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Trade: ALGO/USDT/60/MIDPOINT/WMA/4425

Strategy
ALGO/USDT/60/MIDPOINT/WMA/4425
Pair
ALGO_USDT
Interval
1h
Score
343657
Daily Profit
0.225533
Profit Factor
1.301793
Profitability
49.560117
Streak
0.000000
Best Strategy
Training Data Length
1041.670000
Evaluation Time
2025-10-03 12:49
Expiration Time
2025-12-17 11:00

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 234931.1213 168236.4332 66694.6881 261350.0412 302886.4251 -41536.384
Total P&L (%) 234.9311 168.2364 66.6947 261.35 302.8864 -41.5364
Avg Daily Profit (%) 0.2255 0.1615 0.064 0.1234 0.1339 -0.0515
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -138595 -83980 -60959 -1053961 -597446 -475108
Profit Factor 1.3018 1.4128 1.1798 1.0821 1.1894 0.9738
Total Trades 341 170 171 341 170 171
Winning Trades 169 78 91 169 78 91
Losing Trades 172 92 80 172 92 80
Profitability (%) 49.5601 45.8824 53.2164 49.5601 45.8824 53.2164
Ratio Avg Win / Avg Loss 1.3249 1.6664 1.0372 1.1013 1.4029 0.8561
Largest Winning Trade 51153 51153 22757 220892 203633 220892
Largest Losing Trade -19572 -19572 -19030 -252386 -147089 -252386
Avg Bars in Trades 72 66 79 72 66 79
Avg Bars in Winners 77 69 83 77 69 83
Avg Bars in Losers 68 63 73 68 63 73
Bars Traded 24774 11243 13531 24774 11243 13531
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 343657 284769 -129651 -156906 -27747 -580020
Evaluation Data
{
    "trading_pair": "ALGO_USDT",
    "interval": "1h",
    "packets": 25000,
    "actual_packets": 25000,
    "evaluation_days": 1041.67,
    "actual_first_datapoint_time": 1669482000000,
    "first_datapoint_time": 1670040000000,
    "last_datapoint_time": 1759482000000,
    "evaluation_time": 1759484953832,
    "expiration_time": 1765962000000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "midpoint",
        "factors": {
            "length": 156,
            "offset": 0
        }
    },
    "second_band": {
        "type": "wma",
        "factors": {
            "length": 85,
            "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": [
        [
            234931.1213220268,
            168236.4332422856,
            66694.6880797416,
            261350.0411823048,
            302886.4251340945,
            -41536.3839517899
        ],
        [
            234.931121,
            168.236433,
            66.694688,
            261.350041,
            302.886425,
            -41.536384
        ],
        [
            0.225533,
            0.161506,
            0.064027,
            0.123405,
            0.133864,
            -0.051516
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -138595,
            -83980,
            -60959,
            -1053961,
            -597446,
            -475108
        ],
        [
            1.301793,
            1.412845,
            1.179796,
            1.082068,
            1.189425,
            0.973804
        ],
        [
            341,
            170,
            171,
            341,
            170,
            171
        ],
        [
            169,
            78,
            91,
            169,
            78,
            91
        ],
        [
            172,
            92,
            80,
            172,
            92,
            80
        ],
        [
            49.560117,
            45.882353,
            53.216374,
            49.560117,
            45.882353,
            53.216374
        ],
        [
            1.324901,
            1.666432,
            1.037183,
            1.101276,
            1.402912,
            0.856091
        ],
        [
            51153,
            51153,
            22757,
            220892,
            203633,
            220892
        ],
        [
            -19572,
            -19572,
            -19030,
            -252386,
            -147089,
            -252386
        ],
        [
            72,
            66,
            79,
            72,
            66,
            79
        ],
        [
            77,
            69,
            83,
            77,
            69,
            83
        ],
        [
            68,
            63,
            73,
            68,
            63,
            73
        ],
        [
            24774,
            11243,
            13531,
            24774,
            11243,
            13531
        ],
        [
            0,
            0,
            0,
            0,
            0,
            0
        ],
        [
            0,
            0,
            0,
            0,
            0,
            0
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            343657,
            284769,
            -129651,
            -156906,
            -27747,
            -580020
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "ALGO_USDT",
    "interval": "1h",
    "packets": 25000,
    "actual_packets": 25000,
    "evaluation_days": 1041.67,
    "actual_first_datapoint_time": 1669482000000,
    "first_datapoint_time": 1670040000000,
    "last_datapoint_time": 1759482000000,
    "evaluation_time": 1759484953832,
    "expiration_time": 1765962000000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "midpoint",
        "factors": {
            "length": 156,
            "offset": 0
        }
    },
    "second_band": {
        "type": "wma",
        "factors": {
            "length": 85,
            "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)