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Trade: ALGO/USDT/480/HMA/DCU/5322

Strategy
ALGO/USDT/480/HMA/DCU/5322
Pair
ALGO_USDT
Interval
8h
Score
425080
Daily Profit
0.173617
Profit Factor
1.835247
Profitability
52.941176
Streak
123.972461
Best Strategy
Training Data Length
2301.670000
Evaluation Time
2025-10-09 18:20
Expiration Time
2025-12-17 11:12

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 395961.3588 399608.4608 -3647.1019 -40382.4528 59966.682 -100349.1348
Total P&L (%) 395.9614 399.6085 -3.6471 -40.3825 59.9667 -100.3491
Avg Daily Profit (%) 0.172 0.1736 -0.0016 -0.0225 0.0204 0
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -219488 -214767 -44200 -337544 -289669 -134443
Profit Factor 1.6928 1.8352 0.9608 0.9459 1.1025 0.3793
Total Trades 69 34 35 69 34 35
Winning Trades 37 18 19 37 18 19
Losing Trades 32 16 16 32 16 16
Profitability (%) 53.6232 52.9412 54.2857 53.6232 52.9412 54.2857
Ratio Avg Win / Avg Loss 1.4641 1.6313 0.8091 0.8181 0.98 0.3194
Largest Winning Trade 239600 239600 21633 210086 210086 21018
Largest Losing Trade -62438 -62438 -13650 -114499 -114499 -47994
Avg Bars in Trades 94 183 8 94 183 8
Avg Bars in Winners 79 154 7 79 154 7
Avg Bars in Losers 112 215 8 112 215 8
Bars Traded 6516 6230 286 6516 6230 286
Profit Streak 0 123.9725 0 0 123.9725 0
Trades During Streak 0 1 0 0 1 0
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score -96051 425080 -579954 -686308 -274765 -579954
Evaluation Data
{
    "trading_pair": "ALGO_USDT",
    "interval": "8h",
    "packets": 25000,
    "actual_packets": 6905,
    "evaluation_days": 2301.67,
    "actual_first_datapoint_time": 1561161600000,
    "first_datapoint_time": 1566201600000,
    "last_datapoint_time": 1759996800000,
    "evaluation_time": 1760023220659,
    "expiration_time": 1765962720000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "hma",
        "factors": {
            "length": 165,
            "offset": 0
        }
    },
    "second_band": {
        "type": "dcu",
        "factors": {
            "length": 25,
            "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": [
        [
            395961.3588333048,
            399608.4607791061,
            -3647.1019458013,
            -40382.4527878846,
            59966.6820221982,
            -100349.1348100827
        ],
        [
            395.961359,
            399.608461,
            -3.647102,
            -40.382453,
            59.966682,
            -100.349135
        ],
        [
            0.172032,
            0.173617,
            -0.001585,
            -0.022469,
            0.020413,
            0
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -219488,
            -214767,
            -44200,
            -337544,
            -289669,
            -134443
        ],
        [
            1.692837,
            1.835247,
            0.960816,
            0.945916,
            1.102506,
            0.379269
        ],
        [
            69,
            34,
            35,
            69,
            34,
            35
        ],
        [
            37,
            18,
            19,
            37,
            18,
            19
        ],
        [
            32,
            16,
            16,
            32,
            16,
            16
        ],
        [
            53.623188,
            52.941176,
            54.285714,
            53.623188,
            52.941176,
            54.285714
        ],
        [
            1.464076,
            1.63133,
            0.809108,
            0.81809,
            0.980006,
            0.319384
        ],
        [
            239600,
            239600,
            21633,
            210086,
            210086,
            21018
        ],
        [
            -62438,
            -62438,
            -13650,
            -114499,
            -114499,
            -47994
        ],
        [
            94,
            183,
            8,
            94,
            183,
            8
        ],
        [
            79,
            154,
            7,
            79,
            154,
            7
        ],
        [
            112,
            215,
            8,
            112,
            215,
            8
        ],
        [
            6516,
            6230,
            286,
            6516,
            6230,
            286
        ],
        [
            0,
            123.972461,
            0,
            0,
            123.972461,
            0
        ],
        [
            0,
            1,
            0,
            0,
            1,
            0
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            -96051,
            425080,
            -579954,
            -686308,
            -274765,
            -579954
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "ALGO_USDT",
    "interval": "8h",
    "packets": 25000,
    "actual_packets": 6905,
    "evaluation_days": 2301.67,
    "actual_first_datapoint_time": 1561161600000,
    "first_datapoint_time": 1566201600000,
    "last_datapoint_time": 1759996800000,
    "evaluation_time": 1760023220659,
    "expiration_time": 1765962720000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "hma",
        "factors": {
            "length": 165,
            "offset": 0
        }
    },
    "second_band": {
        "type": "dcu",
        "factors": {
            "length": 25,
            "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)