
            52.214452,
            48.837209,
            55.607477
        ],
        [
            1.142255,
            1.462742,
            0.863541,
            0.914159,
            1.116825,
            0.73335
        ],
        [
            169247,
            169247,
            45898,
            159113,
            159113,
            35834
        ],
        [
            -55591,
            -55591,
            -34250,
            -67843,
            -67424,
            -67843
        ],
        [
            20,
            22,
            18,
            20,
            22,
            18
        ],
        [
            19,
            20,
            18,
            19,
            20,
            18
        ],
        [
            22,
            25,
            19,
            22,
            25,
            19
        ],
        [
            8973,
            4932,
            4041,
            8973,
            4932,
            4041
        ],
        [
            10.946614,
            11.196614,
            0,
            10.946614,
            11.196614,
            0
        ],
        [
            1,
            1,
            0,
            1,
            1,
            0
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            384650,
            321551,
            -286236,
            -577328,
            -312117,
            -579208
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "ALGO_USDT",
    "interval": "6h",
    "packets": 25000,
    "actual_packets": 9215,
    "evaluation_days": 2303.75,
    "actual_first_datapoint_time": 1561161600000,
    "first_datapoint_time": 1564077600000,
    "last_datapoint_time": 1760184000000,
    "evaluation_time": 1760200987442,
    "expiration_time": 1766155320000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "hilo",
        "factors": {
            "length": 0,
            "offset": 0
        }
    },
    "second_band": {
        "type": "hma",
        "factors": {
            "length": 126,
            "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)