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Trade: ALGO/USDT/480/MIDPOINT/HMA/1976

Strategy
ALGO/USDT/480/MIDPOINT/HMA/1976
Pair
ALGO_USDT
Interval
8h
Score
371215
Daily Profit
0.224170
Profit Factor
1.610880
Profitability
45.360825
Streak
52.019891
Best Strategy
Training Data Length
2295.000000
Evaluation Time
2025-10-03 03:28
Expiration Time
2025-12-10 14:24

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 514471.0261 463231.3534 51239.6727 28568.4 129321.5442 -100753.1442
Total P&L (%) 514.471 463.2314 51.2397 28.5684 129.3215 -100.7531
Avg Daily Profit (%) 0.2242 0.2018 0.0223 0.011 0.0362 0
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -119060 -130538 -122661 -262533 -174515 -191380
Profit Factor 1.6109 1.9904 1.1368 1.024 1.1924 0.8048
Total Trades 97 49 48 97 49 48
Winning Trades 44 20 24 44 20 24
Losing Trades 53 29 24 53 29 24
Profitability (%) 45.3608 40.8163 50 45.3608 40.8163 50
Ratio Avg Win / Avg Loss 1.9404 2.8861 1.1368 1.2335 1.729 0.8048
Largest Winning Trade 302953 302953 56593 207672 207672 50736
Largest Losing Trade -50704 -46017 -50704 -106425 -98895 -106425
Avg Bars in Trades 67 54 81 67 54 81
Avg Bars in Winners 91 64 114 91 64 114
Avg Bars in Losers 48 47 49 48 47 49
Bars Traded 6585 2662 3924 6585 2662 3924
Profit Streak 52.0199 58.3532 0 52.0199 58.3532 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 371215 306150 -234213 -376510 -155253 -580689
Evaluation Data
{
    "trading_pair": "ALGO_USDT",
    "interval": "8h",
    "packets": 25000,
    "actual_packets": 6885,
    "evaluation_days": 2295,
    "actual_first_datapoint_time": 1561161600000,
    "first_datapoint_time": 1564416000000,
    "last_datapoint_time": 1759420800000,
    "evaluation_time": 1759451318557,
    "expiration_time": 1765369440000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "midpoint",
        "factors": {
            "length": 114,
            "offset": 0
        }
    },
    "second_band": {
        "type": "hma",
        "factors": {
            "length": 89,
            "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": [
        [
            514471.0260875357,
            463231.3534273505,
            51239.6726601851,
            28568.4000279232,
            129321.544189463,
            -100753.1441615398
        ],
        [
            514.471026,
            463.231353,
            51.239673,
            28.5684,
            129.321544,
            -100.753144
        ],
        [
            0.22417,
            0.201844,
            0.022327,
            0.01095,
            0.03617,
            0
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -119060,
            -130538,
            -122661,
            -262533,
            -174515,
            -191380
        ],
        [
            1.61088,
            1.99044,
            1.13683,
            1.02404,
            1.192415,
            0.804837
        ],
        [
            97,
            49,
            48,
            97,
            49,
            48
        ],
        [
            44,
            20,
            24,
            44,
            20,
            24
        ],
        [
            53,
            29,
            24,
            53,
            29,
            24
        ],
        [
            45.360825,
            40.816327,
            50,
            45.360825,
            40.816327,
            50
        ],
        [
            1.940378,
            2.886137,
            1.13683,
            1.233503,
            1.729002,
            0.804837
        ],
        [
            302953,
            302953,
            56593,
            207672,
            207672,
            50736
        ],
        [
            -50704,
            -46017,
            -50704,
            -106425,
            -98895,
            -106425
        ],
        [
            67,
            54,
            81,
            67,
            54,
            81
        ],
        [
            91,
            64,
            114,
            91,
            64,
            114
        ],
        [
            48,
            47,
            49,
            48,
            47,
            49
        ],
        [
            6585,
            2662,
            3924,
            6585,
            2662,
            3924
        ],
        [
            52.019891,
            58.353224,
            0,
            52.019891,
            58.353224,
            0
        ],
        [
            1,
            1,
            0,
            1,
            1,
            0
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            371215,
            306150,
            -234213,
            -376510,
            -155253,
            -580689
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "ALGO_USDT",
    "interval": "8h",
    "packets": 25000,
    "actual_packets": 6885,
    "evaluation_days": 2295,
    "actual_first_datapoint_time": 1561161600000,
    "first_datapoint_time": 1564416000000,
    "last_datapoint_time": 1759420800000,
    "evaluation_time": 1759451318557,
    "expiration_time": 1765369440000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "midpoint",
        "factors": {
            "length": 114,
            "offset": 0
        }
    },
    "second_band": {
        "type": "hma",
        "factors": {
            "length": 89,
            "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)